Finance Faculty Publications
Siena Finance Faculty Publications
(Refereed Academic Journal Articles)
Girard E. "Risk Factors Affecting Emerging Market Investable Stocks". Forthcoming in the Financial Review.
Pullis, R.M., F. Zhao, J.M.Pullis, and W.Darshan, “S-Corporations and Federal Employment Taxes: Safe Harbors and Sunken Ships,” Entrepreneurial Executive.
Girard, E. and T. Reid***, 2009. Cost of Carry On Steroids: Application to the Pricing Oil Futures. The International Journal of Business and Finance Research
Girard, E., Nolan, J. and A. Pondillo, 2009. Determinants of Emerging Markets’ Commercial Bank Stock Returns. The Global Journal of Business Research.
Girard, E. and H. Kilmaz, 2009."Stock Market Volatility and Trading Volume: An Emerging Market Experience”--The Journal of Applied Finance.
Girard, E. and H. Kilmaz, 2009. "Why did Turkey Get the Cold Shoulder from EC: Cultural or Macro Factors?"— The Global Journal of Business Research.
Morgan, Jr, I. W. & Murtagh, J. P. (2008). 9/11 Impact on Debt Markets. In Press, In Matthew J. Morgan (Ed.) The Impact of 9/11 on Business and Economics: The Business of Terror, (pp. 288). Palgrave Macmillan.
Tong, S. and W. Davidson, 2008. “Target Firms and In-house Mergers and Acquisitions.” The Journal of Applied Finance.
Girard E., Sinha, A. and M. Sun, 2008. “Do Periodically Collapsing Bubbles in Latin American and Asian Emerging Markets Really Exist?” The Journal of Business and Economic Research.
Girard E. and K. Hassan, 2008. "Faith-Based Ethical Investing: The Case of FTSE Islamic Indexes." The Journal of Investing.
Girard, E. and M. Omran, 2008."On the Relationship between Trading Volume and Stock Price Volatility in CASE"— The International Journal of Managerial Finance.
Girard, E, Sinha, A. and R. Biswas, 2008." The Relationship Between Information Flow and Energy Futures Volatility."— The Review of Futures Markets.
Girard, E. and R. Biswas, 2008. "Trading Volume and Market Volatility: Developed vs. Emerging Stock Markets." summarized version from 2007 article published in the CFA digest.
Girard, E., Stone, B. and H. Rahman, 2008. “Goody-two-shoes or Bad-to-the-bone: The Case of SRI,” summarized version from 2007 article published in the CFA digest.
Highfield, M. J., Roskelley, K. D., & Zhao, F. (2007). The Determinants of the Debt Maturity Decision for Real Estate Investment Trusts. Journal of Real Estate Research, 29 (2), 173-199.
Tong, S. and W. Davidson, 2007. CEO Illness Announcements and Rules of Succession.” The Journal of Business Strategies, No. 23.
Girard, E. and S. Etien***, 2007. "Cost of Equity in Emerging Markets: The Case of Argentina." Forthcoming in the Journal of International Finance and Economics, 123-136.
Girard, E. and R. Biswas, 2007. "Trading Volume and Market Volatility: Developed vs. Emerging Stock Markets." The Financial Review 42(3), 429-459.
Girard E. and H. Rahman, 2007. “Capital Control Premium and Investable Risk in Emerging Capital Markets ,” The Journal of Investing (Winter), 91-105.
Girard E. and A. Sinha, 2007. “Risk and Return in the Next Frontier,” The Journal of Emerging Market Finance, Forthcoming. (Accepted 10/06)
Girard E., and T. Zaher, 2007. "On The Market Price of Risk: A Global Evidence," The Journal of the Academy of Finance 7(2), 123-138.
Girard, E., Stone, B. and H. Rahman, 2007. “Goody-two-shoes or Bad-to-the-bone: The Case of SRI,” The Journal of Investing (Spring), 101-119.
Bessler, W., Murtagh, J. P. , & Siregar, D. (2006). Dividend Policy of Bank Initial Public Offerings. In Bagella, M., Becchetti, L., and Hasan I. (Ed.) Transparency, Governance, and Markets. Elsevier Science.
Girard, E., 2006. "Currency Option Pricing: A Synthesis," The Journal of International Business Strategy, 45-56.
Girard, E., and J. O’Neill, 2006. " Firm, Sector, Country and Systematic Effects in Emerging Markets’ Stocks," The Journal of International Business and Economics, 23- 36. 2004 “Inter and Intra-Regional Linkages to MENA Capital Markets,’’ The Quarterly Journal of Business and Economics, 43 (2), p. 21-44.
Girard, E., Sinha, A. and E. Ferreira, 2006. “The Relative Importance of Global, Country and Sector Risks,” Advances in Financial Planning and Forecasting.
Girard E., and M. Zahui, 2006. "Volume versus GARCH Effects in the Ivory Coast Stock Market," The Journal of Emerging Markets 23(2), 21-34.
Girard E., E. Ferreira and L. Brook, 2006. “Robustness of Dilution-Adjusted Versus Standard Abnormal Returns: The Case of Equity Private Placement Announcement Performance,” The Journal of Private Equity.
Girard E., and M. Omran, 2006. “What risks are Systematic in Thinly traded Capital Markets: The case of Arab Countries," The Journal of International Financial Markets, Institutions & Money.
Girard E., Pondillo, A. and R. Proctor, 2006. “Conducting Performance Attribution Analysis in the Classroom using Real Market Data,” The Journal of Financial Education, 31 (3), p.42-61.
Kopp, T. J. & Rosetti, J. L. (2005). College Marketing and the Academic Structure: Incompatibility? Essays in Education, 14.
Kopp, T. J. & Rosetti, J. L. (2005). Technology Meets Campus Culture: Web Registration's Impact on Other Campus Systems. The International Journal of Technology, Knowledge and Society.
Murtagh, J. P. (2005). Credit Risk: Contract Characteristics for Success. Journal of Equipment Lease Financing, 23 (1), 1-15.
Girard E. and S. Hyat, 2005 "Asymmetric Reverting Investors’ Behaviors and Overreaction Hypothesis: The Case of Asian Capital Markets," The Journal of International Business and Economics, 3(1), p. 52-63.
Girard E. and A. Sinha, 2005 “Does Total Risk Matter? The case of Emerging Capital Markets,” Multinational Finance Journal.
Girard E.and E. Ferreira, 2005 “An- asset Efficient Frontier in Investments Courses” The Journal of College Teaching and Learning, 2(1), p. 53-64.
Kopp, T. J. & Rosetti, J. L. (2004). Reinventing Advising to Enhance Learning: Implementing Full Utilization of Assessment. The International Journal of Learning.
Kopp, T. J. & Rosetti, J. L. (2004). Signposts on the Road to Change: A Case Study of Institutional Change. The International Journal of Knowledge, Culture, and Change Management.
Choi, S. & Murtagh, J. P. (2004). Bank Mergers in South Korea: Does Government Intervention Add Value? In Iftekhar Hasan, William C. Hunter (Ed.) Banks and Financial Market Efficiency: Global Perspectives Research in Banking and Finance, Volume 5 (Research in Banking and Finance), (pp. 282). JAI Press.
Girard E., 2004 “A pricing Matrix for American Currency Options,” The Journal of Financial and Economic Practice, 3(1), p.29-46.
Girard E. and E. Ferreira,
Girard E., and E. Ferreira 2004, “Risk Aversion in Latin American Markets,” The Journal of International Business and Economics, 1(1), p. 47-62.
Girard E. and E. Ferreira, 2004 “Long term Stochastic trends In MENA Capital Markets,’’ The International Business and Economics Research Journal 3 (2), p. 23-45.
Ihrke, D., Proctor, R. M. , & Gabris, J. (2003). Understanding Innovation in Municipal Governement: City Council Member Perspectives. Journal of Urban Affairs, 25 (1), 79-90.
Girard E., Omran M. and T. Zaher, 2003. "On Risk and Return in MENA Capital Markets." International Journal of Business 8(3), p.285-314.
Girard E., Rahman H. and T. Zaher, 2003. "On Market Price of Risk in Asian Capital Markets Around the Asian Flu." International Review of Financial Analysis 12 (3), p.241-265.
Girard E. and S. Lamb, 2003."On the shift of Risk Aversion in Latin American Capital Market as a result of the Tequilla Crisis, The Asian Flu and the Russian Virus." The Journal of the Academy of Finance 1 (2), p.91-103.
Bessler, W. & Murtagh, J. P. (2002). The Stock Market Reaction to Cross-Border Acquisitions of Financial Services Firms: An Analysis of Canadian Banks. Journal of International Financial Markets, Institutions and Money, 12 (4/5), 419-440.
Girard E., Rahman H. and T. Zaher, 2002. "Intertemporal Risk-Return Relationship in the Asian Markets around the Asian Crisis." Financial Services Review 10, pp. 249-272.
Girard E. and T. Zaher, 2002."Asymmetric Reverting Behavior of Stock Returns in MENA Capital Markets." Review of the Academy of Finance 2, p.4- 27.
Girard E., and H. Rahman, 2001. “The Effect of the Asian Financial Crisis on Stock Returns, Volatility and Market Integration in the Region.” Studies in Economics and Finance 3, pp.57-79.
Girard E., Rahman H., and T. Zaher, 2001. “Consequences of the Asian Financial Crisis on Global Asset Allocation Strategies: Evidence from the Asian Block,” International Review of Comparative Public Policy, Special Issue on International Financial Systems and Stock Volatility 13, pp.157- 181.
Bessler, W. & Murtagh, J. P. (2000). Market, Interest Rate and Exchange Rate risk of Canadian Financial Services Firms. In Khosrow Fatemi, Susan E.W. Nichols (Ed.) International Business at the Turn of the Century, (pp. 326). International Trade and Finance Association.