Books Authored

Applied Portfolio Management: How University of Kansas to orderStudents Generate Alpha to Beat the Street. Wiley Finance 2008. with K. McCarthy. more information

Journal Publications

• Order Imbalance and Stock Returns: Evidence from China, The Quarterly Review of Economics and Finance, (to appear). with Y. Zhang.
  
  
• Bayesian Networks: A Decision Tool to Improve Portfolio Risk Analysis Journal of Applied Finance. Fall/Winter 2006. with R. Demirer and R. Mau. view PDF ( 1.8MB)
  
  
• Ten-Year Comparison of BMI, Body Fat, and Fitness in the Workplace, American Journal of Industrial Medicine, Vol. 49, 2006. with G. Harbin and J. Olson.
  

• Knowledge Representation and Integration for Portfolio Evaluation Using Linear Belief Functions, IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans, Vol. 36, No. 4, 2006, pp. 774--785, with L. Liu and P. Shenoy. View PDF (5.2MB).
  

• The Free Cash Flow Effects of Capital Expenditure Announcements, Applied Economics Letters, Volume 12, Number 14 / 15 Nov 2005, 907 – 911 (with N. Vafeas) VIEW PDF (120K)
  
• A Linear Belief Function Approach to Portfolio Evaluation, in U. Kjaerulff and C. Meek (eds.), Uncertainty in Artificial Intelligence, Vol. 19, 2003, 370--377, Morgan Kaufmann, San Francisco, CA, with L. Liu and C. Shenoy. VIEW PDF (340K).
  
• An Examination of the Dynamic Behavior of Aggregate Bond and Stock Issues, International Review of Economics and Finance, Volume 11, No. 2, 2002. (with J. Park). VIEW PDF (123K)
  
• Modeling Financial Portfolios using Belief Functions, in T. Mock and R. P. Srivastava (eds.) Belief Functions in Business Decisions, in press, Springer-Verlag, 2001. VIEW PDF (123K)
  
• Stock Price Decreases Prior to Executive Stock Option Grants, Journal of Corporate Finance, Volume 7, Issue 1, 53-76, 2001. with K. Chauvin. VIEW PDF (908K). View Abstract
  
• Bayesian Network Models of Portfolio Risk and Return, in Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend (eds.), Computational Finance 1999, 87- 106, MIT Press, 2000, with P. Shenoy. VIEW PDF (133K).
  
• The Information Content of Capital Structure and Dividend Policies, Financial Management, Volume 28, Number 4, Winter, 16 - 35, 1999, with P. D. Koch. VIEW PDF (116K).
  
• The Firm's Leverage-Cash Flow Relationship,Journal of Empirical Finance, 307 - 331, Volume 2, 1996, with P. D. Koch. Awarded the Guy O. Mabry Research Fellow Award for the best publication in 1996 in the KU School of Business. VIEW PDF (253K).
  
• A Cross-sectional Examination of Self-tender-induced Abnormal Returns, Indian Accounting Review, 60 - 70, Volume 2, Number 1, June 1998 with N. Vafeas and O. M. Joy.
  
• An Estimate of the Cost of Alzheimer's Disease in Kansas. Kansas Business Review, 23-27, Volume 9, 1986.