Professor of Finance
AB Wheaton College Economics 1969 MA University of Pennsylvania Economics 1971 MBA New York University Finance 1975 PhD New York University Finance 1988
Areas of Expertise:
Risk Management, Corporate Finance, Unbiased Measures of Market Return; Market Measures of Trading Volume and Volatility, Especially During and Around Systemic Shocks
Yu, S., Webb, G. P., & Tandon, K. (2015). What Happens When a Stock Is Added to the Nasdaq-100 Index? What Doesn’t Happen? Managerial Finance, 41(5).
"Removing Biases in Computed Returns: An Analysis of Bias in Equally-Weighted Return Indexes of REITs" with Larry Fisher and Daniel Weaver. International Real Estate Review, 2012, 15(1), 43-71.
"Removing Biases in Computed Returns" with Larry Fisher and Daniel Weaver. The Review of Quantitative Finance and Accounting, 2010, 35(2), 137-161.
"The Performance of Stocks that Are Reverse Split" with Terrence Martell. The Review of Quantitative Finance and Accounting. April 2008, Vol. 30, No. 3, pp. 253-279.
"Evidence and Implications of Increases in Trading Volume Around Exchange Listings" (with Kishore Tandon). Financial Review, 37: 21-44, 2001.
"Evidence of Managerial Timing: The Case of Exchange Listings." Journal of Financial Research, 22 (3): 247-63, Fall 1999."Options, Short Sales and Market Completeness" (with S. Figlewski). Journal of Finance, 48 (2): 761-77, June l993.
Academic Director, Executive MS in Finance Program, 2013-present
- Eastern Finance Association Annual Meeting, 2010, 2011, 2013
- Southwestern Finance Association, 2013
- Southern Finance Association Annual Meetings, 2005, 2006, 2007, 2008
- Midwest Finance Association Annual Meetings, 1997, 1998, 2006, 2009
- Asian Real Estate Society Annual Meetings, 2007, 2008
- Financial Management Association Annual Meetings, 1991, 1992, 1995, 1998
- The Multinational Finance Association Meeting, 1996
- The Western Finance Association Annual Meeting, 1990
Referee, Financial Review, Journal of Derivatives, National Science Foundation, Journal of Financial Research, International Review of Financial Analysis, Multinational Finance Journal, Quarterly Journal of Business and Economics.
Awards, Honors, etc.:
Zicklin School of Business Award for Excellence in Teaching, 2009.
Zicklin Fellow on Economics and Finance, 1998-99.
Dissertation Fellowship, New York University.
Elected to Beta Gamma Sigma.