Articles, presented at WAFA
and subsequently published
(sorted by the date presented)


If you know of an article that should be included here but is not, please e-mail me that information at savickas@gwu.edu.

We Thank Vikram Soorma of GWU School of Business for compiling this list.
When PresentedAuthorsPaper TitleYear PublishedJournalVolume NumberIssue NumberFirst Page Number
Spring 2005Doron Avramov, Tarun Chordia, Gergana Jostova, and Alexander PhilipovMomentum and Credit Ratings2007Journal of Finance6252530
Spring 2004Doron Avramov, Gergana Jostova, and Alexander PhilipovCorporate Credit Risk Changes: Common Factors and Firm-Level Fundamentals (Understanding Changes in Corporate Credit Spreads)2007Financial Analysts Journal63290
Fall 2002Gergana JostovaPredictability in Emerging Sovereign Debt Markets2006Journal of Business792527
Fall 2002Hans R. Dutt, Lawrence E. HarrisPosition Limits for Cash Settled Derivatives Contracts2005Journal of Futures Markets2510945
Fall 2002R. Gaston Gelos, Shang-Jin WeiTransparency and International Portfolio Holdings2005Journal of Finance6062987
Fall 2002Gergana Jostova, Alexander PhilipovBayesian Analysis of Stochastic Betas2005Journal of Financial and Quantitative Analysis404747
Fall 2002Michael Haigh, John ListDo Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis2005Journal of Finance601523
Fall 2002Kee H. Chung, Chairat Chuwonganant, Timothy McCormickOrder Preferencing and Market Quality on NASDAQ Before and After Decimalization2004Journal of Financial Economics713581
Fall 2002Zhan Onayev, Robert SavickasThe effect of ex-ante price on momentum profits2004Journal of Behavioral Finance58
Fall 2002Soula Proxenos, L. G. TaffMortgage Models, Interest Rate Risk, and the Consumer: A Four Country Comparison2003Housing Finance International17314
Spring 2002Douglas Lamdin New Estimates of the Equity Risk Premium and Why Business Economists need them2002Business Economics37454
Spring 2002Frank Nothaft, James Pearce, Stevan StevanovicDebt Spreads Between GSEs and Other Corporations2002Journal of Real Estate Finance and Economics252/3151
Spring 2002John Glascock, David Michayluk, Karyn NeuhauserThe Riskiness of REITs Surrounding the October 1997 Stock Market Decline2004Journal of Real Estate Finance and Economics284339
Fall 2001Bin Ke, Steven Huddart, Kathy PetroniWhat Insiders Know About Future Earnings And How They Use It: Evidence From Insider Trades2003Journal of Accounting and Finance352315
Fall 2001Sharad Asthana, Steven Balsam, Srinivasan SankaraguruswamyDifferential Response of Small, Medium, and Large Traders to 10K Filings on the internet via Edgar2004The Accounting Review793571
Fall 2001Lee Pinkowitz, Rene Stultz, Rohan WilliamsonCorporate Governance and The Home Bias2003Journal of Financial and Quantitative Analysis38187
Fall 2001Raymond Fisman, Inessa LoveTrade Credit, Financial Intermediation Development and Industry Growth2003The Journal of Finance581353
Fall 2001Robert Savickas, Arthur WilsonOn Inferring the Direction of Option Trades2003Journal of Financial and Quantitative Analysis384881
Fall 2001Kent Baker, Gary Powell, Theodore VeitWhy Companies Use Open -Market Repurchases: A Managerial Perspective2003Quaterly Reiew of Economics and Finance433483
Spring 2001Haluk Unal, Dilip Madan, Levent GuntayPricing the Risk of Recovery in Default With Absolute Priority Rule Violation2003Journal of Banking & Finance271001
Spring 2001Erik BenrudUseful Properties of Exchange Rate Forecasts in Risk Management2001Thunderbird International Business Review433451
Fall 2000Carlos RamirezDid Branch Banking Restrictions Increase Bank Failure? Evidence from Virginia and West Virginia in the late 1920s2003Journal of Economics and Business554331
Fall 2000Alan Ahearn, William Griever, Francis WamokInformation Costs and Home Bias: An Analysis of US Holdings of Foreign Equities2004Journal of International Economics622313
Fall 2000Bartly Danielsen, Sorin SorescuWhy Do Option Introductions Depress Stock Prices? A study of Diminishing Short-Sale Constraints2001Journal of Finance and Quantitative Analysis364451
Spring 2000Gerald Gay D., et al, Hedging, Asymmetric Information and Corporate Derivative Use2002The Journal of Futures Markets223241
Spring 2000Willem ThorbeckeBudget Deficits, Inflation Risk and Asset Prices2002Journal of International Money and Finance214539
Spring 2000Neelam JainFinancial Intermediation and Entry Deterrence2003Economic Theory224793
Spring 2000Theodore BarnhillModeling Correlated Interest Rate, Exchange Rate, and Credit Risk in Fixed Income Portfolios2002Journal of Banking and Finance262,3347
Spring 2000P.A.V.B. Swamy, Thomas Lutton, George TavlasExplanations of the Differences in Small and Larger Commercial Banks Earnings2003Journal of Productivity Analysis20197
Spring 2000Doron AvramovStock Return Predictability and Model Uncertainty2002Journal of Financial Economics643423
Fall 1999Paola Bongini, Stijins Claessens, Giovanni FerriThe Political Economy of Financial Institution Distress: Evidence from East Asia2001Journal of Financial Services Research1915
Fall 1999Carlos RamirezDid Banks Security Affiliates Add Value? Evidence from the Commercial Banking Industry During the 1920s2002Journal of Money, Credit and Banking342393
Fall 1999Isabelle Bajeux-Besnainou, James V. Jordon, Roland PortaitDynamic Asset Allocation for Stocks, Bonds, and Cash2003The Journal of Business762263
Fall 1999Gordon Bondar, Franco WongEstimating Exchange Rate Exposures: Some ‘Weighty’ Issues2003Financial Management32135
Fall 1998Charles Tu, Mark EppliValuing New Urbanism: The Case of Kentlands1999Real Estate Economics273425
Fall 1998Willem ThorbeckeBudget Deficits, Inflation Risk, and Asset Prices2002Journal of International Money and Finance214539
Fall 1998Laura Kodres, Matthew PritskerA Rational Expectations Model of Finance Contagion2002The Journal of Finance572769
Fall 1998Kent Baker, Gary PowellFactors Influencing Dividend Policy Decisions2001The Financial Review36319
Fall 1998Neelam Jain, Leonard MirmanEffects of Insider Trading Under Different Market Structures2002Quaterly Review of Economics and Finance42119
Fall 1998Andrew ThompsonThe Hotelling Principle, Backwardation of Futures Prices and the Values of Developed Petroleum Reserves - the Production Constraint Hypothesis2001Resource and Energy Economics232133
Fall 1998Paul PeyserFirm-theoretic Limitations on Proposition III1999Review of Quantitative Finance and Accounting12165