WORKING PAPERS
Please see SSRN for recent working papers
ACADEMIC ARTICLES
·
“Does better corporate governance result in
higher valuations in emerging markets? Another examination using a new data
set” (with M. Morey, E. Baker, and B. Godridge), Journal of Banking and Finance 33, 2009,
pp. 254-262. ·
“Loan
Rates and Collateral” (with G.S. Roberts), Financial Review 42, 2007, pp. 401-427. ·
“Predicting
Emerging Market Mutual Fund Performance” (with M. Morey), Journal of Investing 16 3, Fall 2007, pp. 111-122. ·
“The Informational Efficiency of the Equity
Market as Compared to the Syndicated Bank Loan Market” (with L. Allen), Journal of Financial Services Research
30 1, August 2006, pp. 5-42. ·
“Mean-Variance Theory and the Bid-Ask
Spread” (with G. Jacoby and K. Smimou), in C.F.
Lee, ed., Advances in Financial Planning and Forecasting, Volume 2,
2006, pp. 193-220. ·
“Morningstar Mutual Fund Ratings Redux” (with M. Morey), Journal of Investment Consulting 9 1, Summer
2006. ·
“Manager
Education and Mutual Fund Performance” (with M. Morey), Journal of Empirical Finance 13 2, 2006, pp. 145-182. ·
“An Investigation of the Mid-Loan
Relationship Between Bank Lenders and Borrowers” (with
G.S. Roberts), in A.H. Chen, ed., Research in Finance 22 (Greenwich,
CT: JAI Press, 2006). ·
“Loan Contract Terms,” in C.F. Lee and A.C.
Lee, eds., The Encyclopedia
of Finance (Springer, 2006). ·
“Payout Policy, Taxes, and the Relation Between Returns and the Bid-Ask Spread” (with G. Jacoby), Journal of Banking and Finance 30,
2006, pp. 37-58. ·
“The Flow of Capital to Latin America
During the Period 1973-2000” (with L. Ramrattan and
M. Szenberg), in Arbelaez, H., Click, R.W., and Choi, J.J., eds., International Finance Review, Latin
American Financial Markets: Developments in Financial Innovations,
(Amsterdam: Elsevier, 2005). ·
“The Strategic Use of Convertible Debt in
‘Deep Pocket’ Predatory Games,” The American Economist Vol. 48 (1),
2004, pp. 50-60. ·
“Maturity and Corporate Loan Pricing” (with
G.S. Roberts), Financial Review Vol. 38 (4), 2004, pp. 55-77. ·
“Shareholder Intervention, Managerial
Resistance, and Corporate Control: A Nash Equilibrium Approach” (with C.F.
Mason and A.K. Prevost), Quarterly Review of Economics and Finance,
Vol. 43 (3), 2003, pp. 466-482. ·
“Contrarian Investing in a Small Cap
Market: Evidence from New Zealand” (with J.Y.F. Chin and A.K. Prevost), Financial
Review, Vol. 37, 2002, pp. 421-446. ·
“The Capital Asset Pricing Model and the
Liquidity Effect: A Theoretical Approach” (with G. Jacoby and D. J. Fowler), Journal
of Financial Markets, Vol. 3 (1), 2000, pp. 69-81. BOOKS
·
Samuelsonian Economics
and the Twenty-First Century, with a foreword by Kenneth Arrow,
co-edited with M. Szenberg and L. Ramrattan (Oxford
University Press, 2006). ·
·
Insurance Logic,
Co-authored with M.A. Milevsky. First edition
(Toronto: Stoddart Publishing, 2002) Second Edition
(Toronto: Captus Press, 2005). OTHER
NOTABLE PUBLICATIONS
·
Does the Quality of Mutual Fund Manager’s
Education Matter? Strategic Innovators
(India), October-December 2006. ·
“Contrarian Investment Strategies:
Application to India,” Strategic
Innovators (India), January 2006. ·
“Ten ways to know ·
“Samuelson’s Economics: The Continuing
Legacy” (with M. Szenberg and L. Ramrattan),
Quarterly Journal of Austrian Economics Vol. 8 (2), Summer 2005, pp. 95-104.
This material also appears in ·
“ ·
“Small is Beautiful” (with S.A. Boyko), The
National Interest 77, Fall 2004. ·
“Entrepreneurial Exchange: An Inclusive
Micro-Cap Market Solution for Small-to-Medium Enterprises” (with S.A. Boyko), Buyside
Magazine, October 2003. ·
“Bogus Car Insurance and Medical Mills”
(with Moshe Milevsky), I.E. Money Magazine,
July/August 2002. This material also appears in Insurance Logic. |
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Telephone: (212)
618-6525 | Office: W412 | E-mail: |
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Aron Gottesman, Lubin School of Business,
Pace University, 1 Pace Plaza, |
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