Publications:
§ "CEO Educational background and Firm Financial Performance" , 2010, vol. 2, 70-82(with Aron Gottesman), Journal of Applied Finance view pdf
§ "Redemption Fees and Risk-Adjusted Performance of International Equity Mutual Funds." (with Iuliana Ismailescu) forthcoming, Journal of Investment Management view pdf
§ "The Yield Disparity in 401(k) Plans: Does Higher Annual Pay Mean Hogher Rates of Return on Retirement Accounts?" , Journal of Investment Consulting, Summer 2009, vol.10, no. 1, 49-62. view pdf
§ "Does Better Corporate Governance Result in Higher Market Valuations in Emerging Markets?" Another Examination Using a New Data Set", (with A. Gottesman, E. Baker and B. Godridge), February 2009, vol. 33, no. 2, 254-262, Journal of Banking and Finance view pdf
§ "Predicting Emerging Market Mutual Fund Performance" (with Aron A. Gottesman), The Journal of Investing, volume 16, number 3, Fall 2007, pages 111-122. (cited in Financial Planning (December 1, 2006). view pdf
§ "Morningstar Mutual Fund Ratings Redux"(with Aron A. Gottesman), Journal of Investment Consulting, vol.8, No.1, Summer 2006, pages 25-37. view pdf
§ "Manager Education and Mutual Fund Performance" (with Aron Gottesman), Journal of Empirical Finance, April 2006, pages 145-182. view pdf
§ "Window Dressing and Bond Mutual Funds" (with Edward S. O'Neal), Journal of Financial Research, vol. XXIX, vol.3, pages 325-347. (Cited in the Washington Post, March 20th, 2004) view pdf
§ "Intraday Arbitrage in Emerging Market ADRs" (with Marcus Braga Alves), Finance Letters, forthcoming. view pdf
§ "The Kiss of Death: A 5-Star Morningstar Rating?" The Journal of Investment Management, Vol. 3, No. 2, (2005), pp. 41-52. view pdf
§ "Trade Opening and the Behavior of Emerging Stock Market Prices" (with Parantap Basu), Journal of Economic Integration, March 2005, pp. 68-92. view pdf
§ "Multiple-Share Classes and Mutual Fund Composition", Financial Services Review, Spring 2004, 13, 1, 33-56. view pdf
§ "Power Markets: Transferring Systematic Risk to Lottery Players" (with James D. Miller), Public Budgeting and Finance, Summer 2003. view pdf
§ "Should You Carry the Load? A Comprehensive Analysis of Load and No-load Mutual Fund Out of Sample Performance" , Journal of Banking & Finance, 1245-71, 2003. view pdf
§ "Estimation Risk in Mutual Fund Ratings: The Case of Morningstar" (with H.D. Vinod), The Journal of Investing, Winter 2002, 11, 4, 67-75. view pdf
§ "Rating the Raters: An Investigation into Mutual Fund Rating Services", The Journal of Investment Consulting, November/December 2002, 5, 2, 30-50. view pdf
§ "Mutual Fund Age and Morningstar Ratings", Financial Analysts Journal, 56-63, March/April 2002. view pdf
§ "A Double Sharpe Ratio" (with H.D. Vinod), Advances in Investment Analysis and Portfolio Management, editor: Cheng-Few Lee, JAI Press, October 2001, 57-65, Chp.4. view pdf
§ "To Hedge or Not to Hedge: The Performance of Simple Strategies for Hedging Foreign Currency Risk" (with Marc Simpson), The Journal of Multinational Financial Management, April 2001, 11, 213-223. view pdf
§ "Predicting Foreign Exchange Directional Moves: Can Simple Fundamentals Help?" (with Marc Simpson), The Journal of Investing, April 2001, 43-51. view pdf
§ "Liberalization and Stock Prices in Emerging Markets" (with Parantap Basu and Hiroyuki Kawakatsu), Emerging Markets Quarterly, Fall 2000, 1-17. view pdf
§ "Morningstar Ratings and Mutual Fund Performance" (with Christopher Blake), The Journal of Financial and Quantitative Analysis, September 2000, 35, 3, 451-481. view pdf
§ "The Morningstar Mutual Fund Star Rating: What Investors Should Know?" TIAA-CREF Research Dialogue, July 2000. view pdf
§ "Confidence Intervals and Hypothesis Testing for the Sharpe and Treynor Performance Measures: A Bootstrap Approach" (with H.D. Vinod), Computational Finance 99, editors: Yaser S. Abu-Mostafa, Blake LeBaron, Andrew W. Lo, and Andreas S. Weigend, MIT Press, May, 2000, 25-39, Chapter3. view pdf
§ "An Analytical Confidence Interval for the Treynor Index: Formula, Conditions and Properties" (with Richard C. Morey), Journal of Business Finance &; Accounting, 127-154, January/March 2000. view pdf
§ "An Empirical Examination of Financial Liberalization and the Efficiency of Emerging Market Stock Prices" (with Hiroyuki Kawakatsu), The Journal of Financial Research, 385-411, Winter 1999. view pdf
§ "Efficiency in Emerging Stock Markets and Financial Liberalization: A Study of Nine Emerging Markets" (with Hiroyuki Kawakatsu), The Journal of Multinational Financial Management, 353-372, November, 1999. view pdf
§ "Mutual Fund Performance Appraisals: A Multi-Horizon Perspective with Endogenous Benchmarking" (with Richard C. Morey), Omega: The International Journal of Management Science, 241-258, April 1999. view pdf
§ "Teaching Global Diversification with Cross-Market Correlation and Volatility" (with Joseph Gresco), The Journal of Financial Education, 71-75, Spring 1998. view pdf
§ "Does India’s Stock Market Prices Follow a Random Walk in the Wake of Economic Liberalization?" (with Parantap Basu), Economic and Political Weekly, 355-358, February 14, 1998. view pdf
§ "The Intraday Pricing Behavior of Internationally Dually Listed Securities" (with Darius P. Miller), The Journal of International Financial Markets, Institutions, and Money, 79-89, December, 1996. view pdf
