Research

Papers Under Review:

  • The Hedging and Trading Activities at US Bank Holding Companies (Haiyun Fan, George F. Tannous)  
  • Monetary Policy Surprise and Commercial Banks (M. Kabir Hassan)

Working Papers/Progress: 

  • Price Discovery During Financial Crisis: Do CDS’s Help? (Heidi Esau and Craig Wilson)  
  • Monetary Policy and REIT (with M. Kabir Hassan and Sayed Harun)  
  • Credit Derivatives and Loan Pricing (Nimita Azam and George F. Tannous)  
  • Non-interest Income for Banks: A Diversification story or a risky Proposition (with Craig Wilson and Garrett Meier)  
  • Efficiency of Bank-Insurance Mergers in the Post Gramm-Leach-Biliey Act (GLBA) Period (With Abdullah Shahid and George Tannous)

Conference presentations:

The Impact of Gramm-Leach-Billy Act on the Financial Services Industry

  • 2002 Academy of Economics and Finance Meeting.
  • 2002 Southwestern Finance Association Meeting.
  • 2002 Southwestern Society of Economists

 

Financial Services Modernization Act of 1999: Market Assessment of Winners and Losers In The Insurance Industry

  • 2002 Annual Meeting of the Financial Management Association International
  • 2004 Academy of Financial Services Meeting

 

The Wealth and Risk Effect of Gramm-Leach-Bliley (GLB) Financial Modernization Act on the U.S. Banking Industry

  • 2003 Southwestern Finance Association (McGraw-Hill Irwin Distinguished Paper in Finance)

Gramm-Leach-Bliley Act and Insurance Industries of Developed Countries

  • 2003 Academy of Financial Services Meeting
  • 2004 Annual Meeting of the Financial Management Association International

Is it inflation or inflation variability? A note on the stock return-inflation puzzle

  • 2004 Academy of Financial Services Meeting

Inflation expectation, risk aversion and asset allocation in presence of an indexed bond

  • 2005 New Zealand Finance Colloquium
  • 2005 Asian FA Conference

Sources of indexed bonds diversification benefit: An Empirical Examination (Diversification benefits of Treasury Inflation Protected Security: An empirical puzzle)

  • 2005 Asian FA Conference
  • 2005 Annual Meeting of the Financial Management Association International
  • 2005 Academy of Financial Services Meeting
  • 2007 Eastern Finance Association Meeting   

Season, Size and Value Anomalies

  • 2005 18th Australian Banking and Finance Conference
  • 2006 New Zealand Finance Colloquium
  • 2006 Asian FA Conference
  • 2006 Academy of Financial Services Meeting

Lead bank quality and adverse rating announcements

  • 2004 Academy of Financial Services Meeting
  • 2007 Annual Meeting of the Financial Management Association International

Size Does Matter! The intra-industry effect of bank loan ratings

  • 2006 Academy of Financial Services Meeting
  • 2006 Asian FA Conference
  • 2006 Annual Meeting of the Financial Management Association International

Does Business Cycle Affect Merger Activity?

  • 2008 Annual Meeting of the Financial Management Association International

The Hedging and Trading Activities at US Bank Holding Companies

  • 2009 Administrative Sciences Association of Canada (ASAC) Annual Meeting
  • 2010 Southwestern Finance Association Meeting
  • 2010 Eastern Finance Association Meeting

Monetary Policy Surprise and Commercial Banks

  • 2010 Southwestern Finance Association Meeting
  • 2011 Southwestern Society of Economists (McGraw-Hill Irwin Distinguished Paper in Economics)
  • 2011 Financial Management Association International

Industry Merger Intensity and Cost of Capital

  • 2010 Asian Finance Association Meeting
  • 2011 Multinational Finance Conference

Price Discovery during the Financial Crisis: Do CDSs Help?

  • 2011 Southwestern Finance Association Meeting
  • 2011 Multinational Finance Conference
  • 2011 Financial Management Association International

Credit Derivatives and Loan Pricing

  • 2011 Multinational Finance Conference