Category : Uncategorized
Published (peer reviewed) Articles
- The sexual orientation wage gap in the US
International Journal of Social Economics, 2016, Forthcoming
- Day-of-the-Week Effect Revisited: International Evidence
Journal of Economics and Finance, July 2014, Volume 38, Issue 3, pp 407-437
- The Impact of Technological Improvements on Developing Financial Markets: The Case of the Johannesburg Stock Exchange
Review of Development Finance, July–December 2013, Volume 3, Issue 4, pp 204–213
- Comment on Johnson and Soenen (2004): The US Stock Market and the International Value of the US Dollar
Journal of Economics and Business, September–October 2013, Volume 69, pp 101-108
- Using RFID Technology to Track Attendance
Journal for Economic Educators, 2013, Volume 13, Issue 1, pp 29-38
- The DL-Trading Game
Journal of Financial Education, 2011, Volume 37, Issue 1-2, pp 55-82
- Military Spending and GDP Growth: Is There a General Causal Relationship?
Journal of Comparative Policy Analysis, 2010, Volume 12, Issue 3, pp 311-345
- Greek Market Efficiency and Its International Integration
Journal of International Financial Markets, Institutions and Money, 2010, Volume 21, Issue 2, pp 229-246
- Market Efficiency and International Diversification: Evidence from India
International Review of Economics and Finance, 2010, Volume 19, Issue 2, pp 313-339
- Do Risk Factors Matter in the IPO Valuation?
Journal of Financial Regulation and Compliance, 2007, Volume 15, Issue 1, pp 63-89
- Day of the Week Effect in Istanbul Stock Exchange
Scientific Journal of Administrative Development, 2007, Volume 5
Published (peer reviewed) Projects
- Estimating Geweke’s (1982) measure of instantaneous feedback
Stata Journal, 2013, Volume 13, Issue 1, pp 136-140 (204)
Stata command: gwke82. Detailed study.
- Financial Portfolio Selection using Multi-factor Capital Asset Pricing Model and Importing Options Data
Stata Journal, 2013, Volume 13, Issue 3, pp. 603-617 (010)
Stata commands: fetchcomponents, fetchportfolio and fetchyahoooptions. Detailed study.
- Importing U.S. exchange rate data from the Federal Reserve and standardizing country names across datasets
Stata Journal, 2013, Volume 13, Issue 2, pp 315-322 (209)
Stata commands: fxrates and countrynames. Detailed study.
- Importing presidential approval poll results
Stata Journal, 2012, Volume 12, Issue 3, pp 454-460 (103)
Stata command: approval. Detailed study.
- Importing Financial Data
Stata Journal, 2011, Volume 11, Issue 4, pp 620-626 (203)
Stata commands: fetchyahooquotes and fetchyahookeystats. Detailed study.
Economic Impact Studies
- The Economic Impact of Airbnb on New Orleans
- The Neighborhood Impact of Airbnb on New Orleans
- The Economic Impact of Loyola University New Orleans
Statistical Software – Completed Projects
- Technical Financial Analysis Tools for Stata
- Cumulative Abnormal Returns for Event Studies
- Statistical significance for LaTeX
- Download daily gold/silver fixing prices
- Download intraday prices from Google
- Download IPO activity
- Download short interest from Nasdaq
- Download institutional ownership data from Nasdaq
- Download EPS, dividends and revenues from Nasdaq
- Download insider activity
- Download analyst data
- Econometric and statistical reporting with LaTeX
Stata commands: dl_MovingAverage, dl_BollingerBands, dl_MACD and dl_RSI (210). Detailed study.
Stata command: dl_CAR (208). Detailed study.
Stata command: dl_sigstars (025). Detailed study.
Stata command: dl_goldfixing (029). Detailed study.
Stata command: intraday_prices_Google (027). Detailed study.
Stata command: fetch_IPO (032). Detailed study.
Stata command: short_interest (033). Detailed study.
Stata command: institutional_ownership (034). Detailed study.
Stata command: fetch_EPS (041). Detailed study.
Stata command: insider_activity (042). Detailed study.
Stata command: fetch_analyst_yahoo, fetch_analyst_investorwand (043). Detailed study.
Stata commands: dl_tex, dl_tex_desc, dl_tex_dfgls, dl_tex_gwke82, dl_tex_list, dl_tex_reg, dl_tex_symbols_list, dl_tex_ttest, dl_tex_ttest2, dl_tex_varsoc, and dl_tex_vecrank (024). Detailed study.