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Recent Doctoral Alumni and Alumnae

Turki S. F Al-Zomaia
alzomaia@yahoo.com
Graduation Semester: Fall 2004
Dissertation Advocate: Dr. Theodore M. Barnhill
Dissertation Title: Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to Commercial Banks in Saudi Arabia

Leandro F. Alves
leandroa@iadb.org
Graduation Semester: Spring, 2006
Dissertation Advocate: Prof. Theodore M. Barnhill
Dissertation Title: Stochastic Approach To Risk Assesment of Project Finance Structures Under Public Private Partnerships

Naomi Elizabeth Boyd
Assistant Professor- West Virginia University
Investments, Microstructure, Derivatives
Naomi.Boyd@mail.wvu.edu

Contact Information:
West Virginia University
Division of Economics and Finance
PO Box 6025
1601 University Avenue, Room 216
Morgantown, WV 26506

Graduation Semester:January, 2009
Dissertation Advocate: Peter Locke
Dissertation Title: Two Essays on Options Market Microstructure

Jianli Chen
Senior Associate, Financial Risk Management, KPMG
Asset Pricing, Risk Management
jianlichen@kpmg.com

Hwahsin Cheng
Director of Credit Portfolio, Enterprise Risk Office, Fannie Mae
Interests: Mortgage Risk Management
hwahsin_cheng@fanniemae.com
Graduation Year: 2000
Dissertation Advocate: Prof. John L. Glascock
Dissertation Title: Cointegration Test for Equity Market Integration: The Case of the Great China Economic Area (Mainland CHina, Hong Kong, and Taiwan), Japan, and the United States
Professional Designation: CFA

Chintal A Desai
Assistant Professor - University of Texas Pan American
Interests: Corporate Finance and Consumer Finance
desaica@utpa.edu
Curriculum Vitae
Contact information:
The University of Texas - Pan American
1201 W. University Drive
Edinburg, TX 78539
Phone: 956 292 7358

Graduation Semester: May 2008
Dissertation Advocate: Professor Mark Klock
Dissertation Title: Two Essays on Corporate Divestitures

Keshav Gaur
Chief Officer, Derivative Products and Assset Liability Management
Emerging market derivatives (fixed income - currency and interest rates)
kgaur@ifc.org
Graduation Semester: Spring 2005
Dissertation Advocate: Prof. Isabelle G. Bajeux-Besnainou
Dissertation Title: A Framework to Assess Portfolio Credit Risk Using Accelerated Hazard Rates

Katherine I. Gleason
Financial Economist, FDIC
kgleason@fdic.gov
Graduation Semester: Fall, 2002
Dissertation Advocate: Dr. Mark S. Klock
Dissertation Title: Bid-Ask Spreads and Insider Trading: Recent Nasdaq Evidence

Tzuman Huang
Assistant Professor, California State University, Stanislaus
Market Microstructure, Investments
tzuman.huang@gmail.com

Contact information:
Department of Accounting & Finance
California State University, Stanislaus
One University Circle
Turlock, CA 95382

Graduation Semester: Fall, 2005
Dissertation Advocate: Dr. Peter R. Locke
Dissertation Title: Dealer Interaction and Price Discovery in Future Markets

Szu-Yin Hung
Assistant Professor of Finance, California State University, East Bay
kathy.hung@csueastbay.edu

Contact information:
Department of Management and Finance
College of Business and Economics
California State University, East Bay
25800 Carlos Bee Blvd., Hayward, CA 94542
kathy.hung@csueastbay.edu

Graduation semester: Spring, 2004
Dissertation advocate: Professor John L. Glascock
Dissertation title: Momentum Profitability and Market Trend: Evidence from REITs

Lynne J Kelly
Lkelly4241@aol.com
Graduation Semester: Spring 2005
Dissertation Advocate: Prof. John L. Glascock
Dissertation Title: The Relative Effect of Property Type and Country Factors in the Reduction of Risk of Internationally Diversified Real Estate Portfolios and Measuring Contagion Across National Real Estate Securities Indices

Jongdoo Lee
jongdoo.lee@gmail.com

Contact information:
Assistant Professor
Department of Business and Economics
College of Notre Dame of Maryland
410-532-5562

Graduation Semester: Spring, 2006
Dissertation Advocate: Dr. Peter R. Locke
Dissertation Title: Risk Analysis of Speculative Trading Strategies: Derivative Market Makers

Yi-Kang (Kevin) Liu
Vice President, Morgan Stanley
Asset/Liability Management, Fixed Income Securities, Risk Management
Kevin.Y.Liu@MorganStanley.com

Contact Information:
32 Old Slip 15th Floor
New York, NY 10286
(o) 212-804-2344

Graduation Semester: Fall, 2005
Dissertation Advocate: Dr. George M. Jabbour
Dissertation Title: The Performance of Structural Credit Risk Models on Commercial Mortgages: An Empirical Investigation (published in The Journal of Fixed Income, Fall 2007)

Sattar A. Mansi
smansi@vt.edu
Graduation Semester: Spring, 1999
Dissertation Advocate: Dr. James V. Jordan
Dissertation Title: "The Effects of Term Structure Estimation on the Valuation of Interest Rate Derivatives"

William F. Maxwell
wmaxwell@cox.smu.edu
Graduation Semester: Fall, 1998
Dissertation Advocate: Dr. Theodore M. Barnhill
Dissertation Title: "Corporate Bonds: Market Yields, Seasonal Considerations, and Option Pricing with Credit Risks"

Luis C. Mejia
lcmejia.research3@comcast.net
Graduation Semester: Spring, 2000
Dissertation Advocate: Prof. Mark J. Eppli
Dissertation Title: The Effect of Non-Spatial Attributes on Shopping Center Sales Performance

Zhan Onayev
Vice President, Advanced Research Center, State Street Global Advisors
Asset pricing, behavioral finance, market mictorstructure, and risk management
zhan_onayev@ssga.com

Contact information:
State Street Global Advisors
Boston, MA
zhan_onayev@ssga.com

Graduation semester: Spring, 2006
Dissertation advocate: Professor Peter Locke
Dissertation title: Essays on Price Formation in Futures Markets

Mircea Petrescu
Financial Engineer
Credit risk management
mircea_petrescu@fanniemae.com
Graduation Semester:December 2006
Dissertation Advocate: George Jabbour

Elias Semaan
esemaan@gmail.com
Graduation Semester: Fall, 2005
Dissertation Advocate: Dr. Peter R. Locke
Dissertation Title: Modeling Index and Index Options: Intertemporal Dynamics

Marcos Rietti Souto
Financial Sector Expert, International Moneraty Fund
msouto@imf.org

Contact information:
Monetary and Capital Markets Department
International Monetary Fund
700 19th Street, N.W.
Washington, D.C. 20431

Graduation semester: Spring, 2006
Dissertation advocate: Professor Theodore M. Barnhill
Dissertation title: Three Essays on Financial Markets and Institutions

Ying Zhang
ying_zhang@fanniemae.com

Less Recent Doctoral Alumni and Alumnae

*** We were unable to locate these Finance PhD Graduates. If you know their email or other contact information, please inform the Department of Finance. Thank you. ***

Raed A. Al Hogail
Graduation Semester: Spring 1999
Dissertation Advocate: Dr. Mark S. Klock
Dissertation Title: Risk Factors Priced in the Value-Weighted Monthly Excess Return of Common Equities Listed in the NYSE Stock Market

Spiros H. Murtzoukos
Graduation Semester: Fall 1995
Dissertation Advocate: Dr. Paul S. Peyser
Dissertation Title: Issues on Irreversibility and Investment Using the Contingent Claims (Real Options) Approach

Martha L. Carter
Graduation Semester: Spring, 1999
Dissertation Advocate: Dr. James V. Jordan
Dissertation Title: The Effects of Quasi-Private Information on Market Efficiency: Evidence from Insider Trading

Khaled Amira
Graduation Semester: Spring, 1999
Dissertation Advocate: Dr. William C. Handorf
Dissertation Title: "The Behavior and Determinants on Credit Terms: An Empirical Investigation of Sovereign International Bonds, 1980-1997"

Anthony H. Ayward
Graduation Semester: Spring, 1998
Dissertation Advocate: Dr. James V. Jordan
Dissertation Title: "The Structure of Governance of Venture Capital Finance in Developing Countries"

James A. Howard
Graduation Semester: Spring 1991
Dissertation Advocate: Dr. Sarah B. Jenkins
Dissertation Title: The Bank-Depositor Relationship and Bank Incentives to Invest in Risky Assets

Yenpao Chen
Graduation Semester: Fall 1993
Dissertation Advocate: Dr. Minor J. Sachlis
Dissertation Title: The Intertemporal Relations Between Stock Volatility and Volatilities of Economic Variables

Glenna J. Simmons
Graduation Semester: Spring 1995
Dissertation Advocate: Dr. Mark S. Klock
Dissertation Title: An Analysis of the Factor Structure and Empirical Performance of the Arbitrage Pricing Model

Kira Ihab Mohamed
mikira@gwu.edu
Graduation Semester: Fall, 2002
Dissertation Advocate: Dr. Paul S. Peyser
Dissertation Title: "Non-Diversified Portfolios and Non-Price-Taking Behavior: An Exploratory Investigation of a Potential Connection"

Imad Elhaj
Graduation Semester: Spring 1995
Dissertation Advocate: Dr. William E. Seale
Dissertation Title: A Trinomial Model for the Valuation of the Prepayment and Default Options in Fixed-Rate Mortgages with an Application to Low-Income Housing Projects in the Washington Metropolitan Area

Robert W. Everett
Graduation Semester: Spring 1999
Dissertation Advocate: Dr. Mark S. Klock
Dissertation Title: Adverse Selection in the Market for Initial Public Offerings and Reverse Leveraged Buyouts

Slim Feriani
Graduation Semester: Spring 1996
Dissertation Advocate: Dr. William C. Handorf
Dissertation Title: A Comparison of the Financial Profiles of the Various Types of U.S Depository Institutions, 1984-1994

Anthony J. Richards
Graduation Semester: Spring, 1998
Dissertation Advocate: Dr. Mark S. Klock
Dissertation Title: "Rational, Human, Political, And Symbolic Text in Harvard Business School Cases: A Study of Structure and Content"

Marcel B. Humber
Graduation Semester: Fall 1990
Dissertation Advocate: Dr. William E. Seale
Dissertation Title: The Impact of Stock Index Arbitrage and Dividend Capture Trading on Stock Market Volatility

Shang-Mei Lee
shngmlee@gwu.edu
Graduation Semester : Fall, 2002
Dissertation Advocate: Dr. John L. Glasscock
Dissertation Title: Diversification Benefits and Investments Performance of Emerging Market Funds: Evidence from Closed-end Country Funds