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Kenneth Roskelley - PDF

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Kenneth Roskelley - PDF Powered By Docstoc
					                               KENNETH D. ROSKELLEY, PH.D.
        ASSISTANT PROFESSOR OF FINANCE                     VISITING ASSISTANT PROFESSOR OF FINANCE
              COLLEGE OF BUSINESS                                 ELLER COLLEGE OF BUSINESS
           LOUISIANA TECH UNIVERSITY                                 UNIVERSITY OF ARIZONA
                  P.O. BOX 10318                                         P.O. BOX 210108
                 RUSTON, LA 71272                                       TUCSON, AZ 85721
      TEL: (318) 257-3516 FAX: (318) 257-4253                TEL: (520) 621-8761 FAX: (520) 621-1261
             KENNETHR@LATECH.EDU                                    KDR@EMAIL.ARIZONA.EDU


RESEARCH

Interests
       Term Structure & Credit Spread Models
       Predictability and Forecasting
       Real Estate
       Bayesian Econometrics

Publications:
       Roskelley, K., “Cromwell's Rule and the Role of the Prior in the Economic Metric: An
       Application to the Portfolio Allocation Problem,” Journal of Business and Economic Statistics,
       Forthcoming.
       Patron, H., and K. Roskelley, “The Effect of Reputation and Competition on the Advice of Real
       Estate Agents,” Journal of Real Estate Finance and Economics, Forthcoming.
       Highfield, M. J., K. R. Roskelley, and F. Zhao, “The Determinants of the Debt Maturity Decision
       for Real Estate Investment Trusts,” Journal of Real Estate Research, Forthcoming.
       Bisping, T., Patron, H., and Roskelley, K., “Modeling Academic Dishonesty: The Role of
       Student Perceptions and Misconduct Type,” The Journal of Economic Education, Forthcoming.
       Patron, H., and Roskelley, K., “The Ability of Bivariate Mixture Models to Explain Volume,
       Volatility, and Conditional Heteroskedasticity in Emerging Market Stock Returns”, 2005, The
       Journal of Current Research in Global Business, 7:64-72.

Conference Presentations:
      Can Secondary Market Investors Profit from REIT IPOs?, ASSA, New Orleans, 2008
      Empirically Confronting Stochastic Singularity: An Application to Cox, Ingersoll, and Ross,
      China International Conference, Chengdu, 2007
      Empirically Confronting Stochastic Singularity: An Application to Cox, Ingersoll, and Ross,
      Financial Management Association, Barcelona, 2007
      Can Secondary market Investors Profit from REIT IPOs?, Financial Management Association,
      Salt Lake City, 2006
      Stranded Cost Recovery in Forced Electricity Divestitures, Financial Management Association,
      Denver, 2005
      Bond Issuance and Real Estate Investment Trusts: A Closer Look, Financial Management
      Association, New Orleans, 2004
      Using Information Flow to Explain Volume, Volatility, and Conditional Heteroskedasticity in
      Returns, Association for Global Business, Cancun, 2004
      Predictability in Asset Returns: Model Size and Inference, Southern Finance Association,
      Charleston, 2003
      Using Information Flow to Explain Volume, Volatility, and Conditional Heteroskedasticity in
      Returns, Southern Finance Association, Charleston, 2003
Working Papers:
     Empirically Confronting Stochastic Singularity: An Application to Cox, Ingersoll, and Ross
     (with Chris Lamoureux)
     Stranded Cost Recovery in Forced Electricity Divestitures (with Hilde Patron and Hua Wang)
     Information Manipulation and Entry Deterrence (with Hilde Patron)
     Can Secondary Market Investors Profit from REIT IPOs? (with Mike Highfield and Dennis
     Steele)
     Do IPO Investors Leave Money on the Table? (with Dan Bradley, John Gonas, and Mike
     Highfield)

Research Projects:
      The Credit Cliff: Elasticities in the Commercial Paper Market (with Chris Lamoureux)
      Default Risk, Recovery Rates and Credit Spreads (with Ali Nejadmalayeri)

PROFESSIONAL EXPERIENCE

Positions:
       Visiting Assistant Professor, University of Arizona, 2006 - Present
       Visiting Scholar, International Monetary Fund, Summer 2004
       Assistant Professor, Louisiana Tech University, 2002 – Present

Reviewing Activities:
      Journal of Business and Economic Statistics
      Journal of Applied Econometrics
      Journal of Banking and Finance

Courses Taught:
      Corporate Finance (intermediate and advanced undergraduate)
      Investments (undergraduate)
      Risk Management and Derivatives (undergraduate & masters)
      Financial Econometrics I & II (doctoral seminar)
      Fixed Income (masters)

EDUCATION

Undergraduate
      B.A., Economics, Brigham Young University, 1995
Graduate
      Masters, Economics, University of Arizona, 1997
      Ph.D., Finance, University of Arizona, 2002

REFERENCES:

Christopher Lamoureux               George Jiang                      Dalia Marciukaityte
Chair, Department of Finance        Associate Professor of Finance    Associate Professor of Finance
315 MCLND Hall                      315 MCLND Hall                    P.O. Box 10318
University of Arizona               University of Arizona             Louisiana Tech University
Tucson, AZ 85721                    Tucson, AZ 85721                  Ruston, LA 71272
(520) 621-7488                      (520) 621-3373                    (318) 257-3593
lamoureu@lamfin.eller.arizona.edu   gjiang@eller.arizona.edu          dmarciuk@cab.latech.edu

				
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