Keynote Speeches

• Keynote speaker at the 11th Shanghai Derivatives Market Forum, organized by the Chinese Financial Futures Exchange (CFFEX) and the Shanghai Futures Exchange (SHFE), “Macroeconomic Conditions: Implications for Global Derivatives Markets”, Shanghai, China, May 28, 2014
• Keynote Speaker at the Turkish Derivatives Conference, organized by the Institute for Financial Markets and Futures Industry Association “Direct Market Access in Exchange-Traded Derivatives: Effects of Algorithmic Trading on Liquidity in Futures Markets”, Istanbul, Turkey, September 19, 2011

Refereed Conferences

“Effects of Short-Sale Constraints and Information Asymmetry on Index Futures
Trading”, with Nina Wang., Jr. Presented at:

• [28] 2nd International Conference on Futures and Derivative Markets (ICFDM), Renmin
  University, Beijing, China, November 9-10, 2013
• [27] 2013 Annual Financial Management Association Meeting, Chicago, IL, October 16-19,
  2013

“Empirical Analysis of Bank Capital and New Regulatory Requirements for Risks in Trading Portfolios”, with Hulusi Inanoglu and Michael Jacobs, Jr. Presented at:

• [26] 2012 International Risk Management Conference on Global Standards for Risk Measurement, Management and Regulation, Rome, Italy June 18-19, 2012
• [25] The Forum for Economists International, Second Annual Conference, Amsterdam, Netherlands, June 1-4, 2012

“Analysis of Trading, Volatility and Efficiency in Emerging Market Index Futures”, with Sibel Korkmaz Presented at:

• [24] 47th Meeting of the Euro Working Group on Financial Modeling, Charles University, Prague, Czech Republic, October 29, 2010

“Performance of Time Varying Correlation Estimation Methods”, with Michael Jacobs, Jr. Presented at:

• [23] 44th Meeting of the Euro Working Group on Financial Modeling, University of Costa Rica, San Jose, Costa Rica, December 9, 2009
• [22] Fortieth Annual Meeting of the Financial Management Association International, Reno, NV, October 22, 2009

“Measuring Credit Risk: CDS Spreads vs. Credit Ratings Why are they so different?” with Michael Jacobs, Jr. and Carissa Peluso. Presented at:

• [21] 43rd Meeting of the Euro Working Group on Financial Modeling, Cass Business School, City University London, London, England, September 5, 2008

“Understanding and Predicting the Resolution of Financial Distress”, with Michael Jacobs, Jr. and Dina Naples Layish Presented at:

• [20] 2008 International Risk Management Conference on Credit and Financial Risk Management: 40 years after the Altman Z-score Model, organized by the University of Florence and NYU, Florence, Italy June 12-14, 2008

“Modeling the Time Varying Dynamics of Correlations: Applications for Forecasting and Risk Management”, with Michael Jacobs, Jr. Presented at:

• [19] 42nd Meeting of the Euro Working Group on Financial Modeling, organized by Stockholm Business School, Sweden May 15-17, 2008

“Understanding and Predicting Ultimate Loss-Given-Default on Bonds and Loans”, with Michael Jacobs, Jr. Presented at:

• [18] Thirty-eighth Annual Meeting of the Financial Management Association, Oct 17-20, 2007

“Information Asymmetry, Speculation and Foreign Trading Activity: Emerging Market Evidence”, with Cetin Ciner Presented at:

• [17] Fifty-fifth Annual Meeting of the Midwest Finance Association, March 23 – 25, 2006
• [16] Forty-first Annual Meeting of the Eastern Finance Association, April 20-23, 2005

“What is so special about the Korean Futures Market? Investigation of Trading Volume, Volatility and Spreads in KOSPI 200 Contract”, with Cetin Ciner and Wi Saeng Kim Presented at:

• [15] Thirty-fifth Annual Meeting of the Financial Management Association, Oct 7-10, 2004
• [14] Fourteenth Annual Asia-Pacific Futures Research Symposium, Hong Kong, Feb 26-27, 2004

“Predicting Insolvency Using the Information Provided in Audited Financial Statements”, with Dina Naples Layish Presented at:

• [13] Fortieth Annual Meeting of the Eastern Finance Association, April 21-24, 2004

“Introduction of Derivatives Exchanges in Emerging Markets”, with Hatice Pinar Ersen and Nazli Sila Saylak Presented at:

• [12] 2008 Annual TASSA Conference, Turkish American Scientists and Scholars Association, at Harvard University, Boston, MA, April 11-13, 2008
• [11] Second International Conference on Business, Management & Economics, June 15-18, 2006
• [10] Thirty-ninth Annual Meeting of the Eastern Finance Association, April 2-5, 2003

“The Split of S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics”, with Terrence F. Martell and George H. K. Wang Presented at:

• [9] Thirty-third Annual Meeting of the Financial Management Association, Oct 16-19, 2002

“Performance of Bid-Ask Spread Estimators: Empirical Evidence from Sydney Futures Exchange”, with Amber Anand Presented at:

• [8] Thirty-seventh Annual Meeting of the Eastern Finance Association, April 25-28, 2001
• [7] Seventh Annual Conference of the Multinational Finance Society, April 5-8, 2000

 “Microstructure Model of Futures Markets: Theory and Evidence for Optimal Hedging Strategies” Presented at:

• [6] Thirtieth Annual Meeting of the Financial Management Association, October 25-28, 2000
• [5] Thirty-sixth Annual Meeting of the Eastern Finance Association, April 2-5, 2000

“Changing the Size of a Futures Contract: Liquidity and Microstructure Effects”, with Terrence F. Martell Presented at:

• [4] Symposium on Market Microstructure held at the Thirty-fifth Annual Meeting of the Eastern Finance Association, April 15-17, 1999

“Explicit versus Implicit Contracts: The Case of DIFF and CROSS Futures” and “A Simple   Model of Open Interest in Foreign Exchange Futures Markets” Presented at:

• [ 3] Forty-seventh Annual Meeting of the Midwest Finance Association, March 19-21, 1998

“Success and Failure of Futures Contracts: Implicit versus Explicit Contracts” Presented at:

• [2] Thirty-third Annual Meeting of the Eastern Finance Association, April 17-19, 1997
• [1] Fourth Annual Conference of the International Association of Financial Engineers, October 16-18, 1996

Other Presentations

• Zarb School of Business Faculty Seminar, “Trends in Financial Markets: Flash Crash of May 6, 2010 “How new trends and such events affect individuals?” Hofstra University Hempstead, NY, April 13, 2011
• Finance Faculty Seminar Series, Department of Finance “Measuring Credit Risk: CDS Spreads vs. Credit Ratings”, Zarb School of Business, Hofstra University Hempstead, NY, October 24, 2008
• Tinbergen Institute, Erasmus University of Rotterdam, Netherlands, July 6, 2000, “Microstructure Model of Futures Markets: Theory and Evidence for Optimal Hedging Strategies”
• Invited to the Commodity Futures Trading Commission Spring Research Seminar, April 7, 1999, to present “Changing the Size of a Futures Contract: Liquidity and Microstructure Effects”