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Faculty ProfileDr. Hany Guirguis
Education:
Contact Information:
Courses Taught/Teaching
These courses may not reflect what is being taught this semester. For current information visit the course catalog online.
Refereed Journal Articles:“Accounting for Extreme Values in GARCH Forecasts of Day-Ahead Electricity Prices, (with F. Felder), KIEE Transactions on Power Engineering, August 2005, Vol. 5-A, No. 3, pp. 300-302. “Output Variability and the Money-Output Relationship”, (with M. Schmidt), International Journal of Business and Economics, April 2005, Vol. 4, pp. 51-64. “The U.S. Housing Market: Asset Pricing Forecasts: Using Time Varying Coefficients”, (with C. Giannikos and R. Anderson), Journal of Real Estate Finance and Economics, 2005, Vol. 30, No. 1, pp. 33-53. “An Analysis of the Return Dependence Between Large and Small Capitalization Stocks”, (with R. Bali), Journal of Business & Economics Research, 2004, Vol. 2, No. 6, pp. 67-70. “Further Advances in Forecasting Day-Ahead Electricity Prices Using Time Series Models”, (with F. Felder), KIEE International Transactions on Power Systems, August 2004, Vol. 4-A, No. 3, pp. 159-166. “On the Consequences of State Dependent Preferences for the Pricing of Financial Assets,” (with J. Danthine, J. Donaldson, and C. Giannikos), Finance Research Letters, June 2004, pp. 143-153. “Strategies and Impacts of New Drug Introduction: Hemophilia Treatment,” (with E. Rogoff), Journal of Health Care Finance, 2004: 30 (4), pp. 14-25. “An Analysis of the Equity Risk Premium,” (with R. Bali), Journal of Asset Management, Vol. 4, No. 5, January 2004, pp. 348-360. “A Note on the Intra-day Volatility of Equity Markets: A Volume Story?” (with C. Giannikos and D. Ozenbas), International Journal of Business and Economics, Vol. 2, No. 1, April 2003, pp. 49-58. “The Living Wage and the Effects of Real Minimum Wages on Part-Time and Teen Employment,” (with F. Abdulahad), Employee Responsibilities and Rights Journal, Vol. 15, No. 1, March 2003, pp. 1-9. “The Upward Spiral of Drug Costs: A Time Series Analysis of Drugs Used in the Treatment of Hemophilia,” (with others). Thrombosis and Haemostatsis, Vo. 88, October 2002, pp. 545-553. “The Post Offering Performance of IPOs in the Health Care Industry,” (with J. Onochie and H. Rosen), Journal ofEconomics and Finance, Vol. 25, No. 2, Summer 2001, pp. 194-205.
Other Intellectual Contributions:“Time-Series Properties of the Equity Risk Premium: A Reexamination,” (with R. Bali), Midwest Finance Association, St. Louis, MO, March 2003. “An Analysis Of The Equity Risk Premium: A Reexamination,” (with R. Bali), Midwest Finance Association, St. Louis, MO, March 2003. “The Effect of Expected Changes in Monetary Policy on the Long-Term Interest Rate,” (with F. Abdulahad and C. Giannikos), Eastern Economic Association, New York, NY, February 2003. “Strategies and Impacts of New Drug Introduction: The Case of Hemophilia Treatment,” The Hemophilia Association of New York, New York, NY, February 2003. “Legalized Price-Fixing,” (with E. Rogoff), Forbes, December 9, 2002, p. 48. “A Longitudinal Study of the New Firms in the Health Care Industry,” Proceedings, Academy of Economics and Finance, Biloxi, MS, February 2001, pp. 30-53. “Modeling of US House Prices: Forecasting Techniques with Time VaryingCoefficients,” (with C. Giannikos), Eastern Economic Association, New York, NY, February 2001. “Output Variability and the Money-Output Relationship,” (with M. Schmidt), Eastern Economic Association, New York, NY, February 2001. |
