RICHARD J. KISH

Professor of Finance

Chair, Perella Department of Finance

PUBLICATIONS

Ohn, Jonathon, Richard J. Kish, and Larry W. Taylor. (forthcoming), “The Effectiveness of the Price-Dividend Relationship to Predict Returns.” Finance Letters.

Kish, Richard J., Yanming Shu, Geraldo M. Vasconcellos, and Wenlong Weng, (forthcoming 2005), “The Information Content of Implied Volatility: An Investigation of Index Options in the US and UK.” Finance Letters.

Vasconcellos, Geraldo M. and Richard J. Kish. 2005. “Cross-Border Mergers and Acquisitions.” The Encyclopedia of Finance. United Kingdom and The Netherlands: Kluwer Academic Publishers.

Das, Nandita, Richard J. Kish, and David L. Muething. 2005. “Modeling Hedge Fund Returns.” Financial Decisions (Fall), Article 4: 1-21.

Kish, Richard J. and Wenlong Weng. 2005. “Valuing Investment Projects with Expansion Options.” International Journal of Managerial Finance (1:3), 164-186.

Comstock, Art, Richard J. Kish, and Geraldo M. Vasconcellos, 2004, “Additional Evidence on the Financial Process of Privatizations.” Financial Decisions (Fall: Article 2), 1-23.

Byung-Ju Kim, Richard J. Kish and Geraldo M. Vasconcellos, 2004, “Cumulative Returns from the Korean IPO Market.” Review of Pacific Basin Financial Markets and Policies (7:1), 43-75.

Comstock, Art, Richard J. Kish, and Geraldo M. Vasconcellos, 2003, “The Post-Privatization Financial Performance of Former State-Owned Enterprises.” Journal of International Financial Markets, Institutions & Money (13:1), 19-37.

Esteghamat, Kian, Richard J. Kish, and Wenlong Weng, 2003, “Irreversible Investment under Uncertainty with Bankruptcy Risk.” Finance Letters (1:3).

Kish, Richard J. and Stephen F. Thode, 2002, “The Impact of Political Control on United States Investment Returns: 1926-1999.” Journal of Investing (11:4), 43-62.

Kim, Byung-Ju, Richard J. Kish, and Geraldo M. Vasconcellos, 2002, “The Korean IPO Market: Initial Returns.” Review of Pacific Basin Financial Markets and Policies (5:2), 219-253.

Kwon, Ki-Yeol and Richard J. Kish, 2002, “Technical Trading Strategies and Return Predictability: NYSE.” Applied Financial Economics (12), 639-653.

Kwon, Ki-Yeol and Richard J. Kish, 2002, “A Comparative Study of Technical Trading Strategies and Return Predictability: An Extension of Brook, Lakonishok, and LaBaron (1992) Using NYSE and NASDAQ Indices.” Quarterly Review of Economics and Finance (42:3), 613-633.

Almisher, Mohamad A., Stephen G. Buell, and Richard J. Kish, 2002, “The Relationship Between Systematic Risk and Underpricing of the IPO Market.” Research in Finance (19), 87-107.

Mun, Johnathan C., Richard J. Kish, and Geraldo M. Vasconcellos, 2001, “Contrarian/Overreaction Hypothesis: Additional Evidence.” Applied Financial Economics (11), 619-640.

Hogan, Karen M., Gerard T. Olson, and Richard J. Kish, 2001, “A Comparison of Reverse Leveraged Buyouts and Original Initial Public Offers: Factors Impacting their Issuance in the IPO Market.” Financial Review (36:3), 1-18.

Kish, Richard J., and Karen M. Hogan, 2001, “Linking Theory and Practice: An Asset Allocation Assignment.” Journal of Business Education (27: Fall), 76-87.

Kish, Richard J., and Karen M. Hogan, 2000, “Small Stocks for the Long Run.” Financial Counseling and Planning (11:2), 21-31.

Mun, Johnathan C., Geraldo M. Vasconcellos, and Richard J. Kish, 2000, “Contrarian/Overreaction Hypothesis: A Comparative Analysis of the U.S. and Canadian Stock Markets.” Global Finance Journal (11:1-2), 53-72.

Kish, Richard J., Karen M. Hogan, and Gerald Olson, 2000, “The Greenshoe and Other Factors Impacting the Issuance of IPOs.” Advances in Financial Planning and Forecasting (9), 131-160.

Varadan, Rangan, Geraldo M. Vasconcellos, Carolin Schellhorn, and Richard J. Kish, 2000, “Forward Exchange Market Efficiency Revisited: Robust Cointegration Testing and Dynamic Rationality.” Advances in Financial Planning and Forecasting (9), 221-241.

Almisher, Mohamad A. and Richard J. Kish, 2000, “Accounting Betas--An ex anti proxy for risk within the IPO market.” Journal of Financial and Strategic Decisions (13:3), 23-34.

Hogan, Karen M., Richard J. Kish, and James A. Greenleaf, 2000, “Global Fixed Income Portfolio Management.” Journal of Financial and Strategic Decisions (13:3), 49-62.

Robak, Patricia J. and Richard J. Kish, 2000, “Revisiting the Determinants of the Corporate Debt Call Option: New Evidence 1987-1996.” Journal of Financial and Strategic Decisions (13:2), 83-97.

Kish, Richard J. and Karen M. Hogan, 2000, “Duck Stamp Prints--Bubbles from a Federally Sponsored Program.” Pennsylvania Economic Review (9:1), 5-9.

Kish, Richard J., Karen M. Hogan, and Gerard Olson, 1999, “Does the Market Perceive a Difference in Rating Agencies?” The Quarterly Review of Economics and Finance (39) 363-377.

Mun, Johnathan C., Geraldo M. Vasconcellos, and Richard J. Kish, 1999, “Tests of the Contrarian Investment Strategy: Evidence from the French and German Stock Markets .” International Review of Financial Analysis (8:3), 215-234.

Hogan, Karen M. and Richard J. Kish, 1999, “Stocks, Bonds, or Both: An Exercise in Risk/Return Tradeoffs.” Simulation & Gaming: An International Journal of Theory, Practice, and Research (30:1), 84-90.

Mun, Johnathan C., Geraldo M. Vasconcellos, and Richard J. Kish, 1999, “The Dividend-Price Puzzle: A Nonparametric Approach.” Advances in Quantitative Analysis of Finance and Accounting (7), 53-66.

Aburachis, A. T. and Richard J. Kish, 1999, “International Evidence of the Co-Movements Between Bond Yields and Stock Returns: 1984-1994.” Journal of Financial and Strategic Decisions (12:2), 67-81.

Kish, Richard J., 1999, “Valuation: Call Options and Deferments on Corporate Bonds.” Pennsylvania Economics Journal (Spring), 77-87.

Vasconcellos, Geraldo M. and Richard J. Kish, 1998, “Cross-Border Mergers and Acquisitions: The European-U.S. Experience.” Journal of Multinational Financial Management (8), 431-450.

Tu, Yu-Chen, Geraldo M. Vasconcellos, Richard J. Kish, and Jonathan Kramer, 1998, “Financial Patterns of Government-Owned Manufacturing Firms in Taiwan.” Review of Pacific Basin Financial Markets and Policies (1:2), 253-283.

Gonzalez, Pedro, Geraldo M. Vasconcellos, and Richard J. Kish, 1998, “Cross-Border Mergers and Acquisitions: The Undervaluation Hypothesis.” Quarterly Review of Economics and Finance (38:1), 25-45.

Gonzalez, Pedro, Geraldo M. Vasconcellos, and Richard J. Kish, 1998, “Cross-Border Mergers and Acquisitions: The Synergy Hypothesis.” The International Journal of Finance (10:4), 1297-1319.

Gonzalez, Pedro, Geraldo M. Vasconcellos, Richard J. Kish, and Jonathan K. Kramer, 1997, “Cross-Border Mergers and Acquisitions: Maximizing the Value of the Firm,” Applied Financial Economics (7), 295-305.

Ryen, Glen T., Geraldo M. Vasconcellos, and Richard J. Kish, 1997, “Capital Structure Decision: What Have We Learned?” Business Horizons (40:5), 41-50.

Kish, Richard J., 1997, “Does the Market React to Surprise Issues of Callable and Noncallable Debt?” Journal of Financial and Strategic Decisions (10:1), 27-38.

Kish, Richard J., 1997, “Stripped Securities: Calculating Artificial Zero Coupon Bond Yields.” Business Journal (12:1&2), 72-78.

Hogan, Karen M., Richard J. Kish, and James A. Greenleaf, 1997, “Global Investing of Fixed Income Securities: An Extension of Domestic Investing.” Business Journal (12:1&2), 40-47.

Vasconcellos, Geraldo M. and Richard J. Kish, 1996, “Factors Affecting Cross-Border Acquisitions: The Canada-U.S. Experience.” Global Finance Journal (7:2), 223-238.

Greenleaf, James A., Karen M. Hogan, and Richard J. Kish, 1996, “Global Portfolio Management of Fixed Income Securities in Continuous Time.” Journal of International Financial Markets, Institutions & Money (6:1), 65-85.

Kish, Richard J. and Eli Schwartz, 1996, “Refunding in Advance of the Call: A Case Study of the Philadelphia Electric Company.” Journal of Business and Economic Studies (3:1), 15-32.

Kish, Richard J., 1996, “The Efficiency of the Treasury Bond Market.” Pennsylvania Economic Review (6:1), 54-67.

Hogan, Karen M., James A. Greenleaf, and Richard J. Kish, 1995, “Global Fixed Income Diversification: Actual versus Potential Gains.” Journal of Multinational Financial Management (5:4), 11-27.

Thode, Stephen F. and Richard J. Kish, 1994, “The Zero-Coupon/Interest-Only Fixed Rate Mortgage: An Alternative for Funding Low-to-Moderate Income Households.” The Journal of Real Estate Research (9:2), 263-276.

Kish, Richard J. and Miles Livingston, 1993, “Estimating the Value of Call Options on Corporate Bonds.” Journal of Applied Corporate Finance (6:3), 95-99.

Kish, Richard J. and Geraldo M. Vasconcellos, 1993, “An Empirical Analysis of Factors Affecting Cross-Border Acquisitions: U.S.-Japan.” Management International Review (33:3), 227-245.

Kish, Richard J. and Miles Livingston, 1993, “Market Reactions to Callable and Noncallable Debt Issues.” The Journal of Applied Business Research (9:4), 54-64.

Kish, Richard J. and James Greenleaf, 1993, “Teaching How Mortgage Pass-Through Securities Are Priced.” Financial Practice and Education (3:1), 85-94.

Vasconcellos, Geraldo M. and Richard J. Kish, 1993, “Cross-Border Acquisitions and International Capital Flows: U.S./Japan.” in Steven Goldman, Editor, Competitiveness and American Society- Research in Technology Studies (7), Lehigh University Press/Associated Univ. Presses, 85-120.

Kish, Richard J. and Miles Livingston, 1992, “Determinants of the Call Option on Corporate Bonds.” Journal of Banking and Finance (16:3), 687-703.

Thode, Stephen F. and Richard J. Kish, 1992, “A Very Different Kind of Mortgage Product.” Mortgage Banking (December), 71-75.

Kish, Richard J., 1992, “Discrepancy in Treasury Bill Yield Calculations.” Financial Practice and Education (2:1), 41-45.

Madura, Jeff, Geraldo M. Vasconcellos, and Richard J. Kish, 1991, “A Valuation Model for International Acquisitions.” Management Decision (29:4), 31-38.

Vasconcellos, Geraldo M., Jeff Madura, and Richard J. Kish, 1990, “An Empirical Investigation of Factors Affecting Cross-Border Acquisitions: The United States vs. United Kingdom Experience.” Global Finance Journal (1:3), 173-189.

Kish, Richard J. and Miles Livingston, 1990, “The Value of the Call Option on Corporate Bonds.” FM Letters: Financial Management Journal (Spring), 8-9.

Kish, Richard J., 1988, “Callable Debt: Evidence and Effect.” Dissertation, University of Florida.