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  DISSERTATIONS AND PUBLICATIONS BY 2002 PH.D. ALUMNI  

Class of 2002

  • Kanokwan Chancharoenchai, Kasetsart University, Thailand
    • The Behavior of Stock Prices and Time-Varying Risk Premium: Evidence for Six Southeast Asian Emerging Stock Markets, Ph.D. dissertation, 2002.
    • Chancharoenchai, Kanokwan and Dibooglu, S., "Volatility Spillovers and Contagion during the Asian Crisis: Evidence from Six Southeast Asian Stock Markets," Emerging Markets Finance and Trade, 2006, 42(2), 4-17.
    • Chancharoenchai, Kanokwan, Dibooglu, S. and Mathur, I., "Stock Returns and the Macroeconomic Environment Prior to the Asian Crisis in Selected Southeast Asian Countries," Emerging Markets Finance and Trade, 2005, 41 (4), 38-56.

  • Corey Freije, United States Department of Agriculture
    • The Generalization of the Sharpe Ratio to Nerlovian Profit Efficiency and an Application to Mutual Funds, Ph.D. dissertation, 2002.

  • James K. Self, Indiana University, Bloomington
    • Essays in Financial and Public Economics, Ph.D. dissertation, 2002.
    • Self, James K. and Pashigian, B. Peter, "Teaching Microeconomics in Wonderland," Journal of Economic Education, vol. 38 (1), p 44-57, 2007.
    • Self, James K and Mathur, Ike, "Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis," Journal of Business, vol. 79 (6), p 3153-74, 2006.

  • Sharmistha Self, Missouri State University, Springfield
    • Education and Economic Growth: A Causal Analysis, Ph.D. dissertation, 2002.
    • Self, Sharmistha, Shields, Mike and Grabowski, Richard, Economic Development: A Regional, Institutional, and Historical Approach, [Book] Armonk, N.Y. and London: M.E. Sharpe. p xv, 320. 2007.
    • Self, Sharmistha and Grabowski, Richard, "Economic Development and the Role of Agricultural Technology," discussion paper, Department of Economics at Southern Illinois University Carbondale, 2006.
    • Self, Sharmistha and Grabowski, Richard, "Agricultural Development, State Effectiveness and Long-Run Economic Development," Journal of Economic Development, vol. 31 (2), p 73-90, 2006.
    • Self, Sharmistha, Grosskopf, Shawna and Zaim, Osman, "Estimating the Efficiency of the System of Healthcare Financing in Achieving Better Health," Applied Economics, vol. 38 (13), p 1477-88, 2006.
    • Self, Sharmistha and Grosskopf, Shawna, "Factor Accumulation or TFP? A Reassessment of Growth in South East Asia,"Pacific Economic Review, vol. 11 (1), p 39-58, 2006.
    • Self, Sharmistha, "What Makes Motherhood So Expensive? The Role of Social Expectations, Interdependence, and Coordination Failure," Journal of Socio Economics, (34), p 850-865, 2005
    • Self, Sharmistha and Grabowski, Richard, "Gender, Vocational Education, and Economic Development: The Japanese Experience," Review of Applied Economics, 1(1), p 121-142, 2005.
    • Self, Sharmistha and Grabowski, Richard, "Does Education at all Levels Cause Growth? India, A Case Study," Economics of Education Review, 23, p 47-55, 2004.
    • Self, Sharmistha and Grabowski, Richard, "Education and Long-Run Development in Japan," Journal of Asian Economics, 14(4), p 565-580, 2003.
    • Self, Sharmistha and Grabowski, Richard, "How Effective is Public Health Expenditure in Improving Overall Health? A Cross-Country Analysis," Applied Economics, 35(7), p 835-846, 2003.
    • Self, Sharmistha and Grabowski, Richard, "The Impact of Gender Participation by Education Level: A Time Series Analysis," Journal of Developing Areas, 36(1), p 57-79, 2002.

  • Qian Shen, Alabama A&M University
    • Momentum and Contrarian Strategies in Financial Markets, Ph.D. dissertation, 2002.
    • Shen, Qian, Sharma, Subhash and Szakmary, Andrew, "An Examination of Momentum Strategies in Commodity Futures Markets, "Journal of Futures Markets, 2007, 27 (3), 227-256.
    • Shen, Qian, " Momentum and Contrarian Strategies in International Markets," Journal of Multinational Financial Management, 2005, 15, 235-255.

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