J. Rogers Rainey & Annie Bob Rainey Professor of Banking and Finance
Associate Professor (with Tenure) Director of Ph.D.
Program (Finance) Department of Finance Mays Business School Texas A&M University 360p Wehner
Building 4218 TAMU College Station, TX 77843
"Evaluating Factor Pricing Models Using High Frequency Panels,"
(with Y. Chang, and J. Y. Park), Quantitative Economics: Journal of
the Econometric Society, (November 2016): Vol. 7 (3): 889-933 (presented at various
institutions and conferences including Oxford, Princeton, Yale, and the
SETA meetings)
"Macroeconomic Uncertainty and Asset Prices: A Stochastic
Volatility Model," (with H. Lee, H. Yeo, and J. Y. Park), Revise
and resubmit at Journal of Financial and Quantitative
Analysis (presented at various places and conferences including
the AFA meetings and the Econometric Society meetings)
"Momentum
and Consumption Risk," (with D. Kim and B. Min), Revise and
resubmit at Journal of Financial and Quantitative Analysis