Ben J. Sopranzetti

Publications with PhD Students

“Price Stabilization, Underpricing, and the Market for New Issues”, with Xiaoli Wang and Emilio Venezian, The Review of Quantitative Finance and Accounting, March 2006.

Dissertations Supervised:

Name: Imerman, Michael
Advisors: Chen, Ren-Raw and Sopranzetti
Graduation Date: 2011/May
Thesis Title: Structural Credit Risk Models in Banking with Applications to the Financial Crisis

Dissertation committees:

Name: Vadim Mezrin
Proposal Defended: 2004/April
Proposal Title: Stochastic Calculus and Contingent Claim Valuation Model for Processes with Autocorrelated Increments

Name: Xiaolin Cheng
Proposal Defended: 2004/November
Proposal Title: Two Factor Asset Pricing Model of Credit Risk and Interest Rate

Name: Mark Moore

Graduation Date: 2002/January
Thesis Title: Intangible Asset Valuation using the Feltham-Ohlson Framework and Real Option Analysis: Theory and Empirical Evidence.

Name: Cangemi, Robert
Graduation Date: 2000/October
Thesis Title: An Empirical Investigation of the Role of Private Debt in Corporation Finance

Name: Pagano Michael
Graduation Date: 1999/January
Thesis Title: An Empirical Investigation of the Rationales for Risk-taking and Risk-management Behavior in the U.S. Banking Industry

Name: Li, Li
Graduation Date: 1998/May
Thesis Title: Alternative Models for Mutual Fund Performance Evaluation: Theory and Evidence

Name: Bo Liu
Proposal Defended: 2004/December
Proposal Title: Three Essays on Mutual Fund and Term Structure of Interest Rate

Name: Zhang, Jingfeng
Graduation Date: 2004/May
Thesis Title: An Empirical Test for the Theoretical Basis of the Size Factor in the Fama-French Three-Factor Framework

Name: Porter, Robert
Graduation Date: 2004/May
Thesis Title: Regulatory Risk Management in Commercial Banking: An Empirical Investigation of Agency Theory

Name:Yaxuan Qi
Graduation Date: 2007/May
Thesis Title: An Empirical Investigation of Consumption-based Asset Pricing Models Using Panel Data