Michael S. Long

Dissertations Supervised:

Name: Ng, Kim (Francis)
Graduation Date: 2014/May
Thesis Title: Can Random Matrix Theory resolve Markowitz Optimization Enigma? The Impact of "Noise" Filtered Covariance Matrix on Portfolio Selection

Name: Anderson, Anthony
Graduation Date: 2013/October
Thesis Title: Explaining the On-The_Run Effect: Implications for Financial Reporting

Name: Xiaoli Wang
Graduation Date: 2006/May
Proposal Title: Are Entrepreneurs Different in terms of Financial Risk Perception and Investment Allocation? –  A Theoretical and Empirical Discussion

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: Lai, Zhi-Hong
Graduation Date: 2001/May
Thesis Title: The Prepayment of Home Equity Loans: An Empirical Study Based on Loan-Level Data

Name: Agarwal, Naman
Graduation Date: 1997/January
Thesis Title: Equity Carve-Outs: An Empirical Analysis

Name: Kang, SungJune
Graduation Date: 1996/May
Thesis Title: Determinants of the Leasing Decision: Theory and Empirical Evidence.

Name: Longo, John
Graduation Date: 1995/October
Thesis Title: Selecting Superior Securities: Using Discriminant Analysis and Neural Networks to Differentiate Between 'Winner' and 'Loser' Stocks

Name: Rosenblatt, Eric
Graduation Date: 1994/October
Thesis Title: Three Interrelated Papers on the Subject of Residential Mortgages

Name: Lee,Wonil
Graduation Date: 1993/October
Thesis Title: Cross-Sectional Determinants of Convertible Debt Issues of the U.S. and Japanese Firms