Larry Gorman
Associate Professor of Finance
E-mail: lgorman@calpoly.edu
Phone: (805) 756-1312
Fax: (805) 756-1473
Office: 03-420
EDUCATION:
| University | Major | Degree | Years Attended |
|---|---|---|---|
| Northwestern University (Kellogg School) | Finance | Ph.D. | 1992 - 1998 |
| Western Washington University | Finance | M.B.A. | 1987 - 1988 |
| Washington State University | Mechanical Engr. | B.S. | 1980 - 1985 |
TEACHING
- Equity Investments
- Quantitative Methods in Finance
- Financial Engineering and Risk Management
- Corporate Finance
- International Finance
RESEARCH INTERESTS:
- Asset Pricing (Equity Investments)
- Hedge Funds (Portable Alpha, 130/30 strategies, Pure Quantitative Strategies)
- International Finance (Dividend Capture Strategies, Statistical Arbitrage)
PUBLICATIONS (Refereed Journals):
- “An Analysis of Factors Affecting Ex-Dividend Day Stock Prices in Global Capital Markets”. (Forthcoming 2008) with Piman Limpaphayom, Thomas Connelly, and Robert Weigand. Problems and Perspectives in Management. Volume 1, pp. TBA.
- “The Information Content of Dividend Resumptions.” (2006) with Robert Weigand and Thomas Zwirlein. Studies in Economics and Finance Vol. 22, pp. 79-90.
- “The Ex-Dividend Day Behavior of American Depository Receipts.” (2004) Journal of Multinational Financial Management Vol. 14, pp 1-18, with Arvind Mahajan and Robert Weigand.
- “Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias.” (2002) Multinational Finance Journal, Vol 6, No. 3, pp 131-166. With Bjorn Jorgensen. Winner of the Journal's Best Paper Award for 2002 ($2000 prize).
- “Conditional Performance, Portfolio Rebalancing, and Momentum of Small Cap Mutual Funds” (2002). Review of Financial Economics, Vol. 12, pp 287-300.
- “Tick Sizes, Stock Prices, and Share Turnover: International Evidence” Studies in Economics and Finance. (2002) Vol. 20, No. 2, pp 1-18, with Ed Dyl and Douglas Witte.
- “An Internally Consistent Approach to Common Stock Valuation” International Business and Economic Research. (2002) Volume 1, No. 3, pp 69-78.
- “The Revictimization of Companies by the Stock Market Who Report Trade Secret Theft Under the Economic Espionage Act.” The Business Lawyer, (2001) Vol. 57, No. 1, pp 25-53, with Chris Carr.
- “Assessing the Information Content of Timely Industry Information Releases: Evidence from the Book-to Bill Ratio” Auditing, A Journal of Practice and Theory. (1998) Vol. 17. pp 109-123, with Neil Fargher and Michael Wilkins.
TEACHING HONORS:
| Award | Department | Year |
|---|---|---|
| Most Outstanding Faculty | Cal Poly, Finance Dept. | 2006 - 2007 |
| Most Outstanding Faculty | Cal Poly, Finance Dept. | 2005 - 2006 |
| Most Outstanding Faculty | Cal Poly, Finance Dept. | 2004 - 2005 |
| Finalist - Most Outstanding Professor (campus wide) | Cal Poly | 2004 - 2005 |
| Most Outstanding Faculty | Cal Poly, Finance Dept. | 2003 - 2004 |
| Distinguished Faculty Award ($500 prize) | Cal Poly, College of Business | 1999 - 2000 |
| Doctoral Teaching Award | Kellogg Graduate School | 1994 -1995 |
| Teaching Honor Roll (3x) | University of Arizona | 1990 - 1992 |
ACADEMIC & RESEARCH HONORS:
| Award | Scope | Year |
|---|---|---|
| Best Paper Award ($2000 prize) | Multinational Finance Journal | 2002 |
| RISE Student Managed Portfolio Competition | Placed 2nd nationally | 2002 |
| Wall Street Journal Student Achievement Award | Western Washington University | 1988 |
| FMA National Honor Society | Western Washington University | 1988 |
