Associate Professor of Finance

E-mail: lgorman@calpoly.edu
Phone: (805) 756-1312
Fax: (805) 756-1473

Office: 03-420
Hours: By Appointment

EDUCATION:

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:

ACADEMIC & RESEARCH HONORS: