Christopher G. Lamoureux
Professor of Finance
School of Business and Public Administration
The University of Arizona
Tucson, Arizona 85721
M.B.A. in Finance, August, 1983, Syracuse University.
M.A. in Economic Theory, August, 1984, Syracuse University.
Ph.D. in Finance, August 1985, Syracuse University.
Minor Fields: Economic Theory and Quantitative Methods.
Dissertation: ``Three Essays in Normative Portfolio Theory.''
Head of Finance, The University of Arizona, 1998-present.
Associate Professor of Finance, The University of Arizona, 1994-1998.
Associate Professor of Finance, Washington University, 1989-1994.
Assistant Professor of Finance, Louisiana State University, 1985-1989.
Teaching Assistant/Associate in Finance, Syracuse University, 1981-1985.
Research Assistant in Economics, Syracuse University, 1980-1981.
``Empirical Analysis of the Yield Curve: The Information in the Data viewed through the Window of Cox, Ingersoll and Ross,'' (with Doug Witte), The Journal of Finance, Vol. 57, No. 3, (June 2002), pp. 1479--1520.
``When It's Not The Only Game in Town (The Effect of Bilateral Search on the Quality of a Dealer Market)'' (with Chuck Schnitzlein), The Journal of Finance, Vol. 52, No. 2, (June 1997), pp. 683-712.
``Temporary Components of Stock Returns: What Do the Data Tell Us?'' (with G. Zhou), The Review of Financial Studies, Vol.9, No. 4, (Winter 1996), pp. 1033--1059.
``Endogenous Trading Volume and Momentum in Stock Return Volatility,'' (with B. Lastrapes), Journal of Business and Economic Statistics, Vol. 12, No. 2, (April 1994), pp. 253-260.
``Forecasting Stock Return Variance: Toward an Understanding of Stochastic Implied Volatilities,'' (with B. Lastrapes), Review of Financial Studies, Vol. 6, No. 2, (1993), pp. 293-326.
``Insignificant Betas and the Efficacy of the Sharpe Diagonal Model for Portfolio Selection,'' (with G. Frankfurter), Decision Sciences, Vol. 21, No. 4, (Fall 1990), pp. 853-861.
``Dividends, Taxes and Normative Portfolio Theory,'' Journal of Economics and Business, Vol. 42, No. 2 (May 1990), pp. 121-131.
``Persistence-in-Variance, Structural Change, and the GARCH Model,'' (with B. Lastrapes), Journal of Business and Economic Statistics, Vol. 8, No. 2, (April 1990), pp. 225-234.
``Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects,'' (with B. Lastrapes), Journal of Finance, Vol. 30, No. 1, (March 1990), pp. 221-229.
``Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market,'' (with G. Sanger), Journal of Finance, Vol. 29, No. 5, (December 1989), pp. 1219-1245.
``Estimation and Selection Biases in Mean-Variance Portfolio Selection,'' (with G. Frankfurter), Journal of Financial Research, Vol. 12, No. 2, (Summer 1989), pp. 173-181.
``The Pricing of When-Issued Stock,'' (with J. Wansley), The Financial Review, Vol. 24, No. 2, (May 1989), pp. 183-198.
``On the Estimation of the Parameters of the Stable Paretian Distribution,'' (with V. Akgiray), Journal of Business and Economic Statistics, Vol. 7, No. 1, (January 1989), pp. 85-93.
``Stock Selection and Timing - A New Look at Market Efficiency,'' (with G. Frankfurter), Journal of Business Finance and Accounting, Vol. 15, No. 3, (Autumn 1988), pp. 385-400.
``The Market Reaction to Stock Splits,'' (with P. Poon), The Journal of Finance, Vol. 42, No. 5, (December 1987), pp. 1347-1370.
``The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios,'' (with G. Frankfurter), Journal of Financial and Quantitative Analysis, Vol. 22, No. 4, (December 1987), pp. 501- 511.
``Market Effects of Changes in the S&P 500 Index,'' (with J. Wansley), The Financial Review, Vol. 22, No. 1, (February 1987), pp. 53-69.
``Comments on `Federated's Acquisition and Bankruptcy: Lessons and Implications,' '' (by Steve Kaplan), Washington University Law Quarterly, Vol. 72, No. 3, a1994), pp. 1127-1131.
``Stock Splits,'' The New Palgrave Dictionary of Banking and Finance, (1992), pp. 594-595.
``Normative Portfolio and the Stable-Pareto Distribution,'' (with G. Frankfurter) , in Advances in Quantitative Analysis of Finance and Accounting, Vol. I, Part A, ed. by C.F. Lee, JAI Press: Greenwich, CT (1991), pp. 131-146.
``The Market's Reaction to Stock Splits,'' (with P. Poon), American Association of Individual Investors Journal, Vol. 9, No. 2, (February 1987), pp. 12-15.
``Inflation Indexation - An Alternative Perspective,'' (with G. Frankfurter), Geld, Banken, und Versicherungen, Proceedings, 1987, Band II, (WW Karlsruhe), pp. 877-892.
``Structural Models of Capital Structure Choice'' (with Ali Nejadmalayeri).
NSF Curriculum Development Grant for Business Mathematics $500,000 for 1999-2001.
Louisiana State University Summer Research Grant, 1986.
Louisiana State University, College of Business Administration Research Grant, 1987.
Real Estate Research Institute (LSU), Research Grant, 1988.
Reid Teaching Award - Best Teacher of the Year for 2nd Year MBAs, John M. Olin School of Business, Washington University, 1994.
Holt Harrison Lectureship in Finance, LSU, 1987-1989.
American Association of Individual Investors award for best paper in Investments - Southern Finance Association meeting, New Orleans, November 23 - 25, 1986.