James W. Kolari
JP Morgan Chase Professor of Finance
Academic Director of the Commercial Banking Program
Biography
Professor Kolari has taught financial markets and institutions since earning his Finance Ph.D. from Arizona State University in 1980. He currently is the JP Morgan Chase Professor of Finance and Academic Director, Commercial Banking Program in the Department of Finance, Mays Business School. Previously a Visiting Scholar at the Federal Reserve Bank of Chicago in 1982, Fulbright Scholar at the University of Helsinki and Bank of Finland in 1986, and Senior Research Fellow at the Swedish School of Business and Economics (Hanken), Vaasa, Finland from 2002 to 2017, he has been a consultant to the U.S. Small Business Administration, American Bankers Association, Independent Bankers Association of America, U.S. Information Agency, and numerous banks and other organizations. Professor Kolari has published over 100 refereed articles, 21 co-authored books, and numerous monographs. His papers have appeared in such domestic and international journals as the Journal of Finance, Review of Financial Studies, Journal of Business, Review of Business and Statistics, Critical Finance Review, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Economics Dynamics and Control, Journal of Financial Research, Journal of International Money and Finance, Journal of Risk and Insurance, and the Scandanavian Journal of Economics.
Research Interests
Banking, securities markets, asset pricing, empirical models in financeResearch
| Title | Year | Type |
|---|---|---|
|
A Robust Test of Long-Run Abnormal Stock Returns in Event Studies Journal of Empirical Finance |
2018 | Article |
|
Gross and Net Tax Shield Valuation Managerial Finance |
2018 | Article |
|
Return Dispersion Risk in FX and Global Equity Markets: Does It Explain Currency Momentum? International Review of Financial Analysis |
2018 | Article |
|
Predicting Stress Tests in European Banks Global Finance Journal |
2019 | Article |
|
Event study testing with cross-sectional correlation due to partially overlapping event windows |
2018 | Article |
|
On Disappearing Long-Run Abnormal Returns after Major Corporate Events Management Science |
2018 | Article |
|
The Fisher Puzzle, Real Rate Anomaly, and Wicksell Effect Journal of Empirical Finance |
2019 | Article |