DENNIS LASSERAssociate Professor
Office Phone: (607) 777-4874
Ph.D., Indiana University
M.A., Northwestern University
B.A., Indiana University
Most Significant Publications
"Short Selling Effects of Unexpected Earnings Announcements”, with J. Zhang and X. Wang, Contemporary Accounting Research (CAR), forthcoming.
“Limit Order Book Around Macroeconomic Announcements”, with G. Erenberg, Review of Financial Economics, October 2009.
"Trading Around Macroeconomic Announcements: Are All Traders Created Equal" with G. Erunberg and A. Kurov, Journal of Financial Intermediation, October 2006.
"Price Dynamics in the Regular and E-mini Futures Markets", with A. Kurov, Journal of Financial and Quantitative Analysis, June 2004.
"The Effect of the Introduction of Cubes on the NASDAQ-100 Index Spot-Futures Pricing Relationship", with A. Kurov, The Journal of Futures Markets, Feb 2002.
"Term Premia Estimates from Zero-Coupon Bonds: New Evidence on the Expectations Hypothesis", with U. Dhillon, Journal of Fixed Income, Summer, 1998.
"An Empirical Analysis of Double Action vs. Walraisan Pricing: The Case of Volatility in U.S. vs. Japanese Futures Markets", with U. Dhillon and T. Watanabe, Journal of Banking and Finance, Vol. 21, July 1997, pp. 1045-61.
"Good News, Bad News, Volume, and the Monday Effect" (with R.P. Fishe and T. Gosnell), Journal of Business, Finance & Accounting, 1993, November.
"Effect of Contemporaneous Reserve Accounting on the Fed Funds Market", Journal of Banking and Finance, 1992, December, 1047-56.
"Dividend Reinvestment Plans: An Empirical Analysis" (with U. Dhillon, G.Ramirez), Review of Quantitative Finance and Accounting, 1992, Vol. 2, 205-13.
"Important Problems in Corporate Finance: A Practitioners Perspective" (with G. Ramirez, D. Waldman), Financial Management, 1991, Vol. 20 No. 2, Summer.
"New Issue Yield Spreads in the 30-Year Treasury Bond Market" (with W. B. Barrett), Financial Review, 1991, Vol. 26 No. 2, May.
"Marginal Tax Brackets, Tax Timing Options and the Pricing of Government Bonds" (with A. Heuson), Journal of Financial Research, 1990, Vol. 13 No. 2, Summer.
"Tax Timing Options on Futures Contracts and the 1981 Economic Recovery Tax Act" (with R. Chiang), Financial Review, 1989, Vol. 24 No. 1, February.
The Ability of Financial Analysts to Interpret Management Earnings Forecasts" (with R. Jennings, J. Hassel), Journal of Financial Research, 1988, Vol. 11 No. 4, Winter, 303-19.
Honors and Recognitions
Outstanding Market Microstructure paper at the 2002 Financial Management Association Meeting.
Outstanding Futures and Options Market Paper at the 1991 Financial Management Association Meeting.
Outstanding Professor of the Year, School of Management, 1989-90
Outstanding Investments Paper at 1985 Financial Management Association Meeting