Gurupdesh S. Pandher

University of Windsor, Odette School of Business

Professor

401 Sunset Avenue

Windsor, Ontario N9B 3P4

Canada

http://www1.uwindsor.ca/odette/gurupdesh-pandher

  • University of Windsor, Odette School of Business

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    • Tel: 519-253-3000 ext 3091
SCHOLARLY PAPERS

17

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TOTAL CITATIONS
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Top 29,604

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7

Scholarly Papers (17)

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1.

Finance Journal Rankings & Tiers: An Active Scholar Assessment Methodology

Journal of Banking and Finance, Vol. 35, No. 1, pp. 7-20, January 2011
Number of pages: 14 Posted: 27 Mar 2011
Gurupdesh S. Pandher and Russell R. Currie
University of Windsor, Odette School of Business and Thompson Rivers University - School of Business and Economics
Downloads 968 (50,578)
Citation 2

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Journal assessment, Active scholars, Endogenous rankings, Tiers, ABS, ISI impact factors, Nested random-effects regression

2.

Forecasting Multivariate Time Series with Linear Restrictions Using Constrained Structural State-Space Models

Cornell University, Department of Economics, Working Paper No. 467
Number of pages: 20 Posted: 03 Dec 1998
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 389 (160,089)

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constrained Kalman filter, basic structural model, forecasting efficiency, identification, monetary account

3.

Risk and Return in the U.S. Housing Market: A Cross-Sectional Asset Pricing Approach

Real Estate Economics, Vol. 34, No. 4, pp. 519-552, 2006
Number of pages: 34 Posted: 06 Mar 2006 Last Revised: 28 Mar 2011
Susanne E. Cannon, Norman G. Miller and Gurupdesh S. Pandher
DePaul University Department of Real Estate, University of San Diego - Real Estate Institute and University of Windsor, Odette School of Business
Downloads 318 (199,455)
Citation 3

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housing submarkets, asset-pricing, volatility, CAPM, Fama-French

4.

Finance Journal Rankings: Active Scholar Assessment Revisited

Currie, R., Pandher, G.S. (2020), “Finance Journal Rankings: Active Scholar Assessment Revisited”, Journal of Banking and Finance, 111, 105-17.
Number of pages: 51 Posted: 15 Sep 2022
Russell R. Currie and Gurupdesh S. Pandher
Thompson Rivers University - School of Business and Economics and University of Windsor, Odette School of Business
Downloads 278 (229,854)

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finance journal rankings; active scholar assessment; nested random-effects regression; SJR; JCR; ABS.

5.

Estimation of Excess Returns from Derivative Prices and Testing for Risk Neutral Pricing

Number of pages: 35 Posted: 27 Jun 2002 Last Revised: 20 Oct 2007
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 207 (306,892)

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market price of risk, risk-neutral pricing, derivatives, quasi-likelihood, Feynman-Kac, martingales, consistency & asymptotic normality

6.

Executive Stock Option Valuation Under Multiple Severance Risks

DePaul University, Department of Finance
Number of pages: 13 Posted: 14 Jan 2005
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 205 (309,747)
Citation 1

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stock option expensing, executive compensation, PDE, doubly stochastic Poisson process, credit risk, FASB.

7.

Equity-Based Incentives and Collaboration in the Modern Multibusiness Firm

Strategic Management Journal, Forthcoming, Rotman School of Management Working Paper No. 2592157
Number of pages: 16 Posted: 10 Apr 2015 Last Revised: 20 Jun 2015
Joanne E. Oxley and Gurupdesh S. Pandher
University of Toronto - Joseph L. Rotman School of Management and University of Windsor, Odette School of Business
Downloads 182 (345,552)
Citation 1

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multibusiness firms, collaboration, equity and profit incentives, organizational design, total firm returns

8.

CEO Compensation: A Resource Advantage and Stakeholder-Bargaining Perspective

Strategic Management Journal, Vol. 34, p. 22, 2013
Number of pages: 20 Posted: 06 Mar 2013
Gurupdesh S. Pandher and Russell R. Currie
University of Windsor, Odette School of Business and Thompson Rivers University - School of Business and Economics
Downloads 152 (403,792)

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CEO pay, resource advantage, CEO bargaining power, stakeholders

9.

Estimation of Generalized Diffusions from Option Prices

Number of pages: 49 Posted: 22 Jul 2004
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 121 (483,882)

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diffusions, options, volatility, Estimating Function theory, Feynman-Kac, strong convergence, asymptotic normality

10.

The Performance of Venture Capital Investments: Failure risk, Valuation Uncertainty & Venture Characteristics

Pandher, G.S. (2021). The Performance of Venture Capital Investments: Failure risk, Valuation Uncertainty & Venture Characteristics. Quantitative Finance, 21(6), 929-943.
Number of pages: 43 Posted: 16 Sep 2022
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 117 (496,297)

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venture capitalists, convertible contracts, investment return, failure risk, valuation uncertainty, competitive search, venture funding cycle, equity division

11.

Modelling & Controlling Monetary and Economic Identities with Constrained State Space Models

International Statistical Review, Vol. 75, No. 2, pp. 150-169, 2007
Number of pages: 20 Posted: 13 Oct 2007 Last Revised: 28 Mar 2011
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 115 (502,862)

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structural state space models, constrained Kalman filter, economic identities

12.

Arbitrage-Free Valuation of Interest Rate Securities under Forward Curves with Stochastic Speed & Acceleration

Journal of Economic Theory, Vol. 137, pp. 432-459, 2007
Number of pages: 28 Posted: 13 Oct 2007 Last Revised: 28 Mar 2011
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 102 (549,026)

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HJM, forward rates, arbitrage-free restriction, volatility estimation

13.

Financier Search and Boundaries of the Angel and VC Markets

Pandher, G.S. (2018), “Financier Search and Boundaries of the Angel and VC Markets”, Entrepreneurship Theory and Practice, 43(6), 1223-1249.
Number of pages: 27 Posted: 09 Jan 2016 Last Revised: 24 Aug 2020
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 93 (583,496)

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financier risk preferences, angels/VCs funding, competitive search, expected investment returns, equity shares

14.

Employee-Based Innovation in Organizations: Overcoming Strategic Risks from Opportunism and Governance

Strategic Entrepreneurship Journal, Forthcoming
Number of pages: 40 Posted: 07 Apr 2017
Gurupdesh S. Pandher, Gulseren Mutlu and Al-Karim Samnani
University of Windsor, Odette School of Business, City University of Hong Kong, Department of Economics & Finance and University of Windsor
Downloads 70 (686,573)

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employee-based innovation, 'soft innovations', opportunism, governance risk, knowledge-based view, transaction cost economics

15.

Determinants of Return-Maximizing CEO Equity & Cash Compensation Determinants of Return-Maximizing CEO Equity & Cash Compensation

Pandher, G.S. (2022), “Determinants of Shareholder Return-Maximizing CEO Compensation”, International Review of Economics and Finance, 79, 154-168.
Number of pages: 41 Posted: 16 Sep 2022
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 53 (787,563)

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CEO cash and equity incentives, firm growth prospects, firm business risk, equity return risk, corporate scale.

16.

Compensation of Powerful CEOs

Number of pages: 41 Posted: 14 Mar 2023
Adam Gehr and Gurupdesh S. Pandher
DePaul University - Department of Finance and University of Windsor, Odette School of Business
Downloads 40 (888,442)

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CEO compensation, managerial power, Execucomp

17.

Divisional Managers’ Compensation to Maximize Spillovers and Cooperation

Pandher, G.S., Vu, J. (2018), “Spillovers, Cooperation & Managerial Incentives in Multidivisional Firms”, International Review of Economics & Finance, 54, 44-54.
Posted: 15 Sep 2022
Gurupdesh S. Pandher
University of Windsor, Odette School of Business

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multidivisional firms, spillovers, collaboration, divisional managers, equity and profit incentives, M-form, conglomerates