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

SCHOLARLY PAPERS

13

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2,465

SSRN CITATIONS
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Top 23,925

in Total Papers Citations

10

CROSSREF CITATIONS

31

Scholarly Papers (13)

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 827 (37,051)
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 321 (119,191)

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

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 253 (151,997)
Citation 1

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

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, Winter 2006
Number of pages: 34 Posted: 16 Nov 2006
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 26 (617,911)
Citation 2
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4.

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 185 (204,660)
Citation 1

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

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 163 (228,047)

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

6.

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 135 (267,416)
Citation 1

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

7.

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 114 (302,845)

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CEO pay, resource advantage, CEO bargaining power, stakeholders

8.

Firm Performance and Hedging Business Risk

Number of pages: 29 Posted: 11 Mar 2019 Last Revised: 25 Sep 2019
Gurupdesh S. Pandher, Jerry Y. Sun and Russell R. Currie
University of Windsor, Odette School of Business, University of Windsor - Odette School of Business and Thompson Rivers University - School of Business and Economics
Downloads 97 (335,595)

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risk management, firm valuation, profitability, hedging profile, Tobin’s Q, excess stock returns, ROE, shareholder maximization theory, signaling theory

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 92 (346,984)

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

10.

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 84 (367,123)

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structural state space models, constrained Kalman filter, economic identities

11.

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 82 (372,426)

Abstract:

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

12.

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 53 (466,909)

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

13.

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 33 (559,235)

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