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

15

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2,236

CITATIONS
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Top 21,025

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14

Scholarly Papers (15)

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 680 (27,471)
Citation 1

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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 286 (87,681)
Citation 2

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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 236 (109,864)
Citation 8

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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 (437,078)
Citation 8
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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 175 (144,437)
Citation 2

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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 156 (158,522)
Citation 1

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

6.

Estimation of Generalized Diffusions from Option Prices

EFA 2004 Maastricht Meetings Paper No. 1235
Number of pages: 49 Posted: 22 Jul 2004
Gurupdesh S. Pandher
University of Windsor, Odette School of Business
Downloads 78 (257,659)

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

7.

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 74 (271,592)

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

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 73 (231,510)

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CEO pay, resource advantage, CEO bargaining power, stakeholders

9.

The Essential Role of Accounting Earnings in Return-Maximizing CEO Compensation Contracts

Number of pages: 37 Posted: 01 May 2015
Gurupdesh S. Pandher and Jagdish Pathak
University of Windsor, Odette School of Business and University of Windsor - Odette School of Business
Downloads 69 (219,353)

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CEO pay, shareholder returns, earnings incentives, equity incentives, firm growth prospects, business risk, equity return risk, firm size

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 54 (300,917)

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structural state space models, constrained Kalman filter, economic identities

11.

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 46 (219,353)

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

12.

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 0 (476,635)

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

13.

Entrepreneurial Finance: Equity Division & Expected Investment Returns with Risk-Averse Financiers and Search by Entrepreneurs

Number of pages: 35 Posted: 09 Jan 2016 Last Revised: 18 Apr 2017
Gurupdesh S. Pandher and Simon C. Parker
University of Windsor, Odette School of Business and University of Western Ontario
Downloads 0 (382,702)

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

14.

Idea Expropriation and Incentives within Organizations

Number of pages: 38 Posted: 05 Nov 2015
Gulseren Mutlu and Gurupdesh S. Pandher
City University of Hong Kong and University of Windsor, Odette School of Business
Downloads 0 (476,635)

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Innovation, incentives, expropriation threat, dispute resolution

15.

Innovation Risks & Entrepreneurship within Organizations

Posted: 20 Jun 2011 Last Revised: 23 Jan 2015
Gurupdesh S. Pandher and Gulseren Mutlu
University of Windsor, Odette School of Business and City University of Hong Kong, Department of Economics & Finance

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innovation risks, entrepreneurship, resource advantage, governance mechanism, bureaucracy