James F. Refalo

California State University, Los Angeles

Professor of Finance & Law, College of Business and Economics

Los Angeles, CA

United States

http://instructional1.calstatela.edu/jrefalo/

SCHOLARLY PAPERS

7

DOWNLOADS

707

CITATIONS

5

Scholarly Papers (7)

1.

The Impact of New Financial Technologies on Stock Prices

Journal of Academy of Business and Economics, Vol. 6, No. 1, 2006
Number of pages: 14 Posted: 15 Dec 2009
James F. Refalo and Manoj Dalvi
California State University, Los Angeles and Long Island University - Department of Finance
Downloads 259 (116,357)

Abstract:

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Financial Technology, Investor Sentiment, Asset Valuation, Portfolio Insurance

2.

China's Impact on Price Shocks in the World Oil Markets

The Journal of Energy Markets, Vol. 2, No. 1, pp. 89-113, March 2009
Number of pages: 31 Posted: 26 Feb 2009 Last Revised: 05 Jan 2010
James F. Refalo
California State University, Los Angeles
Downloads 223 (135,239)

Abstract:

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Directed Acyclic Graphs, DAG, Causality, Cointegration, ECM, Error Correction, Oil price, Oil prices, Price Shock, Petroleum, VAR, volatility transmission

3.

An Economic Analysis of Libel Law

Eastern Economic Journal (2008) 34, 74-94
Number of pages: 21 Posted: 12 Jul 2002
Manoj Dalvi and James F. Refalo
Long Island University - Department of Finance and California State University, Los Angeles
Downloads 170 (173,657)
Citation 4

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Agency, Welfare, Externality, Negligence, Liability, Decision, Deadweight Loss, Subsidy, Expected Value

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997

NYU Working Paper No. EC-99-08
Number of pages: 45 Posted: 03 Nov 2008
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles
Downloads 28 (484,105)
Citation 5

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An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997

NBER Working Paper No. w6929
Number of pages: 44 Posted: 25 Feb 1999 Last Revised: 07 May 2000
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles
Downloads 27 (489,700)

Abstract:

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5.

The Effect of Settlement Regimes on Trading Cost and Market Efficiency: Evidence from the National Stock Exchange

Macroeconomics and Finance in Emerging Market Economies, Vol. 3, No. 1, pp. 119-130, 2010
Posted: 17 Oct 2010
Manoj Dalvi, James F. Refalo and Golaka C. Nath
Long Island University - Department of Finance, California State University, Los Angeles and Clearing Corporation of India - CCIL

Abstract:

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6.

Causality-in-Variance and Causality-in-Mean among European Government Bond Markets

Applied Financial Economics, Vol. 18, No. 21, 2008
Posted: 02 Mar 2009
James F. Refalo
California State University, Los Angeles

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Bond, Causality-in-variance, Directed Acyclic Graphs, DAG, Volatility Spillover

7.

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1999

CEMFI Working Paper No. 0006
Posted: 19 May 2000
José Manuel Campa, P. H. Kevin Chang and James F. Refalo
University of Navarra - Madrid Campus - IESE Business School, Credit Suisse AG - London Headquarters and California State University, Los Angeles

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