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
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in Total Papers Downloads

686

CITATIONS
Rank 21,015

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Top 21,015

in Total Papers Citations

14

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 246 (100,298)

Abstract:

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 208 (117,126)

Abstract:

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

3.
Downloads 160 (155,811)
Citation 2

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 159 (156,801)
Citation 2

Abstract:

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

An Economic Analysis of Libel Law

Eastern Economic Journal, Vol. 34, Issue 1, pp. 74-94, 2008
Number of pages: 21 Posted: 27 Jul 2010
Manoj Dalvi and James F. Refalo
Long Island University - Department of Finance and California State University, Los Angeles
Downloads 1 (579,542)
Citation 2
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Abstract:

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 (420,153)
Citation 12

Abstract:

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
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 26 (430,465)
Citation 12

Abstract:

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:

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

Abstract:

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

Abstract: