James Kurt Dew

Northeastern University

Visiting Lecturer

360 Huntington Ave,

Boston, MA 02115

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 4,683

SSRN RANKINGS

Top 4,683

in Total Papers Downloads

8,606

CITATIONS
Rank 28,441

SSRN RANKINGS

Top 28,441

in Total Papers Citations

14

Scholarly Papers (25)

1.
Downloads 1,731 (9,050)
Citation 2

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Efficient Market Hypothesis, Turkey, Multifactor Capital Asset Pricing Model, Cost of Capital, GARCH-M

2.

Tying Bank Regulation to Banks’ Risk-Return Trade-Offs Following the Financial Crisis: Holding Congress and its Regulatory Apparatus Accountable

Networks Financial Institute Working Paper No. 2007-WP-17B
Number of pages: 15 Posted: 04 Oct 2007 Last Revised: 23 Dec 2009
James Kurt Dew
Northeastern University
Downloads 1,613 (10,149)

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bank regulation, regulatory arbitrage, subprime mortgage crisis, asset pricing, market efficiency

3.

Banking Rebels Overcome the Subprime Mortgage Crisis: The Unbearable Darkness of 21st Century Banking

Number of pages: 28 Posted: 10 Dec 2007
James Kurt Dew
Northeastern University
Downloads 907 (24,610)

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subprime mortgage crisis, financial innovation, bank regulation, off-balance-sheet risk management

4.
Downloads 710 (34,530)

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Bank Risk Management, Value at Risk, Turkey, Economic Crisis

5.
Downloads 632 (40,382)
Citation 3

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diversification, emerging markets, portfolio management, securities issuance

6.

Trading Turkey's External and Internal Risks: A Value at Risk Analysis

Number of pages: 27 Posted: 02 Jun 2001
James Kurt Dew
Northeastern University
Downloads 355 (82,532)
Citation 2

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Risk Targeting, Turkey, GARCH-M, heteroscedasticity, Historical simulation, Value at Risk, Portfolio Management, Risk Management

7.

Are IMF Sponsored Basel Accord Banking Regulations Helpful in Preventing Banking Crises in Turkey?

Number of pages: 35 Posted: 02 Mar 2003
James Kurt Dew
Northeastern University
Downloads 325 (91,230)

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bank regulation, risk management, portfolio management, Turkey

8.

RAROC Evidence of Agency Problems in the Banking Systems of Mexico, Thailand, and Turkey

Number of pages: 30 Posted: 24 Apr 2006
James Kurt Dew
Northeastern University
Downloads 319 (93,117)

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banking, bank regulation, corporate governance, risk management, RAROC, VaR.

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bank portfolio management, short positions, diversification, Value at Risk, emerging markets, efficient markets, behavioral finance

10.

Why are Profits from Financial Innovation So Difficult to Identify? Innovation Clusters and Productive Opacity

NFI Working Paper No. 2006-WP-13
Number of pages: 24 Posted: 22 Nov 2006
James Kurt Dew
Northeastern University
Downloads 256 (117,774)
Citation 1

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financial innovation, event studies, opacity, value relevance

11.
Downloads 221 (136,425)
Citation 1

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Patent regulation, Intellectual Property, Innovation, Global Financial Institutions

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emerging markets, risk management, Value at Risk, arbitrage

13.
Downloads 166 (177,293)
Citation 1

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financial innovation, financial patents, CAP-M, intellectual property, bank regulation

14.

Why is the Profitability of Financial Innovation so Difficult to Identify? Innovation Clusters and Productive Opacity

Networks Financial Institute Working Paper No. 2006-WP-12
Number of pages: 25 Posted: 13 Jan 2008
James Kurt Dew
Northeastern University
Downloads 141 (203,026)

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financial innovation, event studies, opacity, value relevance

15.

Are Markets Confused or Systematically Misinformed?

Number of pages: 41 Posted: 24 Mar 2006
James Kurt Dew
Northeastern University
Downloads 130 (216,711)

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Rational investors, emerging markets, Efficient Markets Hypothesis, CAPM

16.

Is Propensity to Innovate a Priced Risk in a Global Financial Institution Multifactor Pricing Model?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 28 Posted: 14 Apr 2007
James Kurt Dew
Northeastern University
Downloads 103 (256,714)
Citation 1

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financial innovation, financial institution stock valuation, event studies, opacity, value relevance, Multifactor return models

17.

Futures Friendly Derivatives: A Fix for the OTC Derivatives Mess, Replacing the Government’s $ 1 Trillion Subsidy of Large Bank Dealing.

Number of pages: 10 Posted: 23 May 2015 Last Revised: 06 Sep 2015
James Kurt Dew
Northeastern University
Downloads 91 (278,371)

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Over-the-counter derivatives, financial futures, clearing counterparties, dark pools

18.

How Robust are the Profits from Assuming Risks Internal to Turkey's Securities Markets?

Number of pages: 35 Posted: 20 Sep 2001
James Kurt Dew
Northeastern University
Downloads 90 (280,281)

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Efficient Market Hypothesis, Turkey, GARCH, Value at Risk, forecasting model, portfolio management, bootstrap techniques.

19.

Are Investors Uninformed or Misinformed? A Proposition and a Test

Number of pages: 26 Posted: 07 Aug 2007 Last Revised: 16 Dec 2009
James Kurt Dew
Northeastern University
Downloads 85 (290,551)

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rational investors, liberalized markets, CAPM, financial disclosure

20.

What Does Economics Have to Say about Afghanistan's Future?: Western Economic Naiveté and the Afghanistan Mess

Number of pages: 15 Posted: 09 Jan 2013 Last Revised: 11 Jan 2013
James Kurt Dew
Northeastern University
Downloads 53 (373,646)

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economics, Afghanistan, market regulation, corruption, property rights, capitalism

21.

Differences Among Banks are More Important than Their Common Risks in Explaining Banking Profits

Number of pages: 26 Posted: 17 Dec 2009
James Kurt Dew
Northeastern University
Downloads 50 (383,459)
Citation 1

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financial innovation, opacity, value relevance, CAPM

22.
Downloads 46 (397,189)

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over the counter , clearing, exchange, dark pool, derivatives, market innovation

23.

How and Why Congress Helped OTC Dealer Banks Create Derivatives’ Systemic Risk

Number of pages: 21 Posted: 07 Aug 2015 Last Revised: 15 Jul 2016
James Kurt Dew
Northeastern University
Downloads 39 (422,991)

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portfolio theory, market microstructure, OTC derivatives, over-the-counter, clearing house, clearing counterparties, financial crisis, dark pool

24.

The Dance of Duplicity in Emerging Markets: Using Bank Regulation and Deposit Insurance Protection to Enrich the Elite

Risk Governance and Control: Financial Markets and Institutions, Forthcoming
Number of pages: 27 Posted: 10 Oct 2010
James Kurt Dew
Northeastern University
Downloads 36 (435,214)

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Bank Risk Management, Value at Risk, Emerging Markets, Arbitrage, Agency Problems

25.

Recent Developments in Derivatives Markets

Posted: 06 Jun 2016
James Kurt Dew
Northeastern University

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OTC derivatives, exchanges, dealers, swaps, futures, credit default swaps, interest rate swaps