Office: RSB 232
Phone: (804) 289-8251
Fax: (804) 289-8878
Email: aszakmar@richmond.edu

Teaching:
Investments
Corporate Finance
Fixed Income and Derivatives

Research:
Momentum and Contrarian Strategies
Calendar Anomalies
Volatility Prediction

Education:
BA, MBA, Columbia University
PhD, University of New Orleans

Selected Publications:
The Predictive Power of Implied Volatility: Evidence from 35 Futures Markets, Journal of Banking and Finance (forthcoming); Using Implied Volatility on Options to Measure the Relationship Between Asset Returns and Variability, Journal of Banking and Finance (2001); Price Transmission Dynamics Between ADRs and Their Underlying Foreign Securities, Journal of Banking and Finance (2000); Trading Costs and Price Discovery Across Stock Index Futures and Cash Markets, Journal of Futures Markets (1999); Filter Tests in NASDAQ Stocks, Financial Review (1999); Golden Parachutes, Board and Committee Composition, and Shareholder Wealth, Financial Review (1998); Central Bank Intervention and Trading Rule Profits in Foreign Exchange Markets, Journal of International Money and Finance (1997)

Academic and Professional Activities:
Financial Management Association; Eastern Finance Association; Southern Finance Association

Awards:
Southern Illinois University at Carbondale: Undergraduate Teaching Honor Roll (1999, 1995), Research Honor Roll (1995); University of New Orleans: Outstanding Graduate Student (1989)