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Browsing Faculty Research Publications (College of Business) by Author "Berger, Dave"

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Browsing Faculty Research Publications (College of Business) by Author "Berger, Dave"

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  • Berger, Dave; Turtle, H. J. (Elsevier, 2012-04)
    Economists have long recognized the importance of information veracity in valuing risky securities. Market participants concerned about the credibility of information measures may require additional compensation to entic ...
  • Berger, Dave; Turtle, H. J. (Elsevier, 2011-05-20)
    We find contagion effects are present in US small size portfolios during emerging market crises due to risk and liquidity concerns. Investors display flight from risk during emerging market crises, and as a result, safer ...
  • Berger, Dave; Pukthuanthong, Kuntara (Elsevier, 2012-04-05)
    We extend the Pukthuanthong and Roll (2009) measure of integration to provide an estimate of systemic risk within international equity markets. Our measure indicates an increasing likelihood of market crashes. The condit ...

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