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  • WPS 14-02: The Long-Run Component of Foreign Exchange Volatility and Stock Returns

    Title: The Long-Run Component of Foreign Exchange Volatility and Stock Returns Authors: Ding Du Ou Hu Abstract The present paper explores the cross-sectional pricing power of foreign exchange volatility in the US stock market by decomposing it into short- and long-run components. Our approach is motivated by Bartov, Bodnar, and Read more...
  • WPS 14-01: Mincer-Zarnovitz Quantile and Expectile Regressions for Forecast Evaluations…

    Title: Mincer-Zarnovitz Quantile and Expectile Regressions for Forecast Evaluations under Asymmetric Loss Functions Authors: Kemal Guler Pin T. Ng Zhijie Xiao Abstract Forecast is pervasive in all areas of applications in business and daily life and, hence, evaluating the accuracy of a forecast is important for both the generators and Read more...
  • WPS 13-04: Does the Estimated Impact of Wildfires Vary with the Housing Price Distribution?

    Title: Does the Estimated Impact of Wildfires Vary with the Housing Price Distribution? A Quantile Regression Approach Authors: Corresponding Author: Julie M. Mueller, Ph.D. Assistant Professor The W.A. Franke College of Business Northern Arizona University Flagstaff, AZ Julie.Mueller@nau.edu John B. Loomis Professor Department of Agricultural and Resource Economics Colorado State Read more...
  • WPS 13-03: A Multivariate Analysis of Changes in Population 2000 to 2010…

    Title: A Multivariate Analysis of Changes in Population from 2000 to 2010 at the County-Level in the U.S. Authors: Ronald Gunderson Professor of Economics Northern Arizona University The W. A. Franke College of Business PO Box 15066 Flagstaff, AZ 86011.5066 Ronald.Gunderson@nau.edu (928) 523-7358 Fax: (928) 523-7331 Richard Szal Instructor in Read more...
  • WPS 13-02: Norchem Drug Testing

    Title: Norchem Drug Testing: A Small Company’s Lean Journey Authors: Joe S. Anderson The W. A. Franke College of Business Northern Arizona University PO Box 10566 Flagstaff, AZ 86011 Office: 928-523-1389 Fax: 928-523-7331 Joseph.Anderson@nau.edu Susan K. Williams The W. A. Franke College of Business Northern Arizona University PO Box 10566 Flagstaff, Read more...
  • WPS 13-01: Another Look at the Cross-section and Time-series of Stock Returns: 1951 to 2011

    Author: Ding Du The W. A. Franke College of Business  PO Box 15066 Northern Arizona University Flagstaff, AZ 86011 ding.du@nau.edu (928) 523-7274 Fax: (928) 523-7331 Abstract We first provide a cleaner and comprehensive out-of-sample test of three competing asset-pricing models. Our results suggest that the value and momentum factors have Read more...
  • WPS 12-08: Qualities of Professionalism Sought by Employers: Exploring, Validating, and…

    Title: Qualities of Professionalism Sought by Employers: Exploring, Validating, and Incentivizing Them in Business Undergraduates Authors: Timothy S. Clark Assistant Professor of Management Chris Lockwood Professor Emeritus of Management & Craig E. Bain Professor of Accounting The authors hail from The W.A. Franke College of Business Northern Arizona University 20 Read more...
  • WPS 12-07: Real Aggregate Activity and Stock Returns

    Title: Real Aggregate Activity and Stock Returns Authors: Ding Du Northern Arizona University The W. A. Franke College of Business PO Box 15066 Flagstaff, AZ 86011.5066 Ding.Du@nau.edu (928) 523-7274 Fax: (928) 523-7331 Karen Denning Silberman College of Business Department of Economics and Finance Fairleigh Dickinson University Teaneck, New Jersey, 07666 Read more...
  • WPS 12-06: Estimating Flagstaff Residents Willingness to Pay for Forest Restoration…

    Title: Estimating Flagstaff Residents Willingness to Pay for Forest Restoration in the Lake Mary and Upper Rio de Flag Watersheds: A Pilot Study Author: Julie Mueller Assistant Professor Northern Arizona University The W. A. Franke College of Business PO Box 15066 Flagstaff, AZ 86011.5066 Julie.Mueller@nau.edu (928) 523-6612 Fax: (928) 523-7331 Read more...
  • WPS 12-05: Foreign Exchange Volatility and Stock Returns

    Title: Foreign Exchange Volatility and Stock Returns Authors: Ding Du Northern Arizona University The W. A. Franke College of Business PO Box 15066 Flagstaff, AZ 86011.5066 Ding.Du@nau.edu (928) 523-7274 Fax: (928) 523-7331 Ou Hu Department of Economics Youngstown State University Youngstown, OH 44555 ohu@ysu.edu (330) 941-2061 Abstract This paper explores Read more...
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