A. Can Inci, Ph.D.

Department: Finance

Title: Associate Professor

Address: Bryant University, College of Business; 1150 Douglas Pike; Smithfield, RI 02917

Office: Suite J Room 141

E-mail: ainci AT bryant DOT edu

Education:

• Ph.D. in Business Administration - Finance, University of Michigan, Ann Arbor, 2001
• MBA, Ohio State University, 1996
• M.S., Control Systems - Electrical Engineering, Imperial College - University of London, 1994
• B.S. in Electrical Engineering, with honors, Bogazici University, 1993

Academic Interests: Empirical Analysis of Currency Rates, Asset Pricing and Term Structures, Fixed Income Securities, Futures Markets, International Investments, Insider Trading and Information Asymmetry, Emerging Markets, Contagion and Flight to Quality.

Teaching:

• Financial Management and Corporate Finance
• Investments
• Securities Analysis
• Finance for Executives
• Foundations of Financial Theory

Professional Activities:

• Member of American Finance Association, Financial Management Association, American Economic Association, Western Finance Association, Southern Finance Association, Southwestern Finance Association, Academy of Economics and Finance, European Financial Management, Global Finance Association, Midwest Finance Association, Association for Banking and Finance, Academy of International Business, Society for the Study of Emerging Markets, Association of European Operational Research Societies.
• Referee for Academy of International Business, Applied Economics, Applied Financial Economics, Financial Management Association Conference, Global Finance Journal, International Academy of Business and Economics, International Review of Economics and Finance, Journal of Business and Economic Studies, Journal of Economics and Finance, Journal of Economic Dynamics and Control, Journal of International Money and Finance, Journal of International Financial Markets, Institutions and Money, Journal of Multinational Financial Management, Journal of Banking and Finance, Quantitative Finance, Quarterly Review of Economics and Finance, Research in International Business and Finance, Review of Financial Economics, Review of Futures Markets, World Multi-Conference on Systemics, Cybernetics and Informatics.
• Conference Session Chair for Global Finance Conference 2010, European Financial Management Conference 2009, Midwest Finance Association Conference 2009, International Strategic Management Conference 2008, International Conference on Business, Management and Economics 2007.
• Book Review for Essentials of Investments by Bodie, Kane, and Marcus (McGraw-Hill), Handbooks in Finance - Handbook of Futures Markets by Constantinides, Malliaris, and Ziemba (Elsevier).

Honors and Rewards:

• Summer Research Grant – Bryant University, 2010
• Summer Research Grant – Bryant University, 2009
• Marie Curie International Reintegration Grant - Commission of the European Communities, 2007.
• Best paper award - European Applied Business Research Conference, 2007.
• Andima Best Paper in Fixed Income Award - Global Finance Conference, 2006.
• Council on Research and Creativity Award - Florida State University, 2002.
• Best paper award - International Business and Economics Research Conference, 2002.
• University of Michigan Business School and Rodkey Fellowship, 1997 - 2000.
• University Fellowship award - Ohio State University MBA program, 1994 - 1995.
• Weidler Scholar of highest academic excellence - Fisher College MBA Program, 1996.
• Sheldon B. Ackerman Award: Outstanding research project in business logistics, 1996.
• Beta Gamma Sigma, Honor Society member.
• British Council Scholarship, 1993 - 1994.
• University of London fellow.

Publications:

• International Equity Asset Classes in the Turkish Fund Industry with H. Saraoglu, forthcoming, Emerging Markets Finance and Trade.
• How do Quotes and Prices Evolve around Isolated Informed Trades? with N. Seyhun, forthcoming, Journal of Economics and Finance.
• Measuring Flight to Quality: A Local Correlation Analysis with J. McCarthy and H. Li, 2011, Review of Accounting and Finance, 10.1, 69-87.
• Financial Contagion: A Local Correlation Analysis with J. McCarthy and H. Li, 2011, Research in International Business and Finance, 25.1, 11-25.
• Intraday Behavior of Stock Prices and Trades around Insider Trading with N. Seyhun and B. Lu, 2010, Financial Management, 39.1, 323-363.
• January Effect in a Sectoral Context in Emerging Countries: The Istanbul Stock Exchange, 2010, Journal of Emerging Markets, 15.1, 38-49.
• Asian Crisis and the Expenditure – Earnings Relationship, 2009, Journal of International Finance and Economics, 9.2, 39-53.
• Capital Investment and Earnings: International Evidence with B.S. Lee and J. Suh, 2009, Corporate Governance: An International Review, 17.5, 526-545.
• Year Effects on Stock Returns, Earnings, and Capital Expense, 2008, Journal of International Finance and Economics, 8.3, 77-92.
• Japanese Yen Futures Returns, Spot Returns, and Risk Premium, 2008, Global Finance Journal, 18.3, 385-399.
• Strategic Financial Policies in Emerging Country Stock Markets: The Turkish Case, Proceedings of 4th International Strategic Management Conference, 2008, 785-792.
• Daily Trading and Efficiency in Futures Markets, 2007, Review of Futures Markets, 16.2, 215-240.
• Currency and Yield Co-integration between a Developed and an Emerging Country: The Case of Turkey, 2007, Boğazici Journal, 21.1-2, 1-20.
• Impact of Country Financial Development on the Firm: International Evidence, 2007, International Business & Economics Research Journal, 6.11, 67-80.
• US-Swiss Term Structures and Exchange Rate Dynamics, 2007, Global Finance Journal, 18.2, 270-288.
• Exchange Rate Dynamics with Jump Diffusions, 2007, Proceedings of 3rd International Strategic Management Conference, 936-948.
• Currency Futures-Spot Basis and Risk Premium with B. Lu, 2007, Journal of International Financial Markets, Institutions, and Money, 17.2, 180-197.
• ERM Effects on Currency Spot and Futures Markets, 2005, Global Finance Journal, 16.2, 145-163.
• Co-integrating Currencies and Yield Differentials, 2006, Review of Financial Economics, 15.2, 159-175.
• Exchange Rates and Interest Rates: Can Term Structure Models Explain Currency Movements? with B. Lu, 2004, Journal of Economic Dynamics & Control, 28.8, 1595-1624.
• Historical Exchange Rate Risk Premiums in Currency Futures Markets, 2003, Journal of Business & Economics Research, 1.1, 15-36.

Conference Presentations:

• Global Finance Conference, 2010, How do Quotes and Prices Evolve around Isolated Informed Trades?, with N. Seyhun
• 24th European Conference on Operational Research, 2010, Stochastic Diffusion Processes and High Frequency Sampling Data
• ASSA Meetings, 2010, International Equity Asset Classes in the Turkish Fund Industry, with H. Saraoglu
• European Financial Management Conference, 2009, Intraday Behavior of Stock Prices and Trades around Insider Trading, with B. Lu and N. Seyhun
• Financial Management Association European Conference, 2009, Intraday Behavior of Stock Prices and Trades around Insider Trading, with B. Lu and N. Seyhun
• International Academy of Business and Economics Conference, 2009, Asian Crisis and the Expenditure – Earnings Relationship.
• Eurasia Business and Economics Society Conference, 2009, International Equity Asset Classes in the Turkish Fund Industry, with H. Saraoglu
• Midwest Finance Association Conference, 2009, January Effect in a Sectoral Context in Emerging Countries: The Istanbul Stock Exchange.
• International Academy of Business and Economics Conference, 2008, Year Effects on Stock Returns, Earnings, and Capital Expense.
• Fourth International Strategic Management Conference, 2008, Strategic Financial Policies in Emerging Country Stock Markets: The Turkish Case.
• European Financial Management Conference, 2007, Capital Investment and Earnings: International Evidence.
• Financial Management Association European Conference, 2007, Capital Investment and Earnings: International Evidence.
• European Applied Business Research Conference, 2007, Impact of Country Financial Development on the Firm: International Evidence.
• Third International Conference on Business, Management and Economics, 2007, Annual Stock Returns vs. Capital Expenditure and Earnings: International Evidence.
• 22nd European Conference on Operational Research, 2007, Jump Diffusions, Currency Movements, and Sampling Frequency.
• Third International Strategic Management Conference, 2007, Exchange Rate Dynamics with Jump Diffusions.
• Financial Management Association Conference, 2006, US - Swiss Term Structures, Exchange Rates, and Risk Premia.
• Global Finance Conference, 2006, US - Swiss Term Structures, Exchange Rates, and Risk Premia.
• European Applied Business Research Conference, 2004, Japanese Yen Futures Returns, Spot Returns, and Risk Premium.
• International Business and Economics Research Conference, 2002, Historical Exchange Rate Risk Premiums in Currency Futures Markets.
• Financial Management Association Conference, 2000, Empirical Analysis of the Term Structure of Interest Rates and Exchange Rates using a Non-Affine Pricing Model.