Michael Shafer
Associate Professor
Education:
Ph.D. - Finance Syracuse University
Awards and Honors:
Best Conference Theme Paper Academy of International Business U.S. Northeast Chapter
Selected Publications:
Shafer, M. Harris, J. (2022) The Determinants of Open Interest in Option Markets. Financial Review.
Kuselias, S. Perreault, S. Shafer, M. (2021) The Financial and Tax Considerations of Social Security and Early Retirement. Journal of Wealth Management, The.
Shafer, M. Szado, E. (2020) Environmental, Social, and Governance Practices and Perceived Tail Risk. Accounting and Finance.(60), 4195-4224.
Shafer, M. Ambrose, B. Yildirim, Y. (2018) The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties. Journal of Real Estate Finance and Economics.(56), 1-32.
Shafer, M. Satiroglu, S. Sener, E. Yildirim, Y. (2015) The Impact of Policy Decisions on Global Liquidity during the Recent Financial Crisis. International Journal of Finance & Economics.(20), 178-189.
Shafer, M. Yildirim, Y. (2013) Operational Risk and Equity Prices. Finance Research Letters.(10), 157-168.
Selected Presentations:
Shafer, M. Krolikowski, M. Szado, E. Malm, J. AIBNE 2023 Conference. Academy of International Business U.S. Northeast Chapter, Providence, RI - "Corporate Class Action Litigation Risk and the Choice of Environmental, Social, and Governance Practices" October, 2023
Shafer, M. Brunetti, C. Harris, J. 2020 SFA Annual Meeting. Southern Finance Association, Online - "The Option-to-Stock Volume Ratio and Acquisition Targets" November, 2020
Shafer, M. Brunetti, C. Harris, J. Brown Bag Seminar. Federal Reserve Board of Governors, Washington, DC - "The Option-to-Stock Volume Ratio and Acquisition Targets" October, 2019
Shafer, M. Brunetti, C. Harris, J. Brown Bag Seminar. American University, Washington, DC - "The Option-to-Stock Volume Ratio and Acquisition Targets" October, 2019
Shafer, M. Szado, E. 2019 PCSB Research Summit. Providence College School of Business, Providence, RI - "Environmental, Social, and Governance Practices and Perceived Tail Risk " April, 2019
Shafer, M. Harris, J. SFA 2018 Annual Meetings. Southern Finance Association, Asheville, NC - "Option Open Interest around Seasoned Equity Offerings" November, 2018
Shafer, M. Harris, J. MFA 2018 Annual Meeting. Midwest Finance Association, San Antonio, TX - "The Determinants of Open Interest in Option Markets" March, 2018
Shafer, M. Harris, J. SFA 2017 Annual Meetings. Southern Finance Association, Key West, FL - "The Ratio of Option Open Interest to Stock Outstanding" November, 2017
Shafer, M. Harris, J. OptionMetrics Research Conference (ORC) 2017. OptionMetrics, New York, NY - "The Ratio of Option Open Interest to Stock Outstanding" October, 2017
Shafer, M. Ambrose, B. Yildirim, Y. AREUEA-ASSA Conference. American Real Estate and Urban Economics Association, Boston, MA - "The Impact of Tenant Diversification on Commercial Mortgage Spreads and Default Rates" January, 2015
