Main Logo for Providence College

Michael Shafer

Assistant Professor

Contact Information:

mshafer@providence.edu

401.865.1928

Ryan Center for Business Studies 255

Education:

Ph.D. - Finance Syracuse University

Selected Publications:

Shafer, M. Szado, E. Environmental, Social, and Governance Practices and Perceived Tail Risk. Accounting and Finance.

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. 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

Shafer, M. Petrova, M. FMA 2010 Annual Meetings. Financial Management Association, New York, NY - "Post-Acquisition Performance: A Propensity Score Matching Approach" October, 2010