Theodore Day

Ph.D. - Business
Stanford University - 1981

M.A. - Economics
Stanford University - 1979

M.B.A. - Finance
University of Oklahoma - 1976

B.A. - Accounting
University of Oklahoma - 1974

Margin Adequacy in Futures Markets, with Craig M. Lewis. Journal of Business 77 (2004), 101-135. 2004 - Publication

Dividends, Nonsynchronous Prices, and Returns from Trading the Dow Jones Industrial Average, with Pingying Wang. Journal of Empirical Finance 9 (2002),431-455. 2002 - Publication

Following the Leader: An Analysis of Analyst's Earnings Forecasts, with Rick Cooper and Craig M. Lewis. Journal of Financial Economics 61 (2001),383-416. Awarded the 2001 FamaJDF A Prize as the best paper on Capital Markets and Asset Pricing published in the Journal of Financial Economics. 2001 - Publication

Transfer Pricing, Incentive Compensation, and Tax Avoidance in a Multi-Division Firm, with Yoon Choi. Review of Quantitative Finance and Accounting 11 (1998), 139-164. 1998 - Publication

Mortgages, Minorities and Discrimination, with S.J. Liebowitz. Economic Inquiry 36 (1998), 3-28. 1997 - Publication

Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market, with Craig M. Lewis. Review of Financial Studies 10 (1997), 303-332. 1997 - Publication

Marginal Influence, with Craig M. Lewis. Energy and Power Risk Management 1 (1997),27-29. 1993 - Publication

Forecasting Futures Market Volatility, with Craig M. Lewis. Journal of Derivatives 1 (1993), 33-50. Reprinted in Volatility: New Estimation Techniques for Pricing Derivatives, edited by Robert Jarrow, Risk Publications, 1998. 1992 - Publication

Professor of Finance
University of Texas at Dallas [1999–2007]

Associate Professor of Finance (tenure)
University of Texas at Dallas [1992–1999]

Associate Professor of Finance
University of Texas at Dallas [1990–1992]

Visiting Associate Professor of Finance
University of North Carolin [1988–1990]

Assistant Professor of Finance
Vanderbilt University [1981–1988]

Committee Assignments and University Service

• Area Coordinator for the Finance and Managerial Economics Area (1993-2005)
• Chairman, Finance Faculty Search Committee (1996, 1997, 1998, 1999,2001,2003,2004)
• Chainnan, University Committee on Educational Policy (2001-2002)
• Chairman, University Committee on Effective Teaching (1997-1998)
• Chainnan, Library and Facilities Committee (1993-1995 and 1999-2003)
• Chairman, School of Management Teaching Committee (1995-1998, 2003-2005)
• Chairman, various ad hoc promotion review committees for Finance Faculty
• Coordinator for Ph.D. Program in Finance (1992-2005)
• Search Committee for the Dean of the School of Management (1995)
• Search Committee for the Directory of the McDennott Library (2000)
• Faculty Senate (1993-1996)
• Academic Policy and Planning Committee (1993-2005)
• Research Committee (1990-1999)
• Accounting Faculty Search Committee (1995 and 1996)
• University Committee on Educational Policy (1999-2000)
• University Planning and Facilities Committee (1990-1992)
• University Committee on Intellectual Property (1996-1998)

Dissertation Committees Chaired

• Zhengzheng Li (Co-Chairman)
• Yi Wang (Co-Chairman/Completed 2000)
• Ping Ying Wang (Chainnan/Comp1eted 1998)
• Sarathi Roy (Co-Chairman/Completed 1996)
• Robert T. Maurer (Chairman/Completed 1995)
• Richard Held (Chainnan/Completed 1995)
• ZuKang Hua (Chairman/Completed 1993)

Referee Services

• Financial Management
• Journal of Finance
• Journal of Financial and Quantitative Analysis
• Journal of Financial Economics
• Journal of Futures Markets
• Journal of Financial Services Research
• Review of Financial Studies
• Review of Futures Markets
• Review of Quantitative Finance and Accounting