Theodore Day

Professor - Management
theodore.day@utdallas.edu
972-883-2743
SOM14330
Tags: Financial & Managerial Economics

Professional Preparation

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

Publications

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
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
Mortgages, Minorities and Discrimination, with S.J. Liebowitz. Economic Inquiry 36 (1998), 3-28. 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
Stock Market Volatility and the Information Content of Stock Index Options, with Craig M. Lewis. Journal of Econometrics 55 (1992), 267-287. Reprinted in ARCH: Selected Readings, edited by Robert Engle, Oxford University Press, 1995. 1990 - Publication
The Behavior of the Volatility Implicit in the Prices of Stock Index Options, with Craig M. Lewis. Journal of Financial Economics 22 (October 1988), 103-122. 1988 - Publication

Appointments

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]

Additional Information

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
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)