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College of Business and Public Administration
Economics

PRADOSH SIMLAI




Fax: 701.777.3365

EMail: psimlai@business.und.edu


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Phone: 701.777.3360


Mailing Address
               Department of Economics
               University of North Dakota
               293 Centennial Drive STOP 8369
               Grand Forks, ND 58202


EDUCATION

Ph.D.       Economics       University of Illinois at Urbana-Champaign
M.S.        Finance            University of Illinois at Urbana-Champaign


PEER-REVIEWED PUBLICATIONS

Higher moments, semiparametric GARCH, and the valuation of risky assets, International Journal of Financial Economics and Econometrics, 2010 (forthcoming)

Estimation and inference for nonlinear time series model in the presence of unspecified conditional variance, Journal of Statistics and Management Systems, 2010 (forthcoming)

What drives the implied volatility of index options? Journal of Derivatives and Hedge Funds, 2009 (forthcoming).

 

Spatial Analysis: From the Beginning to the Frontiers of Spatial Econometrics (with Anil Bera and Jun Yan), Foundations and Trends in Econometrics, Now Publishers, 2009, (forthcoming).

 

Stock returns, size and book-to-market equity, Studies in Economics and Finance, Vo. 26, No.3, 2009, pp.198-212.

 

Semiparametric estimation of the modified random coefficient autoregressive model and its properties, International Journal of Applied Mathematics and Statistics, Vol. 15, No.9, 2009, pp.47-62.

 

Evaluating momentum and contrarian strategies for technology stocks during excessive speculation, Indian Journal of Finance, Vol.III, No.1, 2009, pp.3-10.

 

Extrapolation of volatility persistence in stock returns based on momentum and price reversal strategies, Journal of Applied Business and Economics, Vol.9, No.1, 2009, pp.41-61.

 

Portfolio rebalancing using daily momentum and contrarian strategies: a new approach based on reversible weights, Journal of Business and Economic Perspectives, Vol. XXXIV, No. 2, 2008, pp.111-123.

 

Do the common risk factors always capture strong variation in stock returns? Journal of Asset Management, Vol.9, No.4, 2008, pp.255-263.

 

Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics (with Anil Bera and Yannis Bilias), Handbook of Econometrics, Palgrave-MacMillan, Vol.1, 2006, pp.427- 476.