Hany S Guirguis

Education

M.B.A., Finance and Investment, Baruch College, CUNY

Ph.D., Econometrics, University of Oregon

M.S., Economics, University of Oregon

M.A., Economics, American University in Cairo Cairo Egypt

B.A., Accounting and Business Administration, University of Helwan Cairo Egypt

Journal Articles

(2016). Examining the Dynamic Nature of Spillover between US and Brazalian Equity Markets. Journal of Business and Economics, 7. 20.

(2015). On the Use of Leverage-Inverse ETFs to Hedge Risk in Publicly Traded Mortgage Portfolios. The Journal of Index Investing, 6. 18.

(2014). ). Managing Risk in the Real Estate Through the use of Leverage and Inverse ETFs. Real Estate Finance,

(2014). Hedge funds and the Housing Bubble. Applied Financial Economics,

(2014). Stock Price Volatility of Banks and Other Financials Emanating from the Inception of Leveraged, Inverse and Traditional ETFs. The Journal of Index Investing, 5. 19.

(2014). Stock Price Volatility of Banks and Other Financials Emanating from the Inception of Leveraged, Inverse and Traditional ETFs.

(2013). Trading Credit Default Swap (CDS) Spread as an Equity Investment Strategy. Journal of Derivatives,

(2012). Leveraged, Inverse and Traditional ETFs: The Impact on Real Estate Stock Price Volatility. Applied Financial Economics, 22. 709-722.

(2012). Modeling the Blind Principal Bid Basket Trading Cost. European Financial Management, 18. 271-302.

(2012). Monetary Shocks, Volatility Regimes, and Inflation: An Empirical Analysis of REIT . Journal of Real Estate Research, 34.

Guirguis, H., Anderson, R. I., & Boney, V. (2012). The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs. Journal of Real Estate Research, 34. 157-182.

(2012). Timing the value style index in a Markov regime-switching model. Journal of Investment Management, 10. 52-64.

Guirguis, H., Curcio, R. J., & Andersen, R. I. (2012). Should Tracking Error Prevent the Use of Leverage ETFs in the Real Estate Portfolio?. The Journal of Index Investing, 3. 75-95.

(2007). Asset Pricing in Spanish Housing Market. 16. 83-95.

(2007). Extreme Observations and Nonnormality in ARCH and GARCH. International Review of Economics and Finance,

(2007). A Note on the Effect of the Expected Changes in Monetary Policy on Long-Term Interest Rates. Journal of Applied Economics, 10. 99-114.

(2007). Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market. Journal of Real Estate Portfolio Management,

Guirguis, H., Muller, G., & Boney, V. Did Intraday Trading by Leveraged and Inverse Leveraged ETFs Create Excess Price Volatility? A Look at REITs and the Broad Market. Journal of Real Estate Portfolio Management,

Presentations

Guirguis, H. (2013, December 31). Intraday Price Formation in US Real Estate Equity Index Markets. Hawaii: The American Real Estate Society (ARES).

Guirguis, H. (2013, December 31). Retail Asset Management and Price Discovery. New York: Columbia University, School of Continuing Education.

Guirguis, H. (2013, December 31). Macro Modeling, Regime Switching, and Price Discovery. The annual Sanford C. Bernstein conference on Controversies in Quantitative Finance. New York

Guirguis, H. (2013, December 31). The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITS. New York: Manhattan College, School of Business.

Guirguis, H. (2011, June 30). Leveraged ETF trading effects on REIT share volatility. Seattle, Washington: The American Real Estate Society (ARES) & The National Association of Real Estate Investment Trust (NAREIT).

Guirguis, H. (2011, April 30). Leveraged ETF trading effects on REIT share volatility. Seattle, Washington: The American Real Estate Society (ARES) & The National Association of Real Estate Investment Trust (NAREIT).

Guirguis, H. (2011, April 30). A Model Agent Effort Allocation. Seattle, Washington: The American Real Estate Society (ARES).

Guirguis, H. (2010, April 30). Volatility Effects of Real Estate ETFs on their Constituent Underlying Real Estate Shocks. Florida: The American Real Estate Society (ARES).

Guirguis, H. (2010, April 30). Short Selling in REIT ETFs: A Look at Returns and REIT Market Volatility. Florida: The American Real Estate Society (ARES).

Guirguis, H., Shilling, J., & Anderson, R. (2009, October 31). Price Discovery and the Dynamics among the Public Real Estate, REIT, Bond, and Equity Markets. Nevada: Financial Management Association (FMA).

Other Scholarly Works

Research Currently in Progess

Guirguis, H., Giannikos, C., & d'Addona, S.(n.d.). Asset Pricing, Equity Premium, and Regimes shifts. In Progress.

Guirguis, H., Balasubramnian, B., & Jacobs, M.(n.d.). Do Credit Default Swap Spreads Predict Firm-Specific Risks of Banks and Other Financial Firms? . In Progress.

Guirguis, H., Curcio, R. J., & Anderson, R. I.(n.d.). Leveraged, Inverse and Traditional ETFs: The Impact on Stock Price Volatility. In Progress.

Guirguis, H., Anderson, R., & Shilling, J.(n.d.). Office Rent Threshold Cointegration. In Progress.

Guirguis, H., & Boney, V.(n.d.). Price Discovery in the Single Stock Future Market: A Market Cycle Analysis. In Progress.

Guirguis, H., Giannikos, C., & , E.(n.d.). Short-Sale Constraints in the Indian Equity market. In Progress.

Professional