Finance

Since virtually all business decisions have a financial dimension, an understanding of the financial implications of a decision is crucial for effective management. Our program, ranked No. 12 in the country by College Factual, and a Bloomberg Experiential Learning partner, helps Finance students develop a problem-solving, decision analysis framework centered around value creation and serving the consumer.

Faculty

Department Faculty

Adjunct Professors

  • Carlos Coutinho
  • Brendan Flaherty
  • Chris Goolgasian
  • Raymond R. Grigelevich
  • Joseph Santarlasci
  • Jeremy S. Weinstein
McCarthy, Joseph

Joseph McCarthy

Professor, Finance
Faculty Suite A, Room 16
mccarthy@bryant.edu


DBA, University of Colorado
MBA, University of Oregon
BS, State University of New York at Albany

Corporate Finance Advanced Finance Financial Institutions Capital Markets Commercial Bank Mgt Forecasting Financial Options and Futures Securities Analysis Debt Securities and Derivatives

Statistical Analysis of Stock Returns, Bond Ratings, Fractal Markets, Chaos, Currency Futures, Wavelet Analysis, Stable distributions, Copulas

  • Eastern Finance Association
  • Western Finance Association
  • Outstanding Reviewer Award from Emerald Literati Network for work with Review of Accounting and Finance
  • 2015, Offered Associate Editorship

Goldstein, M., McCarthy, J., Orlov, A., “The Core, Periphery, and Beyond: Stock Market Comovements among EU and non-EU Countries", Financial Review.

Inci, A., McCarthy, J., Li, H., Flight to Quality for Large Financial Institutions, Banking and Finance Review.

Li, H., McCarthy, J., Inci, A., Flight to Quality for Large Financial Institutions, Banking and Finance Review.

McCarthy, J., "Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be?", with Dave Louton, Stephen Rush, Hakan Saraoglu, and Ognjen Sosa. Fidelity Leadership Series, Jan. 2012, p.1 -11..

Pantalone, C., Li, H., “An Analysis of Energy Futures,” with Hsi Li and Coleen Pantalone, Northeastern University. Accepted for publication, Journal of Energy Markets ., Journal of Energy Markets.

Saraoglu, H., McCarthy, J., Rush, S., Sosa, O., Louton, D., Tactical Asset Allocation for U.S. Pension Investors: How Tactical Should the Plan Be?, Journal of Asset Management.

Pantalone, C., McCarthy, J., Li, H., “An Analysis of Energy Futures,”, Journal of Energy Markets ,Vol 9, #3, 2016.

Orlov, A., McCarthy, J., Time-Frequency Analysis of Crude Oil and S&P500 Futures Contracts, Chapman and Hall/CRC , 2015.

Inci, A., Li, H., McCarthy, J., "Financial Contagion and Flight to Quality for Large Financial Institutions: A Local Correlation Analysis," with Can Inci and Hsi Li. Accepted for publication, Banking and Finance Review , 2014, Volume 6, Number 1 http://www.bankingandfinancereview.com/bfr/index.php/bfr/article/view/415, Banking and Finance Review, 2014.

Li, H., McCarthy, J., "Do High Yield Bonds Exhibit Less Risk and Greater Returns than Investment Grade Bonds?" with Hsi Li and Coleen Pantalone (Northeastern Univ.), Applied Financial Economics, 2014, Volume 24, Issue 20 http://www.tandfonline.com/doi/pdf/10.1080/09603107.2014.925049, Applied Financial Economics, 2014.

McCarthy, J., Li, H., High-yield versus investment-grade bonds: less risk and greater returns?, Applied Financial Economics, 2014.

McCarthy, J., “Time-Frequency Analysis of Crude Oil and S&P500 Futures Contracts,”with Alex Orlov, accepted for publication. Quantitative Finance http://dx.doi.org/10.1080/14697688.2012.68666, Quantitative Finance, 2012.

Inci, A., McCarthy, J., Li, H., Financial Contagion: A Local Correlation Analysis, Research in International Business and Financ, 2011.

Inci, A., McCarthy, J., Li, H., Measuring Flight to Quality:A Local Correlation Analysis, Review of Accounting and Finance, 2011.

Tonn, V., McCarthy, J., Li, H., Wavelet Domain Correlation Between Futures Prices of Oil and Natural Gas, Quarterly Review of Economics and Finance, 2010.

McCarthy, J., Pantalone, C., Li, H., Investigating Long Memory in Yield Spread, The Journal of Fixed Income, 2009.

DiSario, R., McCarthy, J., Saraoglu, H., Li, H., An Investigation of Long Memory in Various Measures of Stock Market Volatility, Journal of Economics and Finance, 2008.

DiSario, R., Saraoglu, H., McCarthy, J., Li, H., Long Memory in the Volatility of an Emerging Equity Market: The Case of Turkey, Journal of International Financial Markets, Institutions & Money, 2008.

McCarthy, J., DiSario, R., Saraoglu, H., Li, H., Tests of Long-Range Dependence in Interest Rates Using Wavelets, Quarterly Review of Economics and Finance, 2004.

Baron, H., McCarthy, J., Yobaccio, E., Li, H., Chaos in Treasury Bill Returns," Advances in Investment Analysis and Portfolio Management, Advances in Investment Analysis and Portfolio Management, 1995.