Kenneth Roskelley PhD

 Kenneth Roskelley PhD

Title:

  • Professor of Finance

Contacts:

kdr149@msstate.edu
Office: (662) 325-1979
310G

Overview

Education:

  • Ph D, Finance, University of Arizona, 2002
  • MA, Economics, University of Arizona, 1997
  • BA, Economics, Brigham Young University, 1995

Research interests:

Bayesian Econometrics, Model Averaging, & Optimal Forecasting Fixed Income & Affine Term Structure Models Real Estate

Publications

Book

  • Financial Management. Self-published.

Broadcast Media

  • Financial Management - Lecture Videos. Self-published.

Journal Article

Presentations

Oral Presentation

  • "The Impact of Monetary Policy on the Corporate Balance Sheet." Midwest Finance Association Annual Meeting, Midwest Finance Association, New Orleans, LA. 2012
  • "Institutional Holding and Payout Policy: Does Heterogeneity Matter?." Financial Management Association Annual Meeting, Financial Management Association, Denver, Colorado. 2011
  • "The Role of an Auxiliary Error Term in Estimation and Inference of Affine Term Structure Models." Finance & Economics Seminar Series, Utah State University, Logan, UT. 2011

Paper

  • "Explaining International Housing Prices: Measuring the Impact of Monetary Policy, Current Account Deficits and Credit Standards." Annual International Meeting, Amercian Real Estate and Urban Economics Association, Amsterdam. 2017
  • "International housing price dynamics: Monetary policy, current account deficits, and credit standards." European Financial Management Association, European Financial Management Association, Athens, Greece. 2017
  • "International housing price dynamics: Monetary policy, current account deficits, and credit standards." American Real Estate Society, American Real Estate Society, Coronado, CA. 2017
  • "Monetary policy, current account deficits, credit standards, and housing prices." American Real Estate Society, American Real Estate Society, Denver, CO. 2016
  • "Monetary policy, current account deficits, credit standards, and housing prices." Midwest Finance Association, Midwest Finance Association, Atlanta, GA. 2016
  • "Institutional Investment, Firm Portfolio Importance, & Payout Policy." Paris Financial Management Conference, IPAG Business School, Paris. 2014
  • "Institutional Investment, Firm Portfolio Importance, and Payout Policy." Southern Finance Association Annual Meeting, Southern Finance Association, Fajardo, Puerto Rico. 2013
  • "The impact of monetary policy and mortgage standards on aggregate housing prices." American Real Estate Society Annual Conference, American Real Estate Society, Kohala Coast, HI. 2013
  • "An Examination of Primary and Secondary Market Returns in REIT IPOs." American Real Estate Society Annual Meeting, American Real Estate Society, Kona, Hawaii. 2013
  • "The impact of monetary policy and mortgage standards on aggregate housing prices." Association of Private Enterprise Education Annual Conference, Association of Private Enterprise, Maui, HI. 2013
  • "Monetary Policy Rules and the Bond Market in the U.S.." European Financial Management Association Annual Meeting, European Financial Management Association, Barcelona, Spain. 2012
  • "The Impact of Monetary Policy on the Corporate Balance Sheet." Financial Management Association European Meeting, Financial Management Association, Istanbul, Turkey. 2012
  • "Asymmetric Revisions to Primary and Secondary Shares in Seasoned Equity Offerings." Eastern Finance Association Annual Meeting, Eastern Finance Association, Boston, MA. 2012
  • "The Impact of Monetary Policy on the Corporate Balance Sheet." Eastern Finance Association Annual Meeting, Eastern Finance Association, Boston, MA. 2012
  • "Asymmetric Revisions to Primary and Secondary Shares in Seasoned Equity Offerings." Midwest Finance Association Annual Meeting, Midwest Finance Association, New Orleans, LA. 2012
  • "Can Secondary Market Investors Profit from REIT IPOs?." American Real Estate Society Annual Meeting, American Real Estate Society, Monterey, California. 2009
  • "Empirically Confronting Stochastic Singularity: An Application to Cox, Ingersoll, and Ross." Washington State University Finance Seminar, Washington State University, Pullam, WA. 2008
  • "Can Secondary Market Investors Profit from REIT IPOs?." The University of Southern Mississippi Finance & Economics Seminar Series, The University of Southern Mississippi, Hattiesburg, MS. 2008
  • "Can Secondary Market Investors Profit from REIT IPOs." The American Real Estate Society Annual Meeting, American Real Estate Society, Captiva Island, FL. 2008
  • "Can Secondary Market Investors Profit from REIT IPOs." The American Real Estate and Urban Economics Association Annual Meeting, American Real Estate and Urban Economics Association, New Orleans, LA. 2008
  • "Can Secondary Market Investors Profit from REIT IPOs?." The Eastern Finance Association Annual Meeting, The Eastern Finance Association, New Orleans, LA. 2007
  • "Do Investors Leave Money on the Table?." The Eastern Finance Association Annual Meeting, The Eastern Finance Association, New Orleans, LA. 2007
  • "Do Investors Leave Money on the Table?." Belmont University Massey School of Business Research Symposium, Belmont University, Nashville, TN. 2007
  • "Can Secondary Market Investors Profit from REIT IPOs?." Mississippi State University Finance Seminar Series, Mississippi State University, Mississippi State, MS. 2007
  • "Do Investors Leave Money on the Table?." Mississippi State University Finance Seminar Series, Mississippi State University, Mississippi State, MS. 2007
  • "Do Investors Leave Money on the Table?." The Midwest Finance Association Annual Meeting, The Midwest Finance Association, Minneapolis, MN. 2007
  • "Do Investors Leave Money on the Table?." CFA Society of Mississippi, CFA Society of Mississippi, Jackson, MS. 2007
  • "Can Secondary market Investors Profit from REIT IPOs." Financial Management Association Annual Meeting, Financial Management Association, Salt Lake City, UT. 2006

MSU Synergy Areas

Addressing Disparity: Economic Opportunity