Coronavirus Information:
Bradley University will continue on-campus, in-person classes for the spring 2021 semester with limited restrictions.

Amit Sinha

Amit Sinha

Professor, Finance and Quantitative Methods

    Business and Engineering Convergence Center 4148
    (309) 677-3582
   asinha@fsmail.bradley.edu

 

Ph.D., Finance, Kent State University
P.G.D.B.A., Finance, ICFAI Business School
CFA (icfai)

Teaching

  • Fin 220 Personal Finance
  • Fin 322 Business Finance
  • Fin 323 International Financial Management
  • Fin 325 Investments
  • Fin 327 Derivative Securities
  • Fin 426 Financial Research And Modeling
  • Fin 494 Financial Researches And Modeling
  • Fin 622 Financial Management

Scholarship

Select Published Manuscripts

  • Simulation of a Financial Market: The Possibility of Catastrophic Disequilibrium, Co-authored with Kelly Roos, Philip A Horvath, and Tyler Beason, Chaos, Solitons & Fractals, August 2019, v125, pp 13-16
  • Understanding Price Discovery in Interconnected Markets: Generalized Langevin Process Approach, Co-authored with Natalya A. Schenck and Philip A. Horvath, Physica A: Statistical Mechanics and its Applications, 2018, v491n1, 741-747
  • The Performance of Stock Portfolios formed using Fuzzy Logic, Co-authored with Andrew Jacob, Financial Statistical Journal, 2018, Volume 1, Number 2
  • The Real Miss-Specification In The Forward Rate Premium Puzzle, Co-authored with Philip A. Horvath and Robert C. Scott, Journal of Economics and Finance, July 2017Volume 41, Issue 3, 463–473
  • Asymmetric Reaction is Rational Behavior, Co-authored with Philip A. Horvath, Journal of Economics and Finance, 2017, v41n1, 160-179
  • An Ising spin state explanation for financial asset allocation, Co-authored with Philip A. Horvath and Kelly Roos, Physica A: Statistical Mechanics and its Applications, v445 (2016), pp 112-116
  • Is Hyperbolic Discounting Really Evidence Of Irrational Behavior?, Co-authored with Philip A. Horvath, Quantitative Finance, v13 (2013, No. 5), pp 665-770
  • Two Proxies for Shareholder Influence: A Case of Payout Policy, Co-Authored with Xiaoying (Cindy) Chen, and Xin Chen, Corporate Ownership and Control, v10 (2012, No. 1), pp 573-585
  • The Efficacy of Conditional Cost of Carry Models in Pricing Oil Futures, Co-authored with Eric Girard and Rita Biswas, Review of Futures Markets, v16 (2009-10, No. 3), 271-299
  • The Relationship between Information Flow and Energy Futures Volatility, Co-authored with Eric Girard and Rita Biswas, Review of Futures Markets, v16 (No. 3, 2008) 271-300
  • Long-run Performance following Quality Management Certification, Co-authored with Eurico Ferreira, and Dale Varble, Review of Quantitative Finance and Accounting, v30 (No. 1, 2008), pp 93-109
  • Risk and Return in the Next Frontier, Co-authored with Eric Girard, Journal of Emerging Market Finance, v7 (No. 1, 2008), pp 43-80
  • Does Total Risk Matter? The Case of Emerging Markets, Co-authored with Eric Girard, Multinational Finance Journal, v10 (No. 1/2, 2006), pp 117–151
  • The Impact of Time Duration between Trades on the Price of Treasury Futures Contracts, Co-Authored with Mark Holder and Min Qi, The Journal of Futures Markets, v24 (No. 10, 2004), pp 965-980
  • The Euro and Capital Market Integration: Are We There Yet?, Co-Authored with Mark Holder and Jacobus Severiens, Managerial Finance, v27 (No. 9, 2001), pp 32-40

Recent Presentations

2021

  • The Reliability of Geometric Brownian Motion Forecasts of S&P 500 Index, Academy of Finance, MBAA International, Chicago, IL
  • How to Implement a Trinomial Option Pricing Model in MS-Excel?, Academy of Finance, MBAA International, Chicago, IL
  • Cash and Operating Cycles as Determinant Measures of Success Between CEO and CFO, Co-authored with Amy Fairfield, Bakhtear Talukdar, Avishek Bhandari, Mohammad Jafarinejad, Academy of Finance, MBAA International, Chicago, IL

2020

  • The Reliability of Geometric Brownian Motions Forecasts of S&P 500 Index Values, MBAA International Conference, Chicago, IL (Conference Cancelled due to Corona Virus)
  • A Perspective About Multi-Rationality Decision Making, MBAA International Conference, Chicago, IL (Conference Cancelled due to Corona Virus)

2019

  • AACSB Standards and You -- Faculty Perspective, Foster College of Business, Peoria, IL
  • The Reliability of Geometric Brownian Motions Forecasts of S&P 500 Index Values, Foster College of Business, Peoria, IL
  • Individual Choice of Utility: A Test of Hyperbolic Discounting, Co-authored with Amy Fairfield, MBAA International Conference, Chicago, IL
  • Geometric Brownian Motion: A New Look at Stock Price Prediction, MBAA International Conference, Chicago, IL
  • Tips for Promotion to Full Professor: Round Table Discussion, Presented with Rajesh Iyer, and Tanya Marcum, Foster College of Business, Peoria, IL

2018

  • Accounts Receivable, Accounts Payable And Supply Chain Bullies: A Markov Chain Liquidity Model, Co-Authored with Philip A. Horvath, 2018 MBAA International Conference, Chicago, IL

2017

  • Fuzzyfy to Simplify Stock Section Decision, Co-authored with Andrew Jacob, CBER Colloquium, Peoria, IL
  • Fuzzyfication: Stock Selection Decision Made Easy, Co-authored with Andrew Jacob, MBAA International Conference, Chicago, IL

2016

  • The Relevance of Extreme Moments and Their Preferences, Co-authored with Philip A. Horvath, Southern Finance Association, Sandestin, FL

Service

Academic Conference Leadership

  • Academy of Finance
    • President Elect: 2022-23
    • Program Chair: 2021-22

Editorial Board

  • Risks: Editorial Review Board Member
  • Journal of Financial Issues: Editorial Review Board Member
  • Financial Statistical Journal: Editor-in-Chief

Manuscripts Reviewed for following Journals

  • Energies
  • The Financial Review
  • Financial Statistical Journal
  • International Journal of Behavioural Accounting and Finance
  • The International Journal of Management Education
  • Journal of Financial Issues
  • Journal of Risk and Financial Management
  • Review of Futures Markets
  • Review of Quantitative Finance and Accounting
  • Risks
  • Sustainability

Committees/Responsibilities

  • AACSB Accreditation Coordinator
  • University Strategic Planning Committee
  • Student Scholarship Expo Faculty Advisory Board
  • Faculty Advisor to Student Groups