Education
- Ph.D., Finance, University of Texas at San Antonio, 2012
- M.A., Economics:Econometrics Concentration, University of Cincinnati, 2008
- M.B.A., University of Southern Indiana, 2008
- B.S., Economics, University of Southern Indiana, 2005.
Publications
- Williams, M. (2013). The Impact of Quantitative Easing on Asset Price Comovement. In Frontiers of Economics and Globalization: International Financial Markets eds. H.G. Fung and Y. Tse (forthcoming) .
- Ding, D.K., Y. Tse, M. Williams (2013). The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts. Journal of Futures Markets (forthcoming).
- Tse, Y., M. Williams (2013). Price Discovery in International and Emerging Asset Markets. In the Robert W. Kolb Series in Finance: Market Microstructure in Emerging and Developed Markets eds. H.K. Baker and H. Kiymaz (forthcoming).
- Tse, Y., M. Williams (2013). Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis. Financial Review (forthcoming).
- Lu, C., Y. Tse, M. Williams (2013). Returns Transmission, Value at Risk, and Diversification Benefits in International REITs: Evidence from the Financial Crisis. Review of Quantitative and Financial Analysis 40(2), 293-318.
- Chan, K., Y. Tse, M. Williams (2011). The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets. In the NBER Book Series: East Asia Seminar on Economics, Volume 20 eds. T. Ito and A.K. Rose.
- Tse, Y., M. Williams (2010). Restricted Private Information Provision during Short Sale Bans. Managerial Finance 36 (8), 722-737.
- Chen, J., Y. Tse, M. Williams (2009). Trading Location and Equity Returns: Evidence from US Trading of British Cross-Listed Firms. Journal of International Financial Markets, Institutions, and Money 19 (5), 729-741.
- Chen, M.W., T. Mahoney, M.A. Shifflet, M. Williams (2009). Gender Differences in the Mutual Fund Industry. Journal of Financial and Economic Practice 8 (2), 35-44.
- Tse, Y., M. Williams (2009). Increased Efficiency in Electronic Markets: Liquidity vs. Informed Trading. Global Business and Finance Review 14 (1), 37-50.
- Heo, S., J.G. Kang, G. Valentine, M. Williams (2007). An Estimation of Early Exercise Premium for S&P 100 Index American Put Options. Journal of Financial and Economic Practice 7 (2), 77-98.
Presentations
- Ding, D.K., Y. Tse, M. Williams (2012). The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts. 2012 Annual Financial Management Association Meeting. Atlanta, GA: 2012.
- Tse, Y., and M. Williams (2011). Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis. (To Be Presented) 2011 Annual Financial Management Association Meeting. Denver, CO: 2011.
- Tse, Y., and M. Williams (2011). Failure to Trade: The Curious Case of Two Argus Futures Contracts. (To Be Presented) 2011 Annual Southern Finance Association Meeting. Key West, FL: 2011.
- Lu, C., Y. Tse, and M. Williams (2010). Returns Transmission, Value at Risk, and Diversification Benefits in International REITs: Evidence from the Financial Crisis. 2010 Annual Financial Management Association Meeting. New York, NY: 2010; 49th Annual Southwestern Finance Association Meeting. Dallas, TX: 2010.
- Williams, M. (2005). Building Social Capital Through Social Network Analysis. Connect with Southern Indiana Seminar Series, 2005-2011.
- Tse, Y., and M. Williams (2009). Changes in Private Information Provision due to Restricted Short Selling. 48th Annual Southwestern Finance Association Meeting. Oklahoma City, OK: 2009.
Research
- Bhanot, K., N. Burns, D. Hunter, M. Williams (2013). Comovement and Contagion among PIIGS’ Sovereign Bonds: The Impact of News Announcements and Risk Perceptions.
- Tse, Y., and M. Williams (2013). Manic Markets: Are Leveraged ETFs Responsible for End-of-Day Reversals in Asset Prices?
- Liu, L., M. Williams, J. Yin (2013). Follow the Leader: Earnings Management Herding.
Service
- Discussant: Loureiro, G., A.G. Taboada (2012). The Impact of IFRS Adoption on Stock Price Informativeness. 2012 Annual Financial Management Association Meeting. Atlanta, GA: 2012.
- Discussant: Brockman, P., D.W. French, C. Tamm (2010). REIT Organizational Structure, Institutional Ownership, and Stock Performance. 49th Annual Southwestern Finance Association Meeting Dallas, TX: 2010.
- Discussant: Jessen, P., P.L. Jørgensen (2009). Optimal Investment in Structured Bonds. 48th Annual Southwestern Finance Association Meeting. Oklahoma City, OK: 2009.
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