Thomas J. George
Bauer Professor of Finance
Director AIM Center for Investment Management
Office: 350 Melcher Hall
Phone: (713) 743-4762
e-mail: tom-george@uh.edu
Education
- Ph.D., University of Michigan, Finance, December 1989.
- B.S.B.A., Duquesne University, Accounting, May 1985.
Publications
- “The 52-Week High, Q Theory and the Cross-Section of Stock Returns,” (with Chuan-Yang Hwang and Yuan Li), forthcoming, Journal of Financial Economics.
- “Disclosure Policies of Investment Funds,” (with Chuan-Yang Hwang), 2015, Quarterly Journal of Finance, 5, 1, 49 pages.
- “Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers,” (with Alex Boulatov), forthcoming, Review of Financial Studies.
- “A Resolution of the Distress Risk and Leverage Puzzles in the Cross Section of Stock Returns,” (with Chuan-Yang Hwang), 2010, Journal of Financial Economics, 96, 56-79.
- “Bootstrap Refinements of Microstructure Tests,” (with Chuan-Yang Hwang and Tavy Ronen), 2010, Review of Quantitative Finance and Accounting, 35, 47-70.
- “Long-Term Return Reversals: Overreaction or Taxes?,” (with Chuan-Yang Hwang), 2007, Journal of Finance, 62, 2865-2896.
- “The 52-Week High and Momentum Investing” (with Chuan-Yang Hwang), 2004, Journal of Finance, 59, 2145-2176. Nominated ~ Smith Breeden Prize
- "Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing," (with Chuan-Yang Hwang), 2001, Review of Financial Studies, 14, 979-1020.
- "Endogenous Market Statistics and Security Pricing: An Empirical Investigation," (with Chuan-Yang Hwang), 1998, Journal of Financial Markets, 1, 285-319.
- "Pricing Errors at the NYSE Open and Close: Evidence from Internationally Cross-Listed Stocks," (with Margaret Forster), 1996, Journal of Financial Intermediation, 5, 95-126. Winner ~ Best Paper Prize Vol. 5
- "Trading Hours, Information Flow, and International Cross-Listing," (with Margaret Forster), 1995, International Review of Financial Analysis, 4, 19-34.
- "Transitory Volatility and Price-Limit Rules: Evidence from the Tokyo Stock Exchange," (with Chuan-Yang Hwang), 1995, Journal of Financial and Quantitative Analysis, 30, 313-327.
- "Trading Volume and Transaction Costs in Specialist Markets," (with Gautam Kaul and M. Nimalendran), 1994, Journal of Finance, 49, 1489-1506.
- "The Cross-Sectional Distribution of Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market," (with Francis Longstaff), 1993, Journal of Financial and Quantitative Analysis, 28, 381-397.
- "Anonymity in Securities Markets," (with Margaret Forster), 1992, Journal of Financial Intermediation, 2, 168-206. Runner Up ~ Best Paper Prize, Vol. 2
- "Estimation of the Bid-Ask Spread and its Components: A New Approach," (with Gautam Kaul and M. Nimalendran), 1991, Review of Financial Studies, 4, 623-656.
Working Papers
- “Analyst Coverage and the Glamour Discount,” (with Chuan-Yang Hwang).
- “Analyst Coverage and Two Puzzles in the Cross Section of Returns,” (with Chuan-Yang Hwang).
Awards
Research
- Smith-Breeden Prize Nominee, Journal of Finance, 2004.
- Prize for Best Paper in Journal of Financial Intermediation, Vol. 5
- Runner-Up, Prize for Best Paper in Journal of Financial Intermediation, Vol. 2
- Best Paper Award, 1999, The Sixth National Taiwan University Conference on Finance
- Best Paper Award, 1995, The Second National Taiwan University Conference on Finance
- Best Paper Award, 1994, The First National Taiwan University Conference on Finance
- 1999 Summer Research Grant, College of Business, University of Iowa
- 1998 Summer Research Grant, College of Business, University of Iowa
- 1997 Summer Research Grant, College of Business, University of Iowa
- 1996 Summer Research Grant, College of Business, University of Iowa
- 1994 Dean's Summer Research Grant, College of Business, The Ohio State University
- 1993 Dean's Summer Research Grant, College of Business, The Ohio State University
- 1992 Dean's Summer Research Grant, College of Business, The Ohio State University
- 1992 Seed Grant, The Ohio State University
Teaching
- Melcher Award for Excellence in Service (College Level), 2014
- University-Level Teaching Award, 2013, University of Houston
- Melcher Award for Excellence in Teaching (College Level), 2012
- Outstanding Professor Award, Executive MBA Class of 2001, University of Iowa
- University-Level Teaching Award 2001, University of Iowa
- Outstanding Professor Award, Executive MBA Class of 2000, University of Iowa
- Full-Time MBA Outstanding Core Professor Award, Full-Time MBA Class of 1994, Ohio State University
- Full-Time MBA Outstanding Core Professor Award, Full-Time MBA Class of 1993, Ohio State University
