Member of the Faculty Since: 2003
Demirer, R. and A. Kutan (2010). “The Behavior of Crude Oil Spot and Futures Prices around OPEC and SPR Announcements: An Event Study Perspective,” Energy Economics, forthcoming.
Demirer, R., A. Kutan and C. Chen (2010). “Do Investors Herd in Emerging Stock Markets? Evidence from the Taiwanese Market,” Journal of Economic Behavior & Organization, forthcoming.
Demirer, R., J. M. Charnes and D. Kellog (2007) “Influence Diagrams for Real Options Valuation,” Journal of Finance Case Research 9, No. 1 (Spring 2007), 43–70.
Demirer, R., C. Shenoy and R. Mau (2006) “Bayesian Networks: A Decision Tool to Improve Portfolio Risk Analysis,” Journal of Applied Finance, Winter 2006, 106–119.
Demirer, R., and A. Kutan (2006) “Does Herding Behavior Exist in Chinese Stock Markets?” Journal of International Financial Markets, Institutions & Money, 16, 123-142, 2006.
Demirer, R., and P. P. Shenoy (2006) “Sequential Valuation Networks and Solution of Asymmetric Decision Problems,” European Journal of Operational Research, 169, No. 1, 286–309.
Demirer, R., and D. Lien (2005) “Correlation and Return Dispersion Dynamics in Chinese Markets,” International Review of Financial Analysis, 14, No. 4, 477–491.
Eksioglu, B., R. Demirer, and I. Capar (2005) “Subset Selection in Multiple Linear Regression: A New Mathematical Programming Approach,” Computers & Industrial Engineering, 49, No. 1, 155–167.
Demirer, R., D. Lien, and D. Shaffer (2005) “Comparisons of Short and Long Hedge Performance: The Case of Taiwan” Journal of Multinational Financial Management 15, No. 1, 51–66.
Demirer, R., and D. Lien (2004) “Firm-Level Return Dispersion and Correlation Asymmetry: Challenges for Portfolio Diversification” Applied Financial Economics 14, 447–456.
Prior to joining the SIUE faculty, Dr. Demirer taught Corporate Finance and Investments at the University of Kansas.Dr. Demirer’s research interests include derivatives and risk management, investments, valuation, and decision theory. His recent work focuses on the use of futures contracts to hedge different measures of financial risks and the implications of asymmetric moments on hedge performances. His dissertation work was among the forty papers selected for presentation at the Financial Management Association’s Doctoral Consortium in 2002. He has recently published in Journal of Multinational Financial Management, Applied Financial Economics, International Review of Economics and Finance, Emerging Markets Trade and Finance, and Lecture Notes in Artificial Intelligence. He has also served as a reviewer for the National Science Foundation Decision, Risk, and Management Science – Economics program.
Dr. Demirer is a member of American Finance Association (AFA), Financial Management Association (FMA), Midwest Finance Association (MFA), and the Institute for Operations Research and the Management Sciences (INFORMS).