Anisfield School of Business (ASB)

Assistant Professor of Finance

Year Joined RCNJ: 2008

Contact Information:

• Phone: (201) 684-7354
• E-mail: jcabrera@ramapo.edu 
• Office: ASB-207
• Office Hours: Mon & Thur 10:00 am - 11:30 am

Education:

• B.S., Jacksonville University
• Ph.D., City University of New York

Courses Offered:

• Mutlinational Finance
• Equity Markets Trading
• Econometrics

Teaching Interest:

• Microstructure Finance
• Time Series Econometrics
• Statistics
• Derivatives Markets
• Corporate Finance
• International Finance

Research Interest:

• Empirical Market Microstructure
• Trading and Market Efficiency
• Applied Time Series Econometrics
• Derivative Markets

Recent Publications:

• Cabrera, J. F., Wang, T., & Yang, J. (in press, 2011).  Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check.   Journal of Real Estate Research.
• “International Contagion during the recent U.S. Financial Crisis.” (with Viktoriya Staneva) Financial Crisis in the Global Bubble Economy, Nova Publishers ( 2010)
• Cabrera, J. F., Wang, T., & Yang, J. (2010). Nonlinearity, Data-Snooping, and Stock Index ETF Return Predictability. European Journal of Operational Research.
• Cabrera, J. F., Wang, T., & Yang, J. (2009). Do Futures Lead Price Discovery in Electronic Foreign Exchange Markets?. Journal of Futures Markets, 29 (2), 137-156.