JUAN F. CABRERA

ASSISTANT PROFESSOR OF FINANCE
B.S., Jacksonville University
Ph.D., City University of New York

Year Joined RCNJ: 2008

Courses Offered:

• Management Statistics
• Corporate Finance I

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. (forthcoming, 2009). 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.