SDSU Finance Department - Impact Summary FY2021-22

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Fiscal Year 2021-2022

Finance Department Impact Report business.sdsu.edu



Finance Department

FISCAL YEAR (FY) 2021-22 POINTS OF PRIDE Message from Faculty

Points of Pride

In Fall 2021, the department supported 1,293 students enrolled in finance. The Business Administration finance degree was the fifth most popular degree among the Class of 2022. Each Fowler College of Business department names its most “Outstanding Students,” and they name their most influential faculty members. Two finance faculty received the honor this year: Professor YoungJun Song, selected by Dominique Surabian, Finance Professor Anne Wenger, selected by David Mathias, Financial and Tax Planning Financial Market Labs

Your past and continued generosity for establishing endowed professorships in finance, creating an endowment to acquire financial databases, supporting specific program areas, and establishing scholarships for students will help support the recruitment and retention of world-class faculty, offer state-of-theart curriculum to students in response to business needs, and to attract, develop, retain, graduate, and place high-quality, diverse students. Thank you for your continued support to help faculty, students, and business.

The Financial Markets Lab, housed in the finance department, provides students with hands-on experiences and resources that deepen their understanding of the rapidly changing economy and prepares them to enter the workforce, including:

12

300

2

BLOOMBERG TERMINALS The Financial Markets Lab is equipped with 12 Bloomberg Terminals, a stock market ticker display, and the latest classroom technology. STUDENTS USING THE FINANCIAL MARKET LAB On average, between 250 and 300 students use the lab each month. STUDENT-RUN INVESTMENT FUNDS Real-time data and analysis of historical data at the lab support the creation and management of two studentrun investment funds: The Undergraduate Equity Fund and the graduate student-run Aztec Equity Fund.

Master of Finance Degree (a STEM classified program)

Kamal M. Haddad, Ph.D. Robert and Amy Abramson Professor of Finance Chair, Finance Department

Fowler College of Business

The department is launching a Master of Finance degree (a STEM classified program) in Fall 2022. Program highlights include: Intended for those who seek to blend technological and financial knowledge to establish or accelerate a career in finance. Designed to prepare graduates to address financial decision-making and risk management issues prevalent in the marketplace, including competencies in artificial intelligence and big data to keep up with evolving technologies. The program has been approved by the university and is awaiting approval from WASC and the Chancellor’s Office.


Student Awards

Faculty Student Spotlight

Awards Finance and Investment Society (FIS) Spring 22 Stock Pitch Competition

Each semester, students get the opportunity to work together and pitch a stock to their peers. This rewarding competition allows students to increase their understanding of financial markets and meet classmates with like-minded interests.

Alumni Association Award for Outstanding Faculty Contributions to the University for 2021-2022 Dr. Kamal Haddad, the Robert and Amy Abramson Professor of Finance and Chair of the Department of Finance, has been selected as the recipient of the Alumni Association Award for Outstanding Faculty Contributions to the University for 2021-2022. He will be recognized and presented with the award at the AllUniversity Convocation on August 19, 2022.

The competition was organized by Bekhruz Nuriddinov and held in March 2022 after 2 weeks of intense due diligence from teams. FIS Winning Team (left to right) Chloe Kim (1st

year), Adrian Vargas (4th year), Andre Tueros (3rd year), Bekhruz Nuriddinov (mentor, 3rd year), Ethan Onarecker (3rd year), and Brian Martinez (1st year)

For this year's competition, the three teams participated and researched Amazon, AMD, and Chevron.

Amazon was the winning team.

The competition judges were: Stephen Nielander, a Wealth Management Partner at Cerity Partners (donor, lecturer, and finance alumnus); Benjamin Hefter, an Investment Banking Analyst at Objective (finance alumnus); and Frank Massa, an incoming Credit Research Analyst at PGIM (senior finance student). The pitch followed a CFA style of equity research, establishing professional research etiquette, followed by a presentation phase to build fast critical thinking ability.

SDSU Finance Student Team Emerges Victorious in Regional Business Competition

A team of undergraduate finance students from the Fowler College of Business was declared the winner of a field of five teams from local universities during the annual CFA Institute Research Regional Challenge held on March 2, 2022.

Frank Ryan received the Inaugural Glazer Outstanding Lecturer Fellowship

Fowler finance students Anthony Waldrop,

Dylan Fitzpatrick, Bekhruz Nuriddinov and Aiden Resnick


Course Highlights | Student Awards

Making an Impact

Course Highlights

In Fall 2021: Introductory Property Management class enrollment doubled. Forty-five students enrolled in our new Principles of Risk and Insurance class. The catalog now offers new Property Management and risk and insurance certificates. Launched advanced certificates in financial analysis and investments. San Diego Financial Executives Awards

Kamal Haddad nominated three students for the San Diego Financial Executives Awards. They were honored and presented awards at the FEI awards banquet, including:

Grace Zambriski, received a $1,000 San Diego Financial Executives International (FEI) Scholarship. Dominique Surabian, finance, received a 2022 San Diego FEI Outstanding Student Award. David Mathias, financial and tax planning, received a 2022 San Diego FEI outstanding student award.

Student Spotlight

Dominique Surabian, Class of 2022

As a senior looking back upon my last four years at San Diego State, I am immensely satisfied with the education I received in finance. It was one of continual opportunities to be mentored, ask questions, engage in meaningful debates with professors and classmates, and encounter life-like scenarios in both theory and practice. The finance department at SDSU does an incredible job of utilizing its resources to craft meaningful course plans full of rich texts, case studies, technical certification opportunities, and enthusiastic instructors. From my first to my last classes, professors and faculty alike have poured themselves into my academic and professional success, leading to what I predict will be a lifelong infatuation with our field of study. I am honored to be graduating as the Outstanding Graduate in Finance.

Thank you for supporting student scholarships, faculty excellence, and experiential learning for finance majors.


Faculty | Research and Publications

Faculty Achievements

Faculty | Research

Januj Juneja (with A.D. Amar) presented “Assessing Eurosystem Policy Rules by Applying Januj A. Juneja, Ph.D Associate Professor of Finance

Edward Pierzak, Ph.D. Finance Department

Yaoyi Xi, Ph.D. Assistant Professor of Finance

Mingming Ao, Ph.D. Assistant Professor of Finance

Deep Learning Approach,” at the 2021 annual meeting of the IEEE International Conference on Machine Learning with Applications from December 13-15, 2021.

Januj Juneja (with A.D. Amar) presented “How the information technology firms can

grow and perform through capital allocation,” at the 2021 annual meeting of the IEEE Technology and Engineering Management Society at the University of Dubrovnik located in Dubrovnik, Croatia, from May 17-21, 2021.

Edward F. Pierzak presented “Can Place-Based Tax Incentives Do More Harm Than

Good? Investor Impact on SIngle-Family Home Prices in Qualified Opportunity Zones” at the American Enterprise Institute Housing Center Research Collaborative, Washington, DC, September 23, 2021. Wintoki, J. and Y. Xi presented “Shocks to CEO Overconfidence and the Deflation of Hubris in Acquisitions” at the 2021 Eastern Finance Association Annual Conference, 2021 Financial Management Association Annual conference, and the 2022 California Corporate Finance Conference.

Mingming Ao presented “Competition Network, Distress Propagation, and Stock

Returns” at the 2021 Financial Markets and Corporate Governance Conference. Winner of the 2021 Crowell Second Prize. The prize is named in honor of PanAgora’s founder, the late Dr. Richard A. Crowell. Winner of CFA Institute Asia-Pacific Research Exchange Award, NZFM 2021 Semi-finalist for best paper in corporate finance - Financial Management Association 2021

Publications

Juneja, J. and Amar, A.D. (2021). Assessing Eurosystem Policy Rules By Applying Deep Learning Approach. Proceedings of IEEE International Conference on Machine Learning and Applications, 1773-1778. Juneja, J. (2021). A computational analysis of the tradeoff in the estimation of different state space specifications of continuous-time affine term structure models. Computational Economics, forthcoming.

Amar, A.D., and Juneja, J. (2021, May). How the information technology firms can grow and perform through capital allocation. Proceedings of IEEE Technology and Engineering Management Society Conference, 75-81.

Juneja, J. (2021). Analyzing integration of the euro area: How partial risk-sharing and a

lack of complete markets raise concerns about its durability and stability. International Journal of Computational Economics and Econometrics, 11, 419-461.


Faculty | Publications

Faculty Publications

Lachance, M. (2021). ETFs' high overnight returns: The early liquidity provider gets the

Achievements

worm. Journal of Financial Markets, 54 100563

Lachance, M. (2021). The new ETF Rule: Rethinking intraday indicative values. Finance Research Letters 39 101557

Pierzak, E. (2021). Who Gains from Place-Based Tax Incentives? Exploring Apartment Sales Prices in Qualified Opportunity Zones. The Journal of Portfolio Management

Marie-Eve Lachance, Ph.D. Associate Professor of Finance

Nowak, A., Price, B. and Smith, P. (2021). Real Estate Dictionaries Across Space and Time. The Journal of Real Estate Finance and Economics, 62:139–163. Jiang, C., M.B., Wintoki and Y. Xi (2021). Insider Trading and the Legal Expertise of Corporate Executives. Journal of Banking and Finance (127).

Nanigian, D. The Historical Record on Active versus Passive Mutual Fund Performance. The Journal of Investing (December 2021), joi.2021.1.212; DOI.

Patrick Smith, Ph.D. Associate Professor of Finance

Tang, N. Cognitive Abilities, Self-Efficacy, and Financial Behavior.” Journal of Economic Psychology, 87: 102447, (December 2021). Lachance, M. (2022). ETFs’ Two-Sided Trading Costs and Order Imbalances. The Financial Review, forthcoming, available online.

Beracha, E., He, Z., Wintoki, M.B and Y. Xi (2021). On the Relation between Innovation and Housing Prices – A Metro Level Analysis of the US Market, Journal of Real Estate Finance and Economics.

David Nanigian, Ph.D., CFP® Dr. Thomas Warschauer Endowed Professor of Finance

Ning Tang, Ph.D. Associate Professor of Finance


Thank you for your generous support.

For questions regarding this report please contact DonorRelations@SDSU.edu or call (619) 594-2448.

Donor Relations University Relations and Development San Diego State University 5500 Campanile Drive San Diego, CA 92182-8030 SDSU.edu


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