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Theodore E Day
Office MailstopMail Box: SM31, SOM3815, Room No.: SOM14330 
Email Address    Primary Phone Number 972-883-2743    Media Contact
 Professional Preparation
 Ph.D.BusinessStanford University1981
 M.A.EconomicsStanford University1979
 M.B.A.FinanceUniversity of Oklahoma1976
 B.A.AccountingUniversity of Oklahoma1974
Collapse Section Expand Section Publications
 1  2 3 4  
  YearPublication  Type
Margin Adequacy in Futures Markets, with Craig M. Lewis. Journal of Business 77 (2004), 101-135.
Category: Journal of Business
Peer reviewed
Dividends, Nonsynchronous Prices, and Returns from Trading the Dow Jones Industrial Average, with Pingying Wang. Journal of Empirical Finance 9 (2002),431-455.
Category: Journal of Empirical Finance
Peer reviewed
Following the Leader: An Analysis of Analyst's Earnings Forecasts, with Rick Cooper and Craig M. Lewis. Journal of Financial Economics 61 (2001),383-416. Awarded the 2001 FamaJDF A Prize as the best paper on Capital Markets and Asset Pricing published in the Journal of Financial Economics.
Category: Journal of Financial Economics
Peer reviewed
Transfer Pricing, Incentive Compensation, and Tax Avoidance in a Multi-Division Firm, with Yoon Choi. Review of Quantitative Finance and Accounting 11 (1998), 139-164.
Category: Review of Quantitative Finance and Accounting
Peer reviewed
Mortgages, Minorities and Discrimination, with S.J. Liebowitz. Economic Inquiry 36 (1998), 3-28.
Category: Economic Inquiry
Peer reviewed
Collapse Section Expand Section Appointments
DurationRankDepartment / SchoolCollege / OfficeUniversity / Company
1999-2007Professor of Finance  University of Texas at Dallas
1992-1999Associate Professor of Finance (tenure)  University of Texas at Dallas
1990-1992Associate Professor of Finance  University of Texas at Dallas
1988-1990Visiting Associate Professor of Finance  University of North Carolin
1981-1988Assistant Professor of Finance  Vanderbilt University
       Teaching HelpHelp  
 Additional Information
Professional Certification
  • Certified Public Accountant (Oklahoma, 1975)

Memberships in Professional Organizations
  • American Finance Association
  • Western Finance Association
  • Oklahoma Society of Certified Public Accountants

Research in Progress
  • "The Impact of Mutual Fund Diversification on the Returns to Active Management", with YexiaoXu.
  • "The Impact of Changes in Resale Restrictions on the Discounts for Unregistered Private Placements", with Jess Cornaggia.
  • "On the Determinants of the Marketability Discount", with William Barnard.
  • "Earnings Management and Informed Trading in the Stock and Options Markets", with Robert Kieschnick and Volkan Muslu.

Research Grants
  • New York Mercantile Exchange, "Forecasting Conditional Volatility in the Oil Futures Market with Option Prices, " with Craig M. Lewis, 1991.
  • Chicago Board Options Exchange, "The Behavior of the Volatility Implicit in the Prices of Stock Index Options," with Craig M. Lewis, 1987.
  • Vanderbilt University Research Council Grant, "Liquidity Premiums and the Real Rate ofInterest," 1984.
  • Small Business Administration, contract number SBA-6054-0A-83, "Taxes, Financial Policy and Firm Size," with Hans Stoll and Robert Whaley, 1983.

Referee Services
  • Financial Management
  • Journal of Finance
  • Journal of Financial and Quantitative Analysis
  • Journal of Financial Economics
  • Journal of Futures Markets
  • Journal of Financial Services Research
  • Review of Financial Studies
  • Review of Futures Markets
  • Review of Quantitative Finance and Accounting

Dissertation Committees Chaired
  • Zhengzheng Li (Co-Chairman)
  • Yi Wang (Co-Chairman/Completed 2000)
  • Ping Ying Wang (Chainnan/Comp1eted 1998)
  • Sarathi Roy (Co-Chairman/Completed 1996)
  • Robert T. Maurer (Chairman/Completed 1995)
  • Richard Held (Chainnan/Completed 1995)
  • ZuKang Hua (Chairman/Completed 1993)

Committee Assignments and University Service
  • Area Coordinator for the Finance and Managerial Economics Area (1993-2005)
  • Chairman, Finance Faculty Search Committee (1996, 1997, 1998, 1999,2001,2003,2004)
  • Chainnan, University Committee on Educational Policy (2001-2002)
  • Chairman, University Committee on Effective Teaching (1997-1998)
  • Chainnan, Library and Facilities Committee (1993-1995 and 1999-2003)
  • Chairman, School of Management Teaching Committee (1995-1998, 2003-2005)
  • Chairman, various ad hoc promotion review committees for Finance Faculty
  • Coordinator for Ph.D. Program in Finance (1992-2005)
  • Search Committee for the Dean of the School of Management (1995)
  • Search Committee for the Directory of the McDennott Library (2000)
  • Faculty Senate (1993-1996)
  • Academic Policy and Planning Committee (1993-2005)
  • Research Committee (1990-1999)
  • Accounting Faculty Search Committee (1995 and 1996)
  • University Committee on Educational Policy (1999-2000)
  • University Planning and Facilities Committee (1990-1992)
  • University Committee on Intellectual Property (1996-1998)

Courses Taught
  • Options and Futures Markets
  • Investment Management
  • Corporate Finance
  • Ph.D. Seminar in Asset Pricing

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