معرفی
Kenneth Smith is a Lecturer I in Management at the Naveen Jindal School of Management, University of Texas at Dallas. He holds a Ph.D. in Finance from the University of California, Riverside (1981), an M.A. from the University of South Florida (1976), an M.S. from Indiana State University (1973), and a B.S. from the same institution (1972). His research focuses on financial markets, including equity and bond market dynamics, volatility modeling, and global financial integration. His work has explored topics like flight-to-safety phenomena, GARCH modeling applications, and cross-market interdependence.
Dr. Smith's publications highlight a strong emphasis on quantitative analysis in finance, with frequent use of econometric techniques such as Granger causality, cointegration, and breakpoint detection. Recent work (post-2000) has investigated copper futures volatility and G7 bond market interactions. Earlier studies (1990s) addressed post-1987 crash market behaviors and North American equity comovement.
He is a recognized member of professional organizations including the American Finance Association and Financial Management Association. His academic contributions were acknowledged through inclusion in Who’s Who in Finance and Industry (27th edition). No advising/grant information is publicly listed in available records.
