Selected Research and Published Articles

Product Competition – Price and Demand Forecasting

“Detecting Price Artificiality and Manipulation in Futures Markets: An Application to Amaranth,” A. Saha with H. Petersen, Journal of Derivatives and Hedge Funds, 18 (2012), 254-271.


“To Bundle or Not To Bundle: Firms’ Choices Under Pure Bundling,” A. Saha with G. Hubbard and J. Lee, International Journal of the Economics of Business, February 2007, 59-83.


“Complementary Goods: Prices and Consumer Welfare Under Duopoly and Monopoly,” A. Saha with A. Girnius and O. Andriychenko, International Journal of the Economics of Business, November 2006, 373-386.


“Generic Competition in the U.S. Pharmaceutical Industry,” A. Saha with H. Grabowski, H. Birnbaum, P. Greenberg, and O. Bizan, International Journal of the Economics of Business, April 2006, 15-38.


“Predicting The Price Effect of Mergers with Polynomial Logit Demand,” A. Saha with P. Simon, International Journal of the Economics of Business, Antitrust Special Issue, 7, (2000), 149-157.


SECURITIES AND VALUATION

“Actively Managed versus Passive Mutual Funds: A Horse Race of Two Portfolios” A. Saha with A. Rinaudo, The Journal of Financial Transformation, Forthcoming, Fall 2017.


“A Tale of Two Anomalies: Higher Returns of Low-Risk Stocks and Return Seasonality,” A. Saha with C. Fiore, The Financial Review, April 2015. 257-273.


“An Intraday Event Study Methodology for Determining Loss Causation,” A. Saha with A. Rinaudo, The Journal of Financial Perspectives 2(2), July 2014, 161-172.


“Calculating Damages in ERISA Litigation,” A. Saha with A. Ferrell, The Journal of Financial Perspectives 1(2) (2013), 1-11.


“Forward-Casting 10b-5 Damages: A Comparison to Other Methods,” A. Saha with A. Ferrell, Journal of Corporation Law, 37(2) (Winter 2012), 365-387.


“Securities Litigation and the Housing Market Downturn,” A. Saha with A. Ferrell, Journal of Corporation Law, Fall 2009, 92-122.


“The Clustering of Extreme Movements: Stock Prices and the Weather,” A. Saha with B. Malkiel and A. Grecu, The Journal of Investment Management (2009), 20-35.


“The Loss Causation Requirement for Rule 10b-5 Causes-of-Action: The Implication of Dura Pharmaceuticals v. Broudo,” A. Saha with A. Ferrell, The Business Lawyer, November 2007.


“Why Do Hedge Funds Stop Reporting Their Performance?” A. Saha with A. Grecu and B. Malkiel, Journal of Portfolio Management, Fall 2007, 119-126.


“Hedge Funds: Risk and Return,” A. Saha with B. Malkiel, Financial Analysts Journal, December 2005, 80-88. Recipient of the Graham and Dodd “Best Perspectives Paper” Award, 2005.


VALUATION AND DAMAGES

“Valuation of Cash Flows with Time-Varying Cessation Risk,” A. Saha with B. Malkiel, Journal of Business Valuation and Economic Loss Analysis, 7(1) (2012).


“DCF Valuation with Cash Flow Cessation Risk,” A. Saha with B. Malkiel, Journal of Applied Finance, 1 (2012), 175-186.


“A New Approach to Estimating Damages in Mass Torts,” A. Saha with L. Hilton, International Journal of the Economics of Business, 7 (2000), 27-46.


RISK MODELING

“Downside Risk Protection of Retirement Assets: A New Approach,” A. Saha with A. Rinaudo, The Journal of Financial Transformation 45, March 2017, 111-120.