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Robert Connolly

Title: Adjunct Associate Professor, Economics
Department/School: Economics , CB#3490
Telephone: (919) 962-0053
Email:Robert_Connolly@unc.edu
Webpage:http://www.kenan-flagler.unc.edu/Faculty/search/detail.cfm?person_id=128
Appointed Year: 1990
Education:Doctorate (1982), Univ Maryland Col Pk
World Area Of Focus:• International 50%-74%
Languages:• French (limited working proficiency)
Specialization:International finance and economics, finance, applied econometrics
current work focuses on the impact of stock market uncertainty on co-movement of stock and bond returns across the globe, information vs. herding as explanations of cross-market equity return co-movement, and explanations and models of asset return and trading volume persistence in world capital markets
Relevant Experience: Senior Research Fellow of the UNC-Chapel Center for the Study of the American South, where he helps to direct a major research effort focused on the impact of globalization on industry in the U.S. South
Relevant Courses Taught:
Recent Publications:• 2006 "Is There More to Long Memory in Fixed-Income Excess Returns and Volability than Structural Instability?" (with Nuray Guner and Ken Hightower), Journal of Money, Credit, and Banking, 2006.
• 2003 "Momentum and Reversals in Equity Index Returns with Abnormal Turnover and Return Dispersion in Individual Firm Stocks," (with Chris Stivers), Journal of Finance, 2003.
• 2003 "International Equity Market Co-Movements: Economic Fundamentals or Contagion?" (with F. Albert Wang), Pacific-Basin Finance Journal, January 2003.
• 2002 International Equity Market Co-Movements:Economic Fundamentals or Contagion' (with F. Albert Wang), Pacific-Basin Finance Journal, forthcoming, 2002. 2002
• 1999 Economic News and Stock Market Linkages:Evidence from the U.S., U.K., and Japan, (with F. Albert Wang), Proceedings of the Second Joint Central Bank Research conference on Risk Management and Systemic Risk, 1999. 1999

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