Associate Professor of Finance
                             Department of Finance, Real Estate and Insurance
                                       College of Business and Economics
                                       California State University-Northridge
                              Office: JH 4108
                                         Phone: (818) 677-3405
                                        Email:  vcovrig@csun.edu
Teaching

FIN437BH Student Portfolio Management (Fall 2009)            
                         
GBUS695 Student Portfolio Management  (MBA, Fall 2009)

FIN437 Advanced Topics in Finance (Fall 2009)

FIN639 Seminar in Financial Problems  (MBA, Summer 2009)

• “Home Bias, Foreign Mutual Fund Holdings, and the Voluntary Adoption of International Accounting Standards”, with Mingyi Hung  (University of Southern California) and Mark DeFond (University of Southern California);  2007,  the Journal of Accounting Research
  
• “Do Domestic and Foreign Fund Managers Have Similar Preferences for Stock Characteristics? A Cross-Country Analysis” with Lilian Ng (U. Wisconsin-Milwaukee) and Sie Ting Lau (Nanyang Technological University);  the Journal of International Business Studies, 2006, vol. 37;  The Journal of International Business Studies is the top journal in the international business field.
  
• " What Determines the Domestic Bias and Foreign Bias?Evidence from Equity Mutual Fund Allocations Worldwide"  with  Kalok Chan(Hong Kong University of Science and Technology) and  Lilian Ng ( University of Wisconsin-Milwaukee);  Journal of Finance, 2005 ( Full text)

This is my best paper so far, presented at Western Finance Association Meeting, used as a reading assignment in  
Bernard Dumas' International  Finance  graduate class at   Wharton Business School, U. Pennsylvania, and cited three 
times in the Journal of Finance. The paper was nominated for 2005 Smith Breeden  prize for the best paper at the        
Journal of Finance; mentioned in the 4th ed. of Eun and Resnick text "International Financial Management"and in Hirschey and Nofsinger "Investments"1st ed.;
used in   the PhD programs at Concordia University, University de   Geneve, Southern Illinois University -Carbondale , Georgia Tech, Stockholm School of Economics      <>       

• The Relevance of Analysts’ Earnings Forecasts: evidence from Japan" with Buen Sin Low (Nanyang Technological University), 2005, Journal of Business, Accounting and  Finance
•  “ The contribution of a satellite market to price discovery: Evidence from Singapore Exchange” with Buen Sin Low   (Nanyang Technological University) and David Ding (Nanyang Technological University), Journal of Futures Markets, 2004
• Japanese Credit Risk and Trading Opportunities in the Euroyen Market"  with Jonathan Batten, Deakin University;    Journal of Asia Pacific Economy, 2004
• "A Yen is not a Yen: TIBOR/LIBOR and the determinants of 'Japan Premium'” with Michael Melvin (Arizona State University)    and Buen Sin Low (Nanyang Technological University),  Journal of Financial and Quantitative Analysis, 2004, vol. 39 (Full Text)
• “Volume Autocorrelation, Information flow and Investor Trading” with Lilian Ng ( University of Wisconsin-Milwaukee),    Journal of Banking and Finance,   2004 , vol. 28  (Full Text)
• "The quality of the volatility traded on the over-the-counter market: a multihorizons study " with Buen Sin Low    (Nanyang Technological University) , 2003,    Journal of Futures Markets
• “Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?", with Michael Melvin   (Arizona State University),  Journal of Empirical Finance, 2002, vol. 9, pages 271-285 (Full Text)

Working Papers

• "Does Home Bias Affect the Firma Value?l"  with Kalok Chan (Hong Kong University of Science and Technology) and  Lilian Ng   ( University of Wisconsin-Milwaukee)
• "Why Foreign Investors Trade More Frequently?" with Kalok Chan (Hong Kong University of Science and Technology)