Associate Professor of Finance

Year Joined RCNJ: 2008

Contact Information

• Phone: (201) 684-7354
• Email: jcabrera@ramapo.edu
• Office: ASB-517
• Office Hours: Thursday 2:00pm-5:00 pm

Education:

• B.S., Jacksonville University
• Ph.D., City University of New York
• CFA(r) charter holder, CFA Institute

Courses Offered:

• Multinational Finance
• Corporate Financial Modeling
• Corporate Finance
• Corporate Valuation

Teaching Interest:

• Econometrics
• Mergers and Acquisitions
• Corporate Finance
• International Finance
• Corporate Valuation

Research Interest:

• Market Efficiency
• Market Microstructure
• Derivative Markets
• Behavioral Finance

Recent Publications:

• Cabrera, J.F., & Gousgounis, E. (2020). The Dynamics of Short Sales Constraints and Market Quality:  An Experimental Approach. Journal of Financial Markets (forthcoming)
•  Cabrera, J. F. (2017).  Market Making, Liquidity Provision, and Attention Constraints: An Experimental Study.   Theoretical Economics Letters, 7 (4).
• Cabrera, J. F. (2014). The Size and Adjustment Speed of Mispricing in FOREX Markets. International Research Journal of Applied Finance, 5 (4), 470-492.
• Cabrera, J. F., Wang, T., & Yang, J. (2011).  Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check.   Journal of Real Estate Research.
• “International Contagion during the recent U.S. Financial Crisis.” (with Viktoriya Staneva)Financial Crisis in the Global Bubble Economy, Nova Publishers ( 2010)
• Cabrera, J. F., Wang, T., & Yang, J. (2010). Nonlinearity, Data-Snooping, and Stock Index ETF Return Predictability. European Journal of Operational Research.Cabrera, J. F., Wang, T., & Yang, J. (2009).
• Do Futures Lead Price Discovery in Electronic Foreign Exchange Markets?. Journal of Futures Markets, 29 (2), 137-156.