Finance

David Berger

Associate Professor
dave.berger@oregonstate.edu

Office: 541-737-2636

Austin Hall

Austin Hall 427

2751 SW Jefferson Way

2751 SW Jefferson Way
Corvallis, OR 97331
Credentials: 
Ph.D. Washington State University (2008)
B.S. Washington State University (2003)

Profile Field Tabs

At OSU
Affiliated with: 
College of Business
Research/Career Interests: 

International capital markets-integration, contagion, diversification benefits.

Asset pricing-expectations, volatility, conditioning information.

Courses Taught: 

Intro to Financial Management (BA 360), Advanced Financial Management (FIN 342), Financial Risk Management (FIN 444/FIN 544), Business Research Methods (BA 613), Foundations of Financial Research (FIN 640)

Beyond OSU
Service: 

Current or Previous Service Highlights

Oregon State Finance Club - Advisor

Faculty Recognition and Awards Committee - Chair

College of Business Promotion and Tenure Committee

College of Business Undergraduate Program Committee

Oregon State University Faculty Senate

Journal of International Business Studies - Review Board

Ad hoc reviewer for journals including Financial Review, Journal of Banking and Finance, Journal of International Business Studies, Applied Economics, Applied Financial Economics and others

My Publications

Journal Articles


D. Berger, Cao, X., and Pukthuanthong, K., “Earnings conference calls and institutional monitoring: Evidence from textual analysis”, Journal of Financial Research, 2020.

D. Berger and Pukthuanthong, K., “Fragility, stress, and market returns”, Journal of Banking & Finance, 2016.

D. Berger and Turtle, H., “Sentiment Bubbles”, Journal of Financial Markets, vol. 23, pp. 59-74, 2015.

D. Berger, Pukthuanthong, K., and Yang, J., “Is the diversification benefit of frontier markets realizable by mean-variance investors? The evidence of investable funds”, Journal of Portfolio Management, vol. 39, pp. 36-48, 2013.

D. Berger, “Financial turbulence and Beta estimation”, Applied Financial Economics, vol. 23, pp. 251-263, 2013.

D. Berger and Pukthuanthong, K., “Market fragility and international market crashes”, Journal of Financial Economics, vol. 105, no. 3, pp. 565-580, 2012.

D. Berger and Turtle, H. J., “Cross-sectional performance and investor sentiment in a multiple risk factor model”, Journal of Banking & Finance, vol. 36, no. 4, pp. 1107-1121, 2012.

D. Berger and Turtle, H. J., “Emerging market crises and US equity market returns”, Global Finance Journal, vol. 22, no. 1, 2011.

D. Berger, “Testing the CAPM across observed and fundamental returns”, Applied Financial Economics, vol. 21, no. 9, pp. 625-636, 2011.

D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier markets”, Journal of Financial Economics, vol. 101, no. 1, pp. 227-242, 2011.

D. Berger, “Investor perceptions and volatility within the risk-return tradeoff”, Applied Financial Economics, vol. 20, no. 13, 2010.

D. Berger and Turtle, H. J., “Time variability in market risk aversion”, Journal of Financial Research, vol. 32, no. 3, pp. 285-307, 2009.

Presentations


D. Berger, Roll, R., and Pukthuanthong, K., “On valuing human capital and relating it to macro variables”, Financial Management Association Annual Meeting. Las Vegas, 2016.

D. Berger, Pukthuanthong, K., and Yang, J., “International diversification with frontier markets”, NTU Seminar. Taipei, 2010.

D. Berger, Yang, J., and Pukthuanthong, K., “International Diversification with Frontier Markets”, Financial Management Association. New York, New York, 2010.

D. Berger and Turtle, H. J., “Emerging Market Contagion”, Midwest Finance Association. Chicago, 2009.

D. Berger, “Time Variability in Market Risk Aversion”, Midwest Finance Association Annual Meeting. 2008.

D. Berger, “Time variability in market risk aversion”, Financial Management Association Doctoral Consortium. 2007.