Gary C. Sanger is the William H. Wright Jr. Endowed Chair for Financial Services at
Louisiana State University. He holds a PhD in finance from Purdue University and is
a CFA Charterholder. Gary is past president of the Southern Finance Association and
received the C. Stewart Shepard Award for Outstanding Contribution to CFA Institute
Education Programs.
“Information flow and credit rating announcements” Khorram, M., Mo, H. and Sanger,
G. C., Journal of Financial Markets, Forthcoming 2023.
Lin, W. and Sanger, G. C. (2020). Is smart beta still smart under the lens of diversification?.
Journal of Portfolio Management, 46(9).
Lin, W. and Sanger, G. C. (2019). An alternative fundamental weighting scheme based
on enterprise value multiple. Journal of Asset Management, 20(2), 146 - 156.
Chen, F., Sanger, G. C., and Slovin, M. B (2013). Asset Sales in the Mutual Fund Industry:
Who Gains?. Journal of Banking and Finance, 37(December 2013), 4834 - 4849.
Lin, J., Sanger, G. C., and Booth, G. (1995). Trade Size and Components of the Bid-Ask
Spread. Review of Financial Studies, 8(4), 1153-1183.
Sanger, G. C. and Peterson, J. D. (1990). An Empirical Analysis of Common Stock Dealings.
Journal of Financial and Quantitative Analysis, 25, 261-272.
Lamoureux, C. G. and Sanger, G. C. (1989). Firm Size and Turn-of-the-Year Effects
in the OTC/NASDAQ Market. Journal of Finance, 44, 1219-1245.
McConnell, J. J. and Sanger, G. C. (1987). The Puzzle in Post-Listing Common Stock
Returns. Journal of Finance, 42, 119-140.
Sanger, G. C. and McConnell, J. J. (1986). Stock Exchange Listings, Firm Value and
Security Market Efficiency: The Impact of NASDAQ. Journal of Financial and Quantitative
Analysis, 21, 1-25
Teaching Interests: Securities analysis, portfolio theory, asset pricing
Research Interests: Financial markets, asset pricing, mutual funds
- Research Gate, Research Gate, 2019
- CFA Continuing Education, CFA Institute, 2018
- Research Gate, Research Gate, 2018
- Donald L. Tuttle Award for Excellence in CFA Examination Grading, CFA Institute, 2013
- Excellence in Teaching, E.J. Ourso College of Business, 2010
- President, Southern Finance Association, 2010
- Department of Finance Excellence in Teaching Award, Louisiana State University, 1995
Song, W., Hu, J., Sanger, G. C., and Chen, J. (2019, August). Flow Toxicity and Bank
Equity Holdings. Presented at 2019 JAAF conference sponsored by Journal of Accounting,
Audit, and Finance, Santiago, Chile .
Sanger, G. C., Song, W., and Chen, J. (2018, December). The Relationship Insurance
Role of Financial Conglomerates: Evidence from Earnings Announcements. Presented at
Journal of Corporate Finance (JCF) Special Issue Conference sponsored by Journal of
Corporate Finance, Hong Kong.
Sanger, G. C, Song, W., Hu, ., and Chen, J. (2018, November). The Market Microstructure
Effects of Bank Equity Holdings. Presented at Southern Finance Association sponsored
by Southern Finance Association, Asheville, NC.
Sanger, G. C. and Du, W. (2017, November). Anti-takeover Provisions, Corporate Governance,
and Firm Performance. Presented at Southern Finance Association Annual Meeting sponsored
by Southern Finance Association, Key West, FL.
Sanger, G. C. (2016, November). Is smart beta still smart under the lens of the diversification
return?. Presented at Southern Finance Association sponsored by Southern Finance Association,
Destin FL.
Chen, J., Sanger, G. C., and Song, W. (2013, November). The Relationship Insurance
Role of Financial Conglomerates:. Presented at Southern Finance Association sponsored
by Southern Finance Association, Fajardo, Puerto Rico.
Sanger, G. C. (1982). Stock Exchange Listings, Firm Value and Market Efficiency. Ann
Arbor, MI: UMI Research Press.