Dr. Juan Cabrera

School: School of Business
Email: juanf_cabrera@yahoo.com
  • Ph.D., The Graduate Center – City University of New York, Financial Economics and Econometrics
  • B.S., Davis Business School, Jacksonville University, Economics and Finance

Behavioral Finance, Market Microstructure, Market Efficiency, Applied Time Series, Econometrics, Financial Sector Development and Emerging Markets


2002-2003: Senior Associate, Merrill Lynch, Jacksonville, FL  
2000: Financial Assistant, Merrill Lynch, Jacksonville, FL –

Professional Societies
  • CFA Institute
  • New York Society of Security Analysts (NYSSA)
  • Financial Management Association
  • American Finance Association
  • Eastern Economics Association
Selected Publications
  1. Cabrera J., Wang T., & Yiang T. (Dec 2011). "“Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check", Journal of Real Estate Research, 33 (4), 565-594.
  2. Cabrera J., Wang T., & Yiang T. (Jan 2010). "Nonlinearity, Data Snooping, and Stock Index ETF Return Predictability", European Journal of Operational Research, 200 (2), 498-507.
  3. Cabrera J., Wang T., & Yiang T. (Feb 2009). "Do Futures Lead Price Discovery in Electronic Foreign Exchange Markets?", 29 (2), 137- 156.
Book Chapters
  1. Juan F. Cabrera, Viktoriya Staneva. (2011). "International Contagion during the recent U.S. Financial Crisis", Financial Crisis in the Global Bobble Economy, Series: Global Recession – Causes, Impacts and Remedies, Nova Publishers.
  • MGT 615 Financial Decision Making