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Department of Business

Dr. David Johnk

Dr. David Johnk

Assistant Professor
Herrington Hall, Room 161
918-343-8352
djohnk@rsu.edu

 

Education

Ph.D., Finance
The University of Texas Rio Grande Valley (formerly Pan American), Edinburg, TX
December 2012
Dissertation: Essays on investor sentiment as informational variables and the time-varying price of risk in the conditional CAPM with GARCH parameterization.

M.S., Management of Technology
University of Texas – San Antonio, San Antonio, TX
May 1998
Professional Report: A comparison of technologies: laser cutting system verses turret punch press in a sheet metal fabrication facility that runs primarily small lot sizes (1-500 pieces).

B.S., Mechanical Engineering
North Dakota State University, Fargo, ND
November 1984
Senior Design Project: Designed, built, and tested a Small wind energy conversion system.

Teaching Experience

Credit Instruction: Advanced Business Programming (Visual Basic), Business Analysis & Communication, Business Information and Technology, Computational Methods in Business, Computer Information Systems, Data Analysis and Interpretation, Introduction to Information Systems & Technology, Introduction to Office Software, Management Information Systems, Principles of Finance, Statistical Methods for Business I and II, graduate level (MBA) Managerial Finance, and Productions/Operations Management.

Non-Credit Instruction: UTPA Continuing Education – Excel 2010 Training – Basic and Intermediate Courses (2012 and 2013), PhD seminar: GARCH modeling with GAUSS and EXCEL (2010), Excel "Tips and Tricks" workshop - Student MBA Association (2009), Free GMAT review course - MBA program (2007).

2013-Present, Assistant Professor, Department of Business Administration
Rogers State University, Claremore, OK

2009-2013, Full-time Lecturer, College of Business Administration
University of Texas – Pan American, Edinburg, TX

2002-2009, Various part-time lecturer, teaching, and research assistant positions, College of Business Administration
University of Texas – Pan American, Edinburg, TX

2008/2009, Lecturer (summer program)
Hidalgo Early College High School, Hidalgo, TX (Through University of Texas – Pan American, Edinburg, TX
Taught main-stream high school sophomores for college credit. The high school was awarded two grants from the Bill and Melinda Gates Foundation. The grants allowed the classes to be offered at no cost to the students.

2002-2006, High School Math Teacher
PSJA Memorial High School, Alamo, TX
Taught algebra to gifted & talented and mainstream students.

2001-2002, Full-time Lecturer, College of Business Administration
University of Texas – Pan American, Edinburg, TX

Professional Experience

2000-2001, Senior Engineering and Operations Manager
Lucent Power Systems, Mexico
Responsible for all aspects of a 750-employee electronics assembly plant in Matamoros, Mexico. Successfully (on time and under budget) oversaw the purchase, installation and production ramp up of two new $4M high-volume SMT/assembly lines which were dedicated for a new product for a major new customer. Oversaw successful implementation/switchover of plant to new ERP system (SAP).

1999-2000, Plant Manager
Segerström & Svensson Inc., McAllen, TX
Responsible for all aspects of start-up sheet metal stamping and assembly operation. Started up, profitably shipped over $1M in quality product, and closed down operation in less than 7 months. (Our only customer, Nokia, closed down their Reynosa, Mexico computer monitor production plant 9/2000.)

1993-1999, Site Manager
Lambda Electronics Inc., McAllen, TX
Managed a world-class facility that produced fabricated metal parts that were transported over the border (US/Mexico) for assembly at two plants in Reynosa, Mexico. Started with Lambda in 1993 as the ME/IE department manager, in addition started managing the quality control department in 1994, given the additional responsibility of management of the production and material control department in 1995, promoted to site manager in 1996.

1992-1993, Mechanical Engineer
Reynolds International, McAllen, TX
Mechanical design and engineering support for a heavy fabrication shop.

1990-1992, Manufacturing Engineer
Phoenix Manufacturing, Garland, TX
Supervised 25 people in a JIT manufacturing environment. Programmed CNC machines. Scheduled, planned and oversaw the production of parts, starting from buying the raw material and tooling.

1986-1990, Foreman
Osmose Wood Preserving, Buffalo, NY

1985-1986, Field Engineer
Gearhart Industries, Fort Worth, TX

Research/Teaching Interests

  • Empirical Asset Pricing
  • Business Finance
  • International Finance
  • Investments
  • Operations/Prod. Mgmt.
  • Financial Markets & Institutions
  • General Finance
  • Business Statistics
  • Investor Sentiment
  • Computer Information Systems
  • Management Information Systems
  • Peer-to-Peer Lending

Research in Progress

  • The Impact of Securitization and Bank Liquidity Shocks on Bank Lending: Evidence from the U.S.
  • Asian portfolio investment inflows to the United States: the impact of investor sentiment

Professional Organizations/Honors

  • Financial Management Association, Member
  • Southern Finance Association, Member
  • Beta Gamma Sigma Honor Society, Lifetime Member
  • The Order of the Engineer, Lifetime Member

Licensures and Certifications

  • Teaching Online in Higher Education Certification (2010) – The University of Texas – Pan American.
  • Have taught augmented, hybrid, and fully online classes using Blackboard or custom websites.
  • Texas Educator Certificate -Secondary Math, State Board or Educator Certification. (May 13, 2003 – October 31, 2008

Publications

Time-varying market price of risk and investor sentiment: evidence from a multivariate GARCH model Estimated Publication date - 28 May 2015 (Online), 16 Jun 2015 (Print), The Journal of Behavioral Finance

The impact of government intervention on the stabilization of domestic financial markets and on U.S. banks' asset composition Journal of Economics and Finance, February 2015, springer.com link

Prosper.com: Can Lenders Really Expect High Returns? International Journal of Services and Standards, Vol. 8 No. 2, 2012

Foreign Portfolio Investment Inflows to the United States: The Impact of Investor Risk Aversion and US Stock Market Performance  North American Journal of Finance and Banking Research, Vol. 4, No. 4, 2010

Conference Presentations

2013, Time-varying market price of risk and investor sentiment: evidence from a multivariate GARCH model Presented at the Global Finance Association annual conference.

2011, Time-varying market price of risk and investor sentiment: evidence from a multivariate GARCH model. Presented at the Southern Finance Association annual meeting.

2010, Prosper.com: Can Lenders Really Expect High Returns? Presented at the Southern Finance Association annual meeting.

2009, Foreign Portfolio Investment Inflows to the United States: The Impact of Investor Risk Aversion and US Stock Market. Performance Presented at the Midwest Finance Association, Chicago, USA.

2009, Foreign Portfolio Investment Inflows to the United States: The  Impact of Investor Risk Aversion and US Stock Market. Performance Presented at the Southwestern Finance Association Meetings, Oklahoma City, USA.

2008, A Comparison: Traditional Canonical Correlation Analysis versus the MIMIC/SEM Approach using a Multi-Group Study of Corporate Size versus Profitability. Presented at the Decision Sciences Institute Southwest Region Conference (SWDSI), Houston, TX, USA. Published in the conference proceedings.

2007, Student Opinion towards Spreadsheets as a Teaching Tool. Presented at the National Business and Economics Society Conference, Puerto Rico. Published in conference proceedings.