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Details about Alan J. Marcus

Workplace:Finance Department, Wallace E. Carroll School of Management, Boston College, (more information at EDIRC)

Access statistics for papers by Alan J. Marcus.

Last updated 2009-12-05. Update your information in the RePEc Author Service.

Short-id: pma1156


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Working Papers

1990

  1. Riding the Yield Curve: Reprise
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

1989

  1. An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1987

  1. Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1986

  1. The Valuation of Security Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

1985

  1. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Chapter (1988)
  2. How Big is the Tax Advantage to Debt?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Finance (1984)
  3. Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Finance (1986)

1984

  1. Debt Policy and the Rate of Return Premium to Leverage
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (1985)
  2. Pension Plan Integration as Insurance Against Social Security Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Chapter (1987)

1983

  1. Corporate Pension Policy and the Value of PBGC Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Chapter (1987)
  2. Earnings and Dividend Announcements is there a Corroboration Effect?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Finance (1984)

Journal Articles

2009

  1. Opaque financial reports, R2, and crash risk
    Journal of Financial Economics, 2009, 94, (1), 67-86 Downloads View citations (24)

2008

  1. Corporate governance and pay-for-performance: The impact of earnings management
    Journal of Financial Economics, 2008, 87, (2), 357-373 Downloads View citations (32)

2007

  1. The impact of institutional ownership on corporate operating performance
    Journal of Banking & Finance, 2007, 31, (6), 1771-1794 Downloads View citations (41)

2005

  1. Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
    Journal of Financial Econometrics, 2005, 3, (1), 37-55 Downloads View citations (4)

1993

  1. Does Sentiment Explain Closed-End Fund Discounts? Evidence from Bond Funds
    The Financial Review, 1993, 28, (4), 607-16 View citations (2)

1992

  1. PROJECT VALUATION UNDER UNCERTAINTY: WHEN DOES DCF FAIL?
    Journal of Applied Corporate Finance, 1992, 5, (3), 92-100 Downloads View citations (6)
  2. What's special about the specialist?
    Journal of Financial Economics, 1992, 32, (1), 61-86 Downloads View citations (50)

1988

  1. Quotas as options: Valuation and equilibrium implications
    Journal of International Economics, 1988, 24, (3-4), 255-274 Downloads View citations (6)
  2. The Delivery Option on Forward Contracts: A Note
    Journal of Financial and Quantitative Analysis, 1988, 23, (03), 337-341 Downloads

1987

  1. A model of strategic default of sovereign debt
    Journal of Economic Dynamics and Control, 1987, 11, (4), 483-498 Downloads View citations (6)

1986

  1. The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports
    Journal of Financial and Quantitative Analysis, 1986, 21, (01), 73-86 Downloads View citations (6)
  2. Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
    Journal of Finance, 1986, 41, (1), 195-207 Downloads View citations (2)
    See also Working Paper (1985)

1985

  1. Debt Policy and the Rate of Return Premium to Leverage
    Journal of Financial and Quantitative Analysis, 1985, 20, (04), 479-499 Downloads View citations (28)
    See also Working Paper (1984)
  2. Spinoff-Terminations and the Value of Pension Insurance
    Journal of Finance, 1985, 40, (3), 911-24 Downloads View citations (3)

1984

  1. Earnings and Dividend Announcements: Is There a Corroboration Effect?
    Journal of Finance, 1984, 39, (4), 1091-99 Downloads View citations (14)
    See also Working Paper (1983)
  2. Efficient Asset Portfolios and the Theory of Normal Backwardation: A Comment
    Journal of Political Economy, 1984, 92, (1), 162-64 Downloads View citations (8)
  3. Efficient risk sharing, non-marketable labor income and fixed-wage contracts
    European Economic Review, 1984, 25, (3), 373-385 Downloads
  4. Futures Markets and Production Decisions
    Journal of Political Economy, 1984, 92, (3), 409-26 Downloads View citations (3)
  5. How Big Is the Tax Advantage to Debt?
    Journal of Finance, 1984, 39, (3), 841-53 Downloads View citations (13)
    See also Working Paper (1985)
  6. The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry
    The Financial Review, 1984, 19, (1), 67-83 View citations (1)
  7. The Valuation of FDIC Deposit Insurance Using Option-pricing Estimates
    Journal of Money, Credit and Banking, 1984, 16, (4), 446-60 Downloads View citations (65)

1983

  1. The Bank Capital Decision: A Time Series-Cross Section Analysis
    Journal of Finance, 1983, 38, (4), 1217-32 Downloads View citations (28)

1982

  1. Risk Sharing and the Theory of the Firm
    Bell Journal of Economics, 1982, 13, (2), 369-378 Downloads View citations (4)

1979

  1. Information, motivation, and control in decentralized planning: the case of discretionary managerial behavior
    Journal of Comparative Economics, 1979, 3, (3), 235-253 Downloads View citations (1)
  2. Money demand during hyperinflation
    Journal of Monetary Economics, 1979, 5, (1), 97-104 Downloads View citations (24)

Chapters

2010

  1. Comment on "Valuing Government Guarantees: Fannie and Freddie Revisited"
    A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 154-161 Downloads

1988

  1. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?
    A chapter in Pensions in the U.S. Economy, 1988, pp 139-162 Downloads View citations (14)
    See also Working Paper (1985)

1987

  1. Corporate Pension Policy and the Value of PBGC Insurance
    A chapter in Issues in Pension Economics, 1987, pp 49-80 Downloads View citations (11)
    See also Working Paper (1983)
  2. Pension Plan Integration As Insurance Against Social Security Risk
    A chapter in Issues in Pension Economics, 1987, pp 147-172 Downloads View citations (5)
    See also Working Paper (1984)
 
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