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Information about:
Burton Hollifield

Personal Details | Affiliation | Works
This is information that was supplied by Burton Hollifield in registering through RePEc. If you are Burton Hollifield , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Burton
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Last Name: Hollifield
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RePEc Short-ID: pho211

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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Recursive Impact Factor

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007. "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers 13245, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, 2006. "Financial Leverage Does Not Cause the Leverage Effect," 2006 Meeting Papers 263, Society for Economic Dynamics.

  4. Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers 11276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua, 2004. "Estimating the Gains From Trade in Limit Order Markets," CEPR Discussion Papers 4432, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  6. Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua, 2002. "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers 3676, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  7. Richard Green & Burton Hollifield, 2000. "The Personal Tax Advantage of Equity," Econometric Society World Congress 2000 Contributed Papers 1611, Econometric Society. [Downloadable!]
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  8. Hollifield, B. & Yaron, A., 1999. "The Foreign Exchange Risk Premium: Real and Nominal Factors," GSIA Working Papers 1999-17, Carnegie Mellon University, Tepper School of Business.
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  9. Bernhardt, Dan & Hollifield, Burton & Hughson, Eric, 1993. "Investment and Insider Trading," Working Papers 830, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
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  10. Green, R.C. & Hollifield, B., 1990. "When Will Mean-Variance Efficient Portfolios Be Well Diversified?," GSIA Working Papers 1990-12, Carnegie Mellon University, Tepper School of Business.
    Published as:

  11. Shimon Kogan & Burton Hollifield & Marcin Kacperczyk & Amit Seru, . "When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows," GSIA Working Papers 2007-E34, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  12. Dan Bernhardt & Burton Hollifield & Eric Hughson, . "Throwing Good Money After Bad," GSIA Working Papers 1999-E15, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  13. Richard C. Green & Burton Hollifield & Norman Schurhoff, . "Financial Intermediation and the Costs of Trading in an Opaque Market," GSIA Working Papers 2004-11, Carnegie Mellon University, Tepper School of Business.
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  14. Michael Gallmeyer & Burton Hollifield, . "An Examination of Heterogeneous Beliefs with a Short Sale Constraint," GSIA Working Papers 2002-E2, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  15. Burton Hollifield & Robert Miller & Patrik Sandas & Joshua Slive, . "Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange," GSIA Working Papers 1999-E19, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  16. Burton Hollifield & Robert Miller & Patrik Sandas, . "Empirical Analysis of Limit Order Markets," GSIA Working Papers -290183991, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
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    Published as:

  17. A Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, . "Financial leverage and the leverage effect: A market and firm analysis," GSIA Working Papers 2007-E31, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  18. Burton Hollifield & Alan Kraus, . "Defining bad news: Changes in return distribution that decrease risky asset demand," GSIA Working Papers 2007-E32, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  19. Burton Hollifield & Robert A. Miller & patrik Sandas, . "An Empirical Analysis of Limit Order Markets," Rodney L. White Center for Financial Research Working Papers 29-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]

  20. Ron Giammarino & Robert Heinkel & Burton Hollifield & Kai Li, . "Corporate Decisions, Information, and Prices: Do Managers Move Prices or Do Prices Move Managers?," GSIA Working Papers 2001-E16, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  21. Richard Green & Burton Hollifield & Norman Schurhoff, . "Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues," GSIA Working Papers 2005-E56, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
    Published as:

  22. Michael Gallmeyer & Burton Hollifield & Duane Seppi, . "Liquidity Discovery and Asset Pricing," GSIA Working Papers 2004-10, Carnegie Mellon University, Tepper School of Business.
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Articles

  1. Michael Gallmeyer & Burton Hollifield, 2008. "An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy," Review of Finance, Oxford University Press for European Finance Association, vol. 12(2), pages 323-364. [Downloadable!] (restricted)

  2. Green, Richard C. & Hollifield, Burton & Schurhoff, Norman, 2007. "Dealer intermediation and price behavior in the aftermarket for new bond issues," Journal of Financial Economics, Elsevier, vol. 86(3), pages 643-682, December. [Downloadable!] (restricted)
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  3. Michael F. Gallmeyer & Burton Hollifield & Francisco J. Palomino & Stanley E. Zin, 2007. "Arbitrage-free bond pricing with dynamic macroeconomic models," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 305-326. [Downloadable!]
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  4. BURTON HOLLIFIELD & ROBERT A. MILLER & PATRIK SANDÅS & JOSHUA SLIVE, 2006. "Estimating the Gains from Trade in Limit-Order Markets," Journal of Finance, American Finance Association, vol. 61(6), pages 2753-2804, December. [Downloadable!] (restricted)
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  5. Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005. "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 921-950, July. [Downloadable!] (restricted)
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  6. Burton Hollifield & Robert A. Miller & Patrik Sandas, 2004. "Empirical Analysis of Limit Order Markets," Review of Economic Studies, Blackwell Publishing, vol. 71(4), pages 1027-1063, October. [Downloadable!] (restricted)
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  7. Ronald Giammarino & Robert Heinkel & Burton Hollifield & Kai Li, 2004. "Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 33(1), pages 83-110, 02. [Downloadable!] (restricted)

  8. Hollifield, Burton & Koop, Gary & Li, Kai, 2003. "A Bayesian analysis of a variance decomposition for stock returns," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 583-601, December. [Downloadable!] (restricted)

  9. Green, Richard C. & Hollifield, Burton, 2003. "The personal-tax advantages of equity," Journal of Financial Economics, Elsevier, vol. 67(2), pages 175-216, February. [Downloadable!] (restricted)
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  10. Hollifield, Burton, 2002. "Comment on: : Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 27-30, January. [Downloadable!] (restricted)

  11. Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton, 1997. " Defensive Mechanisms and Managerial Discretion," Journal of Finance, American Finance Association, vol. 52(4), pages 1467-93, September. [Downloadable!] (restricted)

  12. Hollifield, Burton & Uppal, Raman, 1997. " An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets," Journal of Finance, American Finance Association, vol. 52(5), pages 2145-70, December. [Downloadable!] (restricted)

  13. Bernhardt, Dan & Hollifield, Burton & Hughson, Eric, 1995. "Investment and Insider Trading," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 8(2), pages 501-43. [Downloadable!] (restricted)
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  14. Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton, 1994. "Corporate Financing Decisions and Anonymous Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(03), pages 351-377, September. [Downloadable!]

  15. Green, Richard C & Hollifield, Burton, 1992. " When Will Mean-Variance Efficient Portfolios Be Well Diversified?," Journal of Finance, American Finance Association, vol. 47(5), pages 1785-809, December. [Downloadable!] (restricted)
    Other versions:

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2005-12-01 2007-07-13
  2. NEP-CFN: Corporate Finance (2) 2000-12-19 2003-02-18
  3. NEP-DCM: Discrete Choice Models (1) 2003-02-18
  4. NEP-DGE: Dynamic General Equilibrium (1) 2007-07-13
  5. NEP-FIN: Finance (10) 2001-02-21 2003-02-18 2004-08-02 2004-12-12 2004-12-12 2004-12-15 2004-12-15 2005-04-16 2005-05-07 2005-12-01 Author is listed
  6. NEP-FMK: Financial Markets (4) 2003-02-18 2004-08-02 2004-12-12 2004-12-12 Author is listed
  7. NEP-IFN: International Finance (1) 2002-04-03
  8. NEP-MAC: Macroeconomics (3) 2005-05-07 2005-12-01 2007-07-13
  9. NEP-MON: Monetary Economics (3) 2005-05-07 2005-12-01 2007-07-13
  10. NEP-RMG: Risk Management (2) 2003-02-18 2004-12-12
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This page was last updated on 2009-11-24.

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