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Alan J. Marcus

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Personal Details

First Name: Alan
Middle Name: J.
Last Name: Marcus
Suffix:

RePEc Short-ID: pma1156

Email: [This author has chosen not to make the email address public]
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Affiliation

Finance Department
Wallace E. Carroll School of Management
Boston College
Location: Chestnut Hill, Massachusetts (United States)
Homepage: http://www.bc.edu/schools/csom/departments/finance.html
Email:
Phone: (617) 552 3985
Fax: (617) 552 2097
Postal: Chestnut Hill, MA 02167
Handle: RePEc:edi:fdbocus (more details at EDIRC)

Works

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Working papers

  1. Robin Grieves & Alan J. Marcus, 1990. "Riding the Yield Curve: Reprise," NBER Working Papers 3511, National Bureau of Economic Research, Inc.
  2. Alan J. Marcus, 1989. "An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices," NBER Working Papers 3106, National Bureau of Economic Research, Inc.
  3. Alan J. Marcus & Arnold Kling, 1987. "Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis," NBER Working Papers 2340, National Bureau of Economic Research, Inc.
  4. Alex Kane & Alan J. Marcus, 1986. "The Valuation of Security Analysis," NBER Working Papers 1958, National Bureau of Economic Research, Inc.
  5. Alex Kane & Alan J. Marcus, 1985. "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," NBER Working Papers 1614, National Bureau of Economic Research, Inc.
  6. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1985. "How Big is the Tax Advantage to Debt?," NBER Working Papers 1286, National Bureau of Economic Research, Inc.
  7. Zvi Bodie & Alan J. Marcus & Robert C. Merton, 1985. "Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?," NBER Working Papers 1719, National Bureau of Economic Research, Inc.
  8. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1984. "Debt Policy and the Rate of Return Premium to Leverage," NBER Working Papers 1439, National Bureau of Economic Research, Inc.
  9. Robert C. Merton & Zvi Bodie & Alan J. Marcus, 1984. "Pension Plan Integration as Insurance Against Social Security Risk," NBER Working Papers 1370, National Bureau of Economic Research, Inc.
  10. Alex Kane & Young Ki Lee & Alan J. Marcus, 1983. "Earnings and Dividend Announcements is there a Corroboration Effect?," NBER Working Papers 1248, National Bureau of Economic Research, Inc.
  11. Alan J. Marcus, 1983. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Working Papers 1217, National Bureau of Economic Research, Inc.

Articles

  1. Hutton, Amy P. & Marcus, Alan J. & Tehranian, Hassan, 2009. "Opaque financial reports, R2, and crash risk," Journal of Financial Economics, Elsevier, vol. 94(1), pages 67-86, October.
  2. Cornett, Marcia Millon & Marcus, Alan J. & Tehranian, Hassan, 2008. "Corporate governance and pay-for-performance: The impact of earnings management," Journal of Financial Economics, Elsevier, vol. 87(2), pages 357-373, February.
  3. Cornett, Marcia Millon & Marcus, Alan J. & Saunders, Anthony & Tehranian, Hassan, 2007. "The impact of institutional ownership on corporate operating performance," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1771-1794, June.
  4. Eric Jacquier & Alex Kane & Alan J. Marcus, 2005. "Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(1), pages 37-55.
  5. Abraham, Abraham & Elan, Don & Marcus, Alan J, 1993. "Does Sentiment Explain Closed-End Fund Discounts? Evidence from Bond Funds," The Financial Review, Eastern Finance Association, vol. 28(4), pages 607-16, November.
  6. Nalin Kulatilaka & Alan J. Marcus, 1992. "Project Valuation Under Uncertainty: When Does Dcf Fail?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(3), pages 92-100.
  7. Benveniste, Lawrence M. & Marcus, Alan J. & Wilhelm, William J., 1992. "What's special about the specialist?," Journal of Financial Economics, Elsevier, vol. 32(1), pages 61-86, August.
  8. Kane, Alex & Marcus, Alan J., 1988. "The Delivery Option on Forward Contracts: A Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(03), pages 337-341, September.
  9. Eldor, Rafael & Marcus, Alan J., 1988. "Quotas as options: Valuation and equilibrium implications," Journal of International Economics, Elsevier, vol. 24(3-4), pages 255-274, May.
  10. Kulatilaka, Nalin & Marcus, Alan J., 1987. "A model of strategic default of sovereign debt," Journal of Economic Dynamics and Control, Elsevier, vol. 11(4), pages 483-498, December.
  11. Kane, Alex & Marcus, Alan J, 1986. " Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," Journal of Finance, American Finance Association, vol. 41(1), pages 195-207, March.
  12. Marcus, Alan J. & Modest, David M., 1986. "The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(01), pages 73-86, March.
  13. Marcus, Alan J, 1985. " Spinoff-Terminations and the Value of Pension Insurance," Journal of Finance, American Finance Association, vol. 40(3), pages 911-24, July.
  14. Kane, Alex & Marcus, Alan J. & McDonald, Robert L., 1985. "Debt Policy and the Rate of Return Premium to Leverage," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(04), pages 479-499, December.
  15. Kane, Alex & Lee, Young Ki & Marcus, Alan, 1984. " Earnings and Dividend Announcements: Is There a Corroboration Effect?," Journal of Finance, American Finance Association, vol. 39(4), pages 1091-99, September.
  16. Marcus, Alan J, 1984. "Efficient Asset Portfolios and the Theory of Normal Backwardation: A Comment," Journal of Political Economy, University of Chicago Press, vol. 92(1), pages 162-64, February.
  17. Marcus, Alan J & Shaked, Israel, 1984. "The Valuation of FDIC Deposit Insurance Using Option-pricing Estimates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 446-60, November.
  18. Kane, Alex & Marcus, Alan J & McDonald, Robert L, 1984. " How Big Is the Tax Advantage to Debt?," Journal of Finance, American Finance Association, vol. 39(3), pages 841-53, July.
  19. Marcus, Alan J., 1984. "Efficient risk sharing, non-marketable labor income and fixed-wage contracts," European Economic Review, Elsevier, vol. 25(3), pages 373-385, August.
  20. Marcus, Alan & Shaked, Israel, 1984. "The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry," The Financial Review, Eastern Finance Association, vol. 19(1), pages 67-83, March.
  21. Marcus, Alan J & Modest, David M, 1984. "Futures Markets and Production Decisions," Journal of Political Economy, University of Chicago Press, vol. 92(3), pages 409-26, June.
  22. Marcus, Alan J, 1983. " The Bank Capital Decision: A Time Series-Cross Section Analysis," Journal of Finance, American Finance Association, vol. 38(4), pages 1217-32, September.
  23. Alan J. Marcus, 1982. "Risk Sharing and the Theory of the Firm," Bell Journal of Economics, The RAND Corporation, vol. 13(2), pages 369-378, Autumn.
  24. Abel, Andrew & Dornbusch, Rudiger & Huizinga, John & Marcus, Alan, 1979. "Money demand during hyperinflation," Journal of Monetary Economics, Elsevier, vol. 5(1), pages 97-104, January.
  25. Bonin, John P. & Marcus, Alan J., 1979. "Information, motivation, and control in decentralized planning: the case of discretionary managerial behavior," Journal of Comparative Economics, Elsevier, vol. 3(3), pages 235-253, September.

Chapters

  1. Alan J. Marcus, 2010. "Comment on "Valuing Government Guarantees: Fannie and Freddie Revisited"," NBER Chapters, in: Measuring and Managing Federal Financial Risk, pages 154-161 National Bureau of Economic Research, Inc.
  2. Zvi Bodie & Alan J. Marcus & Robert C. Merton, 1988. "Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?," NBER Chapters, in: Pensions in the U.S. Economy, pages 139-162 National Bureau of Economic Research, Inc.
  3. Alan Marcus, 1987. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Chapters, in: Issues in Pension Economics, pages 49-80 National Bureau of Economic Research, Inc.
  4. Robert C. Merton & Zvi Bodie & Alan Marcus, 1987. "Pension Plan Integration As Insurance Against Social Security Risk," NBER Chapters, in: Issues in Pension Economics, pages 147-172 National Bureau of Economic Research, Inc.

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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