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This is information that was supplied by Cara Marshall in registering through RePEc. If you are Cara Marie Marshall , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Cara
Middle Name: Marie
Last Name: Marshall
Suffix:

RePEc Short-ID: pma974

Email:
Homepage: http://www.qc-econ-bba.org/facultypages/marshall/
Postal Address:
Phone:

Affiliation

(in no particular order)

• Department of Economics
  Queens College
  City University of New York (CUNY)

  Location: New York City, New York (United States)
  Homepage: http://www.qc-econ-bba.org/
  Email:
  Phone: 718-997-5440
  Fax: 718-997-5466
  Postal: 300 Powdermaker Hall, 65-30 Kissena Blvd., Flushing New York 11367
  Handle: RePEc:edi:deqcuus (more details at EDIRC)

• Economics Department
  Fordham University

  Location: New York City, New York (United States)
  Homepage: http://www.fordham.edu/economics/
  Email:
  Phone:
  Fax:
  Postal:
  Handle: RePEc:edi:edforus (more details at EDIRC)

Works

as HTML HTML with abstract plain text plain text with abstract BibTeX RIS (EndNote, RefMan, ProCite) ReDIF in new window

Working papers

1. Cara Marshall, 2008. "Isolating the Systematic Component of a Single Stock’s (or Portfolio’s) Standard Deviation," Working Papers 0003 Classification- JEL:, Department of Economics, Queens College of the City University of New York, revised Dec 2008.

Articles

1. Marshall, Cara M., 2009. "Dispersion trading: Empirical evidence from U.S. options markets," Global Finance Journal, Elsevier, vol. 20(3), pages 289-301.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

1. NEP-ORE: Operations Research (1) 2008-12-21. Author is listed
2. NEP-RMG: Risk Management (1) 2008-12-21. Author is listed
3. NEP-UPT: Utility Models & Prospect Theory (1) 2008-12-21. Author is listed

Statistics

Most downloaded item (past 12 months)

• Cara Marshall, 2008. "Isolating the Systematic Component of a Single Stock’s (or Portfolio’s) Standard Deviation," Working Papers 0003 Classification- JEL:, Department of Economics, Queens College of the City University of New York, revised Dec 2008.

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Corrections

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