Burton Hollifield
Personal Details
First Name: | Burton |
Middle Name: | |
Last Name: | Hollifield |
Suffix: | |
RePEc Short-ID: | pho211 |
| |
Terminal Degree: | 1992 Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy) |
Affiliation
Tepper School of Business Administration
Carnegie Mellon University
Pittsburgh, Pennsylvania (United States)http://www.tepper.cmu.edu/
RePEc:edi:gsicmus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Steven D. Baker & Burton Hollifield & Emilio Osambela, 2018. "Preventing Controversial Catastrophes," Finance and Economics Discussion Series 2018-052, Board of Governors of the Federal Reserve System (U.S.).
- Berndt, Antje & Hollifield, Burton & Sandås, Patrik, 2014. "How Subprime Borrowers and Mortgage Brokers Shared the Pie," Working Paper Series 286, Sveriges Riksbank (Central Bank of Sweden).
- Antje Berndt & Burton Hollifield & Patrik Sandås, 2010. "The Role of Mortgage Brokers in the Subprime Crisis," NBER Working Papers 16175, National Bureau of Economic Research, Inc.
- 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.
- Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 3, pages 67-113, World Scientific Publishing Co. Pte. Ltd..
- 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.
- 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, vol. 89(Jul), pages 305-326.
- A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, 2006. "Financial Leverage Does Not Cause the Leverage Effect," 2006 Meeting Papers 263, Society for Economic Dynamics.
- 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.
- 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.
- Michael F. Gallmeyer & Burton Hollifield, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers 676, Society for Economic Dynamics.
- Hollifield, Burton & Sandås, Patrik & Miller, Robert A. & Slive, Joshua, 2004.
"Estimating the Gains From Trade in Limit Order Markets,"
CEPR Discussion Papers
4432, C.E.P.R. Discussion Papers.
- 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.
- Hollifield, Burton & Sandås, Patrik & Miller, Robert A. & Slive, Joshua, 2002. "Liquidity Supply and Demand in Limit Order Markets," CEPR Discussion Papers 3676, C.E.P.R. Discussion Papers.
- Richard Green & Burton Hollifield, 2000.
"The Personal Tax Advantage of Equity,"
Econometric Society World Congress 2000 Contributed Papers
1611, Econometric Society.
- Green, Richard C. & Hollifield, Burton, 2003. "The personal-tax advantages of equity," Journal of Financial Economics, Elsevier, vol. 67(2), pages 175-216, February.
- Richard C. Green & Burton Hollifield, "undated". "The Personal-Tax Advantages of Equity," GSIA Working Papers 2000-E10, Carnegie Mellon University, Tepper School of Business.
- 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.
- Hollifield, Burton & Yaron, Amir, 2001. "The Foreign Exchange Risk Premium: Real and Nominal Factors," Working Papers 01-1, University of Pennsylvania, Wharton School, Weiss Center.
- Burton Hollifield & Armir Yaron, "undated". "The Foreign Exchange Risk Premium: Real and Nominal Factors," GSIA Working Papers 2001-E13, Carnegie Mellon University, Tepper School of Business.
- 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.
- Bernhardt, Dan & Hollifield, Burton & Hughson, Eric, 1995. "Investment and Insider Trading," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 501-543.
- 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.
- 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 1785-1809, December.
- Burton Hollifield & Robert A. Miller & patrik Sandas, "undated".
"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.
- Burton Hollifield & Robert A. Miller & Patrik Sandås, 2004. "Empirical Analysis of Limit Order Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 1027-1063.
- Hollifield, Burton & Sandås, Patrik & Miller, Robert, 2001. "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers 2843, C.E.P.R. Discussion Papers.
- Burton Hollifield & Robert Miller & Patrik Sandas, "undated". "Empirical Analysis of Limit Order Markets," GSIA Working Papers -290183991, Carnegie Mellon University, Tepper School of Business.
- Burton Hollifield & Alan Kraus, "undated".
"Defining bad news: Changes in return distribution that decrease risky asset demand,"
GSIA Working Papers
2007-E32, Carnegie Mellon University, Tepper School of Business.
- Burton Hollifield & Alan Kraus, 2009. "Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand," Management Science, INFORMS, vol. 55(7), pages 1227-1236, July.
- Antje Berndt & Burton Hollifield & Patrik Sandas, "undated". "What Broker Charges Reveal about Mortgage Credit Risk previously entitled "The Role of Mortgage Brokers in the Subprime Crisis"," GSIA Working Papers 2010-E3, Carnegie Mellon University, Tepper School of Business.
- Burton Hollifield & Robert Miller & Patrik Sandas & Joshua Slive, "undated". "Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange," GSIA Working Papers 1999-E19, Carnegie Mellon University, Tepper School of Business.
- Richard C. Green & Burton Hollifield & Norman Schurhoff, "undated".
"Financial Intermediation and the Costs of Trading in an Opaque Market,"
GSIA Working Papers
2004-11, Carnegie Mellon University, Tepper School of Business.
- Richard C. Green & Burton Hollifield & Norman Schürhoff, 2007. "Financial Intermediation and the Costs of Trading in an Opaque Market," The Review of Financial Studies, Society for Financial Studies, vol. 20(2), pages 275-314.
- Richard C. Green & Burton Hollifield & Norman Schürhoff, 2005. "Financial Intermediation and the Costs of Trading in an Opaque Market," FAME Research Paper Series rp130, International Center for Financial Asset Management and Engineering.
- Dan Bernhardt & Burton Hollifield & Eric Hughson, "undated". "Throwing Good Money After Bad," GSIA Working Papers 1999-E15, Carnegie Mellon University, Tepper School of Business.
- Shimon Kogan & Burton Hollifield & Marcin Kacperczyk & Amit Seru, "undated". "When are Mutual Fund Investors Smart? Evidence from Conditional Fund Flows," GSIA Working Papers 2007-E34, Carnegie Mellon University, Tepper School of Business.
- Michael Gallmeyer & Burton Hollifield & Duane Seppi, "undated".
"Liquidity Discovery and Asset Pricing,"
GSIA Working Papers
2004-10, Carnegie Mellon University, Tepper School of Business.
- Burton Hollifield & Michael Gallmeyer & Duane Seppi, 2004. "Liquidity Discovery and Asset Pricing," 2004 Meeting Papers 136a, Society for Economic Dynamics.
- Duane Seppi & Michael Gallmeyer & Burton Hollifield, 2004. "Liquidity Discovery and Asset Pricing," Econometric Society 2004 North American Summer Meetings 525, Econometric Society.
- A Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield, "undated". "Financial leverage and the leverage effect: A market and firm analysis," GSIA Working Papers 2007-E31, Carnegie Mellon University, Tepper School of Business.
- Michael Gallmeyer & Burton Hollifield, "undated". "An Examination of Heterogeneous Beliefs with a Short Sale Constraint," GSIA Working Papers 2002-E2, Carnegie Mellon University, Tepper School of Business.
- Richard Green & Burton Hollifield & Norman Schurhoff, "undated".
"Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues,"
GSIA Working Papers
2005-E56, Carnegie Mellon University, Tepper School of Business.
- 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.
- Ron Giammarino & Robert Heinkel & Burton Hollifield & Kai Li, "undated". "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.
Articles
- Burton Hollifield & Alan Kraus, 2009.
"Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand,"
Management Science, INFORMS, vol. 55(7), pages 1227-1236, July.
- Burton Hollifield & Alan Kraus, "undated". "Defining bad news: Changes in return distribution that decrease risky asset demand," GSIA Working Papers 2007-E32, Carnegie Mellon University, Tepper School of Business.
- Michael Gallmeyer & Burton Hollifield, 2008. "An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy," Review of Finance, European Finance Association, vol. 12(2), pages 323-364.
- 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, vol. 89(Jul), pages 305-326.
- 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.
- 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.
- Richard Green & Burton Hollifield & Norman Schurhoff, "undated". "Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues," GSIA Working Papers 2005-E56, Carnegie Mellon University, Tepper School of Business.
- 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.
- Hollifield, Burton & Sandås, Patrik & Miller, Robert A. & Slive, Joshua, 2004. "Estimating the Gains From Trade in Limit Order Markets," CEPR Discussion Papers 4432, C.E.P.R. Discussion Papers.
- 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.
- Michael F. Gallmeyer & Burton Hollifield, 2005. "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers 676, Society for Economic Dynamics.
- 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.
- Burton Hollifield & Robert A. Miller & Patrik Sandås, 2004.
"Empirical Analysis of Limit Order Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 1027-1063.
- Burton Hollifield & Robert A. Miller & patrik Sandas, "undated". "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.
- Hollifield, Burton & Sandås, Patrik & Miller, Robert, 2001. "Empirical Analysis of Limit Order Markets," CEPR Discussion Papers 2843, C.E.P.R. Discussion Papers.
- Burton Hollifield & Robert Miller & Patrik Sandas, "undated". "Empirical Analysis of Limit Order Markets," GSIA Working Papers -290183991, Carnegie Mellon University, Tepper School of Business.
- 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.
- Green, Richard C. & Hollifield, Burton, 2003.
"The personal-tax advantages of equity,"
Journal of Financial Economics, Elsevier, vol. 67(2), pages 175-216, February.
- Richard Green & Burton Hollifield, 2000. "The Personal Tax Advantage of Equity," Econometric Society World Congress 2000 Contributed Papers 1611, Econometric Society.
- Richard C. Green & Burton Hollifield, "undated". "The Personal-Tax Advantages of Equity," GSIA Working Papers 2000-E10, Carnegie Mellon University, Tepper School of Business.
- 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.
- Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton, 1997. "Defensive Mechanisms and Managerial Discretion," Journal of Finance, American Finance Association, vol. 52(4), pages 1467-1493, September.
- 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 2145-2170, December.
- Bernhardt, Dan & Hollifield, Burton & Hughson, Eric, 1995.
"Investment and Insider Trading,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 501-543.
- 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.
- Giammarino, Ronald & Heinkel, Robert & Hollifield, Burton, 1994. "Corporate Financing Decisions and Anonymous Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(3), pages 351-377, September.
- 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 1785-1809, December.
- 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.
More information
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (8) 2001-02-21 2003-02-18 2004-08-02 2004-12-12 2004-12-12 2005-04-16 2005-05-07 2005-12-01. Author is listed
- NEP-FMK: Financial Markets (4) 2003-02-18 2004-08-02 2004-12-12 2004-12-12
- NEP-MAC: Macroeconomics (3) 2005-05-07 2005-12-01 2007-07-13
- NEP-MON: Monetary Economics (3) 2005-05-07 2005-12-01 2007-07-13
- NEP-RMG: Risk Management (3) 2003-02-18 2004-12-12 2018-08-13
- NEP-CBA: Central Banking (2) 2005-12-01 2007-07-13
- NEP-CFN: Corporate Finance (2) 2000-12-19 2003-02-18
- NEP-BAN: Banking (1) 2014-11-22
- NEP-CTA: Contract Theory and Applications (1) 2014-11-22
- NEP-DCM: Discrete Choice Models (1) 2003-02-18
- NEP-DGE: Dynamic General Equilibrium (1) 2007-07-13
- NEP-ENV: Environmental Economics (1) 2018-08-13
- NEP-IFN: International Finance (1) 2002-04-03
- NEP-URE: Urban and Real Estate Economics (1) 2014-11-22
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