Alan J. Marcus

Boston College - Department of Finance

Fulton Hall

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 4,299

SSRN RANKINGS

Top 4,299

in Total Papers Downloads

11,187

SSRN CITATIONS
Rank 2,977

SSRN RANKINGS

Top 2,977

in Total Papers Citations

144

CROSSREF CITATIONS

297

Scholarly Papers (28)

1.

Earnings Management, Corporate Governance, and True Financial Performance

Number of pages: 30 Posted: 03 Mar 2006
Boston College - Department of Finance, Bentley University - Department of Finance, Boston College - Department of Finance and New York University - Leonard N. Stern School of Business
Downloads 4,124 (2,687)
Citation 10

Abstract:

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Earnings management

2.

Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means

Boston College Working Paper
Number of pages: 33 Posted: 17 Dec 2002
Eric Jacquier, Alex Kane and Alan J. Marcus
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 1,253 (18,998)
Citation 3

Abstract:

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Long-term returns, parameter uncertainty, Bias, maximum likelihood, mean squared error, arithmetic and geometric mean

3.

Opaque Financial Reports, R-Square, and Crash Risk

Number of pages: 56 Posted: 04 Apr 2008 Last Revised: 08 Jul 2009
Amy P. Hutton, Alan J. Marcus and Hassan Tehranian
Boston College - Carroll School of Management, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 896 (31,020)
Citation 80

Abstract:

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Transparency of financial statements, R-squares, Stock price crashes

4.

The Impact of Institutional Ownership on Corporate Operating Performance

NYU Stern Finance Working Paper No. 03-033
Number of pages: 38 Posted: 09 Jan 2004
New York University - Leonard N. Stern School of Business, Bentley University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 859 (32,897)
Citation 2

Abstract:

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5.

Delivery Options and Convexity in Treasury Bond and Note Futures

Number of pages: 22 Posted: 14 Jul 2008
Robin Grieves, Alan J. Marcus and Adrian Woodhams
Rollins College - Crummer Graduate School of Business, Boston College - Department of Finance and Goldman Sachs JBWere
Downloads 685 (44,759)

Abstract:

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Delivery options, convexity, Treasury futures, hedging, PVBP

6.

Opacity, Crash Risk, and the Option Smirk Curve

Number of pages: 41 Posted: 17 Jul 2010 Last Revised: 09 Aug 2010
Boston College, Boston College - Carroll School of Management, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 633 (49,634)
Citation 16

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option pricing, earnings management, crash risk, transparency, opacity, smirk

Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws

EFA 2019 Meeting Paper, MFA 2019 Outstanding Paper in Applied Corporate Finance
Number of pages: 60 Posted: 26 Nov 2016 Last Revised: 14 Sep 2019
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong and Boston College - Department of Finance
Downloads 411 (84,007)

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corporate governance; board interlocks; peer effects; derivative lawsuits

Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws

31st Australasian Finance and Banking Conference 2018
Number of pages: 54 Posted: 30 Jul 2018 Last Revised: 04 Dec 2018
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong - School of Economics and Finance and Boston College - Department of Finance
Downloads 63 (413,699)

Abstract:

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corporate governance; board interlocks; peer effects; derivative lawsuits

Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws

Number of pages: 53 Posted: 08 Nov 2018
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong and Boston College - Department of Finance
Downloads 62 (417,131)

Abstract:

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corporate governance; board interlocks; peer effects; derivative lawsuits

Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws

Number of pages: 50 Posted: 05 Sep 2017
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong - School of Economics and Finance and Boston College - Department of Finance
Downloads 57 (435,187)
Citation 1

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8.

Bank Earnings Management and Tail Risk during the Financial Crisis

Journal of Money, Credit, and Banking, Vol. 46, No. 1, 2014
Number of pages: 44 Posted: 22 May 2012 Last Revised: 14 Feb 2014
University of Georgia - Department of Finance, Bentley University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 493 (68,148)
Citation 11

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financial institutions, opacity, crashes, transparency

9.

Defined Benefit Versus Defined Contribution Pension Plans: What are the Real Tradeoffs?

NBER Working Paper No. w1719
Number of pages: 37 Posted: 27 Apr 2000 Last Revised: 14 Sep 2010
Zvi Bodie, Alan J. Marcus and Robert C. Merton
Boston University - Department of Finance & Economics, Boston College - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 289 (125,507)
Citation 4

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The Impact of Institutional Ownership on Corporate Operating Performance

NYU Working Paper No. 2451/27262
Number of pages: 39 Posted: 11 Nov 2008
Bentley University - Department of Finance, Boston College - Department of Finance, New York University - Leonard N. Stern School of Business and Boston College - Department of Finance
Downloads 143 (240,875)
Citation 12

Abstract:

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The Impact of Institutional Ownership on Corporate Operating Performance

NYU Working Paper No. 2451/27262
Number of pages: 39 Posted: 04 Nov 2008
Bentley University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 114 (286,558)

Abstract:

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11.

Dividend Signaling: Evidence from Bank IPOs

Number of pages: 42 Posted: 17 Oct 2008
Bentley University - Department of Finance, University of Central Arkansas, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 231 (157,300)
Citation 6

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dividends, signaling, banks, IPOs

12.

Waiting for Guidance: Disclosure Noise, Verification Delay, and the Value-Relevance of Good-News versus Bad-News Management Earnings Forecasts

Global Finance Journal, Forthcoming
Number of pages: 49 Posted: 14 May 2018
University of Georgia - Department of Finance, Boston College - Department of Finance, University of Memphis - School of Accountancy and Boston College - Department of Finance
Downloads 157 (222,600)

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Management earnings forecasts, value-relevance, news, noise, bias

13.

Riding the Yield Curve: Reprise

NBER Working Paper No. w3511
Number of pages: 31 Posted: 28 Jun 2004 Last Revised: 05 Feb 2021
Robin Grieves and Alan J. Marcus
Rollins College - Crummer Graduate School of Business and Boston College - Department of Finance
Downloads 129 (260,419)
Citation 2

Abstract:

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14.

Earnings and Dividend Announcements is There a Corroboration Effect?

NBER Working Paper No. w1248
Number of pages: 35 Posted: 12 Apr 2004 Last Revised: 13 Oct 2008
Alex Kane, Youngki Lee and Alan J. Marcus
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS), Boston University - Center for Polymer Studies and Boston College - Department of Finance
Downloads 93 (326,839)
Citation 2

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15.

The Valuation of Security Analysis

NBER Working Paper No. w1958
Number of pages: 39 Posted: 26 Jul 2001 Last Revised: 07 Apr 2010
Alex Kane and Alan J. Marcus
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 92 (329,066)
Citation 1

Abstract:

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16.

How Big is the Tax Advantage to Debt?

NBER Working Paper No. w1286
Number of pages: 24 Posted: 26 May 2004 Last Revised: 09 Jul 2010
Alex Kane, Alan J. Marcus and Robert L. McDonald
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS), Boston College - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 68 (392,269)
Citation 3

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17.

Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market

NBER Working Paper No. w1614
Number of pages: 28 Posted: 05 Jul 2004 Last Revised: 11 Oct 2008
Alex Kane and Alan J. Marcus
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 61 (414,762)

Abstract:

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18.

Pension Plan Integration as Insurance Against Social Security Risk

NBER Working Paper No. w1370
Number of pages: 42 Posted: 23 Jun 2004 Last Revised: 30 Sep 2008
Robert C. Merton, Zvi Bodie and Alan J. Marcus
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Boston University - Department of Finance & Economics and Boston College - Department of Finance
Downloads 61 (414,762)

Abstract:

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19.

Debt Policy and the Rate of Return Premium to Leverage

NBER Working Paper No. w1439
Number of pages: 35 Posted: 11 Apr 2004 Last Revised: 07 Dec 2020
Alex Kane, Alan J. Marcus and Robert L. McDonald
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS), Boston College - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 53 (443,155)
Citation 5

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20.

An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices

NBER Working Paper No. w3106
Number of pages: 20 Posted: 27 Apr 2000 Last Revised: 29 Jun 2010
Alan J. Marcus
Boston College - Department of Finance
Downloads 48 (462,379)

Abstract:

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21.

Waiting for Guidance: Disclosure Noise, Verification Delay, and the Value-Relevance of Good-News versus Bad-News Management Earnings Forecasts

Global Finance Journal, Forthcoming
Number of pages: 48 Posted: 29 Mar 2018
University of Georgia - C. Herman and Mary Virginia Terry College of Business, Boston College - Department of Finance, University of Memphis - School of Accountancy and Boston College - Department of Finance
Downloads 47 (466,460)
Citation 1

Abstract:

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Management earnings forecasts, value-relevance, news, noise, bias

22.

Corporate Pension Policy and the Value of Pbgc Insurance

NBER Working Paper No. w1217
Number of pages: 40 Posted: 07 Apr 2004 Last Revised: 26 Sep 2008
Alan J. Marcus
Boston College - Department of Finance
Downloads 40 (496,721)

Abstract:

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23.

Greek-based Bond Factors

Number of pages: 40 Posted: 22 Mar 2021
Pierluigi Balduzzi, Michael Connolly and Alan J. Marcus
Boston College - Carroll School of Management, Colgate University and Boston College - Department of Finance
Downloads 25 (582,562)

Abstract:

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bond Greeks, factor models, duration, convexity

24.

Relative Sentiment and Stock Returns

Financial Analysts Journal, Vol. 66, No. 4, pp. 20-32, 2010
Posted: 11 Aug 2010
Roger M. Edelen, Alan J. Marcus and Hassan Tehranian
Virginia Tech, Boston College - Department of Finance and Boston College - Department of Finance

Abstract:

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Portfolio Management, Asset Allocation, Equity Portfolio Management Strategies, Equity Investments, Equity Market Valuation and Return Analysis

25.

Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk

Journal of Financial Econometrics, Vol. 3, No. 1, pp. 37-55, 2005
Posted: 29 Feb 2008
Eric Jacquier, Alex Kane and Alan J. Marcus
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance

Abstract:

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arithmetic mean, asset allocation, estimation risk, geometric mean, long-term returns, maximum likelihood, mean-squared error, risk premium, small sample

26.

Geometric or Arithmetic Mean: A Reconsideration

Posted: 26 Jan 2004
Eric Jacquier, Alex Kane and Alan J. Marcus
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance

Abstract:

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Portfolio management, asset allocation, investment theory, portfolio theory, quantitative tools, econometric and statistical methods

27.

Asset Allocation Models and Market Volatility

Posted: 29 Jun 2001
Eric Jacquier and Alan J. Marcus
Boston University School of Management and Boston College - Department of Finance

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28.

Early Exercise and the Valuation of Employee Stock Options

Posted: 01 Sep 1999
Nalin Kulatilaka and Alan J. Marcus
Boston University Questrom School of Business - Susilo Institute for Ethics in a Global Economy and Boston College - Department of Finance

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