Jeffrey M. Mercer

Texas Tech University - Department of Finance

Professor of Finance

Rawls College of Business Administration

Lubbock, TX 79409

United States

http://jmercer.ba.ttu.edu/

SCHOLARLY PAPERS

9

DOWNLOADS

367

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Are Tips Really Tax Disadvantaged? Rethinking the Tax Treatment of U.S. Treasury Inflation Indexed Securities

FRB of Atlanta Working Paper No. 2003-9
Number of pages: 23 Posted: 20 Dec 2003
Scott E. Hein and Jeffrey M. Mercer
Texas Tech University and Texas Tech University - Department of Finance
Downloads 366 (102,041)

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Treasury securities, inflation protection, income taxes, interest rates

2.

Price Discovery in the Treasury‐Bill When‐Issued Market

Financial Review, Vol. 48, Issue 1, pp. 1-24, 2013
Number of pages: 24 Posted: 24 Jan 2013
Jeffrey M. Mercer, Mark E. Moore, Ryan Whitby and Drew B. Winters
Texas Tech University - Department of Finance, California State University, Stanislaus - Department of Kinesiology, Utah State University - Huntsman School of Business and Texas Tech University
Downloads 1 (787,428)
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price discovery, when‐issued trading

3.

Gains from Active Bond Portfolio Management Strategies

Journal of Fixed Income, Vol. 19, No. 4, 2010, https://doi.org/10.3905/JFI.2010.19.4.073
Posted: 21 May 2019
Naomi E. Boyd and Jeffrey M. Mercer
West Virginia University and Texas Tech University - Department of Finance

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Fixed income, Monetary policy, Business cycle, Asset allocation

4.

REIT Momentum and Characteristic-Related REIT Returns

Journal of Real Estate Finance and Economics, Vol. 47, No. 3, 2013
Posted: 18 Sep 2013
Paul R. Goebel, David Harrison, Jeffrey M. Mercer and Ryan Whitby
Texas Tech University - Area of Finance, Texas Tech University, Texas Tech University - Department of Finance and Utah State University - Huntsman School of Business

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Real Estate Investment Trusts (REITs), return momentum, characteristics models, factor models, monetary policy

5.

Are Treasury Inflation Protected Securities Really Tax Disadvantaged?

Journal of Financial Research, Forthcoming
Posted: 19 Aug 2005
Scott E. Hein and Jeffrey M. Mercer
Texas Tech University and Texas Tech University - Department of Finance

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Treasury Inflation Protected Securities, Treasury Inflation Indexed Securities, income taxes, IRS

6.

Is Fed Policy Still Relevant for Investors?

Posted: 05 Feb 2005
University of Richmond - E. Claiborne Robins School of Business, Northern Illinois University, Creighton University - College of Business Administration and Texas Tech University - Department of Finance

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Economics, Relationship of Economic Activity to the Investment Process, Portfolio Management, Equity Strategies

7.

New Evidence on Optimal Asset Allocation

Posted: 06 May 2003
Gerald R. Jensen and Jeffrey M. Mercer
Northern Illinois University and Texas Tech University - Department of Finance

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8.

Monetary Policy and the Cross-Section of Security Returns

Posted: 01 Feb 2001
Gerald R. Jensen and Jeffrey M. Mercer
Northern Illinois University and Texas Tech University - Department of Finance

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9.

An Alternative Specification for Intraday Simultaneity in Spot and Futures Markets

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 37 No. 3, Fall 1997
Posted: 24 Sep 1997
Jeffrey M. Mercer
Texas Tech University - Department of Finance

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