Schultz Paul H.

Обновлено: 09-12-2010

Образование

бакалавр: Economics [Macalester College, St. Paul, 1978]
магистр: Finance, Economics [University of Chicago, 1985]
PhD: Finance, Economics [University of Chicago, 1988]

Профессиональные интересы:

Market microstructure,
Corporate finance.

Публикации:

Corporate Bond Trading: A Peek Behind the Curtain, forthcoming, Journal of Finance
Regulatory and Legal Pressures and the Costs of Nasdaq Trading, forthcoming, The Review of Financial Studies.
Stock Splits, Tick Size and Sponsorship, Journal of Finance 55, 2000, 429- 450. Excerpted in Economic Intuition, Winter 2000.
The Initiation and Withdrawal of Odd-Eighth Quotes Among Nasdaq Stocks: An Empirical Analysis, (with William Christie), Journal of Financial Economics 52, 1999, 409-442.
The Effect of Nasdaq Market Reform on Trading Costs and Depths, (with Michael Barclay, Wiliam Christie, Jeffrey Harris, and Eugene Kandel), Journal of Finance 54, February 1999, 1-34, (nominated for Smith-Breeden Prize).
Dealer Markets Under Stress: The Performance of Nasdaq Market Makers During the November 15, 1991 Market Break, (with William Christie), Journal of Financial Services Research 13, 205-229.
The Trading Profits of SOES Bandits, (with Jeffrey Harris), Journal of Financial Economics 50, 39-62.
Trading Costs and Exchange Listing: The Case of Firms that Voluntarily Move from the American Stock Exchange to the Nasdaq, (with Paul Clyde and Mir Zaman) , Journal of Finance 52, 2103-2112.
The Importance of Firm Quotes and Rapid Executions: Evidence from the January 1994 SOES Rules Change, (with Jeffrey Harris), Journal of Financial Economics 45, 135-166.
Are NASDAQ Spreads Determined by Competition or Implicit Collusion?, (with William Christie), Journal of Economic Perspectives, Summer 1995, 199-208.
Market Structure, Price Discovery, and the Intraday Patern of Bid-Ask Spreads for NASDAQ Securities, (with K. C. Chan and William Christie), Journal of Business, January 1995, 35-60.
Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?, (with Wiliam Christie), Journal of Finance, December 1994, 1813-1840 (awarded Smith-Breeden Prize).
Why did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?, (with Wiliam Christie and Jeffrey Harris), Journal of Finance, December, 1994 1841-1860.
Aftermarket Support and Underpricing of Initial Public Offerings, (with Mir Zaman), Journal of Financial Economics, April 1994, 199-219.
Unit Initial Public Offerings: A Form of Staged Financing, Journal of Financial Economics , October 1993, 199-229.
Calls of Warrants: Timing and Market Reaction, Journal of Finance , June 1993, 681-696. Excerpted in Financial Management Collection, Fall 1993.
Biases and Profit Opportunities in Warrant Markets, (with Beni Lauterbach) , Advances in Futures and Options, Fall 1991
Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives, (with Beni Lauterbach), Journal of Finance, September 1990, 1181- 1209.
Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note, Journal of Finance, March 1985, 333- 344.
Transaction Costs and the Small Firm Effect: A Comment, Journal of Financial Economics, June 1983, 81-88.

Публикации на портале:

Статьи

Barclay M.J., Christie W.G., Harris J.H., Eugene Kandel, Schultz P.H. The Effects of Market Reform on the Trading Costs of Nasdaq Stocks // Journal of Finance. 1999. Vol. 54. No. 1. P. 1-34.

Домашняя страница	http://www.nd.edu/~pschultz/
E-mail	Paul.H.Schultz.19@nd.edu
Телефон	(219) 631-3338
Адрес	Colege of Business University of Notre Dame Room 260 Notre Dame, IN 46556