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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.

  • 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:
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
Ключевые слова

См. также:
Franco Modigliani, Merton H. Miller
American Economic Review. 1958.  Vol. 48. No. 3. P. 261-297. 
Sigurt Vitols
Corporate Governance: An International Review. 2005.  Vol. 13. No. 3. P. 386 - 396. 
David Yermack
Journal of Financial Economics. 2003.  Vol. 40. No. 2. P. 185-211. 
Lavinia Vasile
Theoretical and Applied Economics. 2006.  Vol. 6. No. 6. P. 73-76. 
Don M. Chance
Don M. Chance
[Учебная программа]