Finning Ltd Associate Professor of Finance
University of British Columbia - Sauder School of Business
2053 Main Mall Department of Finance Vancouver BC V6T 1Z2 Canada 604-822-8344 (Phone) 604-822-8521 (Fax)
email address
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Donaldson, R. Glen's
Scholarly Papers
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Total Downloads
2,986 |
Total
Citations
7 |
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Donaldson, R. Glen University of British Columbia (UBC) - Sauder School of Business Kamstra, Mark J. York University - Schulich School of Business
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1,352
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return volatility, ARCH models, options-implied volatility, trading volume, combining models
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Donaldson, R. Glen University of British Columbia (UBC) - Sauder School of Business Kamstra, Mark J. York University - Schulich School of Business
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850
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Fundamental asset pricing, forecasting, volatility, bubbles
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Donaldson, R. Glen University of British Columbia (UBC) - Sauder School of Business Kamstra, Mark J. York University - Schulich School of Business
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Donaldson, R. Glen University of British Columbia (UBC) - Sauder School of Business Kamstra, Mark J. York University - Schulich School of Business Kramer, Lisa A. University of Toronto - Rotman School of Management
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equity risk premium, equity premium puzzle, Monte Carlo simulation
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Donaldson, R. Glen University of British Columbia (UBC) - Sauder School of Business Kamstra, Mark J. York University - Schulich School of Business
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