Jason Hall

University of Michigan, Stephen M. Ross School of Business

Lecturer in Finance

701 Tappan Street, Ross School of Business

University of Michigan

ANN ARBOR, MI MI 48104

United States

SCHOLARLY PAPERS

22

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SSRN CITATIONS
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Top 13,719

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Scholarly Papers (22)

1.

Valuation of Mining Projects Using Option Pricing Techniques

JASSA, 2007, No. 4, 22-29.
Number of pages: 9 Posted: 08 Jan 2007 Last Revised: 13 Mar 2013
Jason Hall and Shannon Nicholls
University of Michigan, Stephen M. Ross School of Business and University of Queensland - Faculty of Business, Economics and Law
Downloads 1,478 (11,896)

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Discounted cash flow, real options, decision tree, mining, investment, valuation

2.

The Public Private Partnership Paradox

Number of pages: 39 Posted: 05 Apr 2010
University of Queensland - Business School, University of Michigan, Stephen M. Ross School of Business and Value Decisions
Downloads 954 (23,193)

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Public private partnership, systematic risk

3.

Forecast Accuracy and Stock Recommendations

Journal of Contemporary Accounting and Economics, Vol. 6, pp. 18-33, 2010
Number of pages: 16 Posted: 11 Sep 2007 Last Revised: 19 Jul 2010
Jason Hall and Paul B. Tacon
University of Michigan, Stephen M. Ross School of Business and University of Queensland - Business School
Downloads 598 (44,114)

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Earnings forecasts, Stock recommendations, Security analysts, Investment

4.

The Impact of Growth, Volatility and Competitive Advantage on Equity Valuation

Number of pages: 32 Posted: 20 Jan 2007
Jason Hall
University of Michigan, Stephen M. Ross School of Business
Downloads 402 (72,412)

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Equity valuation, discounted cash flows, options, growth, volatility, competitive advantage

5.

Impact of Sector versus Security Choice on Equity Portfolios

Applied Financial Economics, Forthcoming
Number of pages: 29 Posted: 17 Mar 2009 Last Revised: 13 Mar 2013
Jason Hall and Ben McVicar
University of Michigan, Stephen M. Ross School of Business and University of Queensland - Finance
Downloads 379 (77,456)

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Portfolio choice, asset allocation, sector choice, security selection, top-down, bottom-up

6.

Bias, Stability and Predictive Ability in the Measurement of Systematic Risk

Accounting Research Journal, 2009, 22 (3), 220 – 236.
Number of pages: 19 Posted: 10 Jul 2008 Last Revised: 13 Mar 2013
University of Queensland - Business School, University of Michigan, Stephen M. Ross School of Business, Queensland Investment Corporation and University of Queensland - Business School
Downloads 345 (86,465)

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Beta, systematic risk, Capital Asset Pricing Model

Market Risk Exposure of Merger Arbitrage in Australia

Accounting and Finance, Forthcoming
Number of pages: 42 Posted: 26 Nov 2008 Last Revised: 13 Oct 2011
Jason Hall, Matt Pinnuck and Matthew Thorne
University of Michigan, Stephen M. Ross School of Business, University of Melbourne - Department of Accounting and Business Information Systems and University of Queensland - Business School
Downloads 267 (113,647)
Citation 1

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Merger arbitrage, risk arbitrage, mergers and acquisitions

Market Risk Exposure of Merger Arbitrage in Australia

Accounting & Finance, Vol. 53, Issue 1, pp. 185-215, 2013
Number of pages: 31 Posted: 16 Mar 2013
Jason Hall, Matt Pinnuck and Matthew Thorne
University of Michigan, Stephen M. Ross School of Business, University of Melbourne - Department of Accounting and Business Information Systems and University of Queensland - Business School
Downloads 1 (685,321)
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Merger arbitrage, Risk arbitrage, Mergers and acquisitions

8.

Unconstrained Estimates of the Equity Risk Premium

Forthcoming in Review of Accounting Studies, 2013, 18 (2), June, Accepted 26 March 2012.
Number of pages: 62 Posted: 13 Feb 2010 Last Revised: 13 Mar 2013
University of Queensland - Business School, University of Queensland - Business School, University of Michigan, Stephen M. Ross School of Business and University of Queensland - Business School
Downloads 262 (116,492)

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Analyst forecasts, cost of equity capital, long-term growth, equity risk premium, market risk premium

9.

Electronic Commerce Investments, the Resource-Based View of the Firm, And Firm Market Value

International Journal of Accounting Information Systems, Vol. 6, pp. 5-29, 2005
Number of pages: 25 Posted: 08 Jan 2007
Colin Ferguson, Frank Finn and Jason Hall
University of Melbourne - Faculty of Business and Economics (Deceased), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 233 (131,291)

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Electronic commerce, Resource-based theory, Replicability, Competitive advantage period, Innovative investments, Noninnovative investments, Firm market value, Event study

The Value of Imputation Tax Credits on Australian Hybrid Securities

International Review of Finance, 2010, 10 (3), 365-401.
Number of pages: 44 Posted: 05 Jan 2007 Last Revised: 13 Mar 2013
Investec, University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 187 (161,585)
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Imputation, franking, hybrid securities, preference shares

The Value of Imputation Tax Credits on Australian Hybrid Securities

International Review of Finance, Vol. 10, No. 3, pp. 365-401, September 2010
Number of pages: 37 Posted: 25 Aug 2010
Investec, University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 4 (651,151)
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11.

Portfolio Rebalancing and Mutual Fund Tournament Behavior

Number of pages: 69 Posted: 28 Jun 2011 Last Revised: 13 Nov 2013
Paul B. Tacon and Jason Hall
University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 165 (180,560)

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mutual funds, risk shifting, tournaments

12.

Persistence in Growth Versus Market Expectations

Australian Journal of Management, Vol. 33, No. 1, June 2008
Number of pages: 31 Posted: 22 Jan 2007 Last Revised: 19 Mar 2009
Jason Hall and Matthew Tochterman
University of Michigan, Stephen M. Ross School of Business and University of Queensland - Business School
Downloads 165 (180,560)
Citation 1

Abstract:

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Growth, earnings, valuation

13.

The Impact of Security Analyst Recommendations Upon the Trading of Mutual Funds

23rd Australasian Finance and Banking Conference 2010 Paper (August 23, 2010 version)
Number of pages: 46 Posted: 19 Jul 2010 Last Revised: 16 Mar 2011
David J. Costello and Jason Hall
University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 138 (209,295)
Citation 4

Abstract:

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Mutual fund trading, portfolio, brokerage, recommendations

14.
Downloads 78 (309,939)
Citation 1

Leveraged Superannuation

Accounting and Finance, Forthcoming
Number of pages: 25 Posted: 17 Mar 2008 Last Revised: 25 Jun 2009
Peter Dunn, Scott Francis and Jason Hall
PricewaterhouseCoopers AG WPG, affiliation not provided to SSRN and University of Michigan, Stephen M. Ross School of Business
Downloads 76 (318,010)

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leverage, investment, superannuation, taxation, volatility

Leveraged Superannuation

Accounting & Finance, Vol. 49, Issue 3, pp. 505-529, September 2009
Number of pages: 25 Posted: 08 Oct 2009
Peter Dunn, Scott Francis and Jason Hall
PricewaterhouseCoopers AG WPG, University of Queensland and University of Michigan, Stephen M. Ross School of Business
Downloads 2 (671,050)
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15.

The Market Value of Dividend Imputation Credits Implied by Futures Prices

30th Australasian Finance and Banking Conference 2017
Number of pages: 15 Posted: 31 Jul 2017 Last Revised: 09 Jul 2019
Damien Cannavan, Stephen Gray and Jason Hall
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 73 (322,110)
Citation 1

Abstract:

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Imputation credits, cost of capital, regression, collinearity

16.

Comment on 'Regulation and the Term of the Risk Free Rate: Implications of Corporate Debt'

Accounting Research Journal, Vol. 20, No. 2, pp. 81-86, 2007
Number of pages: 6 Posted: 30 May 2008
Jason Hall
University of Michigan, Stephen M. Ross School of Business
Downloads 73 (322,110)

Abstract:

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cost of capital, risk-free rate, regulation

17.

Relationship between Franking Credits and the Market Risk Premium

Accounting and Finance, Vol. 46, No. 3, pp. 405-428, September 2006
Number of pages: 24 Posted: 18 Aug 2006
Stephen Gray and Jason Hall
University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 27 (483,059)
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18.

Auditor Conservatism and Voluntary Disclosure: Evidence from the Year 2000 Systems Issue

Accounting and Finance, Vol. 43, pp. 21-40, 2003
Number of pages: 20 Posted: 19 Mar 2003
Peter Clarkson, Colin Ferguson and Jason Hall
University of Queensland - Business School, University of Melbourne - Faculty of Business and Economics (Deceased) and University of Michigan, Stephen M. Ross School of Business
Downloads 26 (488,361)
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Auditor conservatism, Voluntary disclosure, Y2K, Year 2000 remediation programs

19.

Relationship between Franking Credits and the Market Risk Premium: A Reply

Accounting & Finance, Vol. 48, Issue 1, pp. 133-142, March 2008
Number of pages: 10 Posted: 29 Feb 2008
Stephen Gray and Jason Hall
University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 20 (522,565)
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20.

Sampling Error and the Joint Estimation of Imputation Credit Value and Cash Dividend Value

Number of pages: 22 Posted: 11 Jul 2019
Damien Cannavan, Stephen Gray and Jason Hall
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 9 (589,451)

Abstract:

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Imputation credits, cost of capital, regression, collinearity

21.

A Transparent, Numerical Solution to the Joint Estimation of Imputation Credit Value and Cash Dividend Value

Number of pages: 21 Posted: 10 Jul 2019
Damien Cannavan, Stephen Gray and Jason Hall
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 5 (615,733)

Abstract:

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Imputation credits, cost of capital, regression, collinearity

22.

Investor Turnover

23rd Australasian Finance and Banking Conference 2010 Paper
Posted: 23 Aug 2010 Last Revised: 15 Mar 2011
Paul B. Tacon and Jason Hall
University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business

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investors, turnover, uncertainty, disposition effect