Author Page for Jack Clark Francis

1.

Bitcoins, Cryptocurrencies and BlockChains

Baruch College Zicklin School of Business Research Paper No. 2019-04-02

Number of pages: 20 Posted: 12 Apr 2019 Last Revised: 24 Apr 2019

Jack Clark Francis

Zicklin School of Business, Baruch College

Downloads 197 (161,834)

Abstract:

2.

Beta as a Random Coefficient

Journal of Financial and Quantitative Analysis (JFQA), March 1978, pages 101-115

Number of pages: 17 Posted: 31 Mar 2015 Last Revised: 12 Apr 2019

Frank J. Fabozzi and Jack Clark Francis

EDHEC Business School and Zicklin School of Business, Baruch College

Downloads 166 (188,388)

Citation 3

Abstract:

3.

Portfolio Analysis of Asset and Liability Management in Small-, Medium-, and Large-Sized Banks

Journal of Monetary Economics, August 1978, Volume 4, Number 3, pages 459-480

Number of pages: 22 Posted: 08 May 2015

Jack Clark Francis

Zicklin School of Business, Baruch College

Downloads 150 (205,285)

Citation 1

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4.

Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions

JOURNAL OF FINANCE, 1977 September, XXXII(4), 1093-1099.

Number of pages: 8 Posted: 31 Mar 2015 Last Revised: 12 Apr 2019

Frank J. Fabozzi and Jack Clark Francis

EDHEC Business School and Zicklin School of Business, Baruch College

Downloads 150 (205,285)

Citation 5

Abstract:

5.

Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination

JOURNAL OF FINANCE, 1979 December, XXXIV (5), pages 1243-1250.

Number of pages: 9 Posted: 30 Mar 2015 Last Revised: 12 Apr 2019

Frank J. Fabozzi and Jack Clark Francis

EDHEC Business School and Zicklin School of Business, Baruch College

Downloads 113 (255,401)

Abstract:

6.

Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999

Institutional Investor Journals, Journal of Alternative Investments, 4(1), 2001, 33-39.

Number of pages: 7 Posted: 16 Oct 2001 Last Revised: 21 Apr 2015

Jack Clark Francis and Roger G. Ibbotson

Zicklin School of Business, Baruch College and Yale School of Management

Downloads 82 (315,231)

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7.

Statistical Analysis of Risk Coefficients for NYSE Stocks

Journal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 5, p. 981, December 1979

Number of pages: 18 Posted: 04 Apr 2015

Jack Clark Francis

Zicklin School of Business, Baruch College

Downloads 69 (347,719)

Abstract:

8.

Skewness and Investors' Decisions

Journal of Financial and Quantitative Analysis (JFQA), 1975

Number of pages: 11 Posted: 04 Apr 2015

Jack Clark Francis

Zicklin School of Business, Baruch College

Downloads 59 (376,963)

Abstract:

9.

Ex Day Effects of the 2003 Dividend Tax Cut

International Review of Economics & Finance, Vol. 41, No. 11-22, 2016

Number of pages: 12 Posted: 16 Mar 2016

Rakesh Bali and Jack Clark Francis

Deceased and Zicklin School of Business, Baruch College

Downloads 35 (466,006)

Abstract:

10.

The Effects of Changing Macroeconomic Conditions on the Parameters of the Single Index Market Model

Journal of Financial and Quantitative Analysis (JFQA), Vol. XIV, No. 2, June 1979

Number of pages: 11 Posted: 04 Apr 2015

Jack Clark Francis and Frank J. Fabozzi

Zicklin School of Business, Baruch College and EDHEC Business School

Downloads 30 (489,659)

Abstract:

11.

Innovations in Partitioning a Share of Stock

Journal of Applied Corporate Finance, Volume 13.1, Spring 2000

Number of pages: 11 Posted: 22 Apr 2015

Jack Clark Francis and Rakesh Bali

Zicklin School of Business, Baruch College and Deceased

Downloads 28 (500,114)

Abstract:

12.

Effects of Tax Reform on Drop-Off Ratios and on Ex-Dividend and Ex-Right Prices

Review of Quantitative Finance and Accounting, Vol. 39, No. 2, 2012

Number of pages: 20 Posted: 06 Apr 2015 Last Revised: 21 Apr 2015

Jack Clark Francis, Tsing Zai Wu and Nan-Ting Kuo

Zicklin School of Business, Baruch College, National Cheng Kung University and National Central University at Taiwan

Downloads 28 (500,114)

Abstract:

13.

Intertemporal Differences in Systematic Stock Price Movements

Journal of Financial and Quantitative Analysis (JFQA), 1975

Number of pages: 16 Posted: 04 Apr 2015

Jack Clark Francis

Zicklin School of Business, Baruch College

Downloads 27 (505,485)

Abstract:

14.

Actuarially Fair Premia for Deductible Insurance Policies

American Economist, 2010, Vol. 55, No. 2, pages 83-91

Number of pages: 9 Posted: 04 Apr 2015

Jack Clark Francis, Ariel Harel and Giora Harpaz

Zicklin School of Business, Baruch College, Independent and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 24 (522,598)

Abstract:

15.

Ex Day Effects of the 1984 and 1986 Tax Reform Acts

The Empirical Economics Letters, 13(1), January 2014, 53-58.

Number of pages: 6 Posted: 21 Sep 2015

Rakesh Bali and Jack Clark Francis

Deceased and Zicklin School of Business, Baruch College

Downloads 23 (528,477)

Abstract:

16.

What Are BLDRS?

Journal of Alternative Investments, 2007

Number of pages: 13 Posted: 22 Apr 2015

Jay Dahya, Jack Clark Francis and Charlotte Strunk Hansen

Zicklin School of Business, Zicklin School of Business, Baruch College and Platinum Grove Asset Management L.P.

Downloads 23 (528,477)

Abstract:

17.

Analysis of Equity Returns: A Survey with Extensions

Number of pages: 12 Posted: 04 May 2016

Jack Clark Francis

Zicklin School of Business, Baruch College

Downloads 22 (534,526)

Abstract:

18.

Analysis of Efficient Markets

Review of Quantitative Finance and Accounting, Vol. 36, No. 2, 2011

Number of pages: 10 Posted: 22 Apr 2015

Ariel Harel, Giora Harpaz and Jack Clark Francis

Independent, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Zicklin School of Business, Baruch College

Downloads 21 (540,576)

Abstract:

19.

Future Economic Information Embedded in High Yield Spreads

Number of pages: 12 Posted: 16 Apr 2019 Last Revised: 18 Apr 2019

Jack Clark Francis, Christopher Hessel and Jun Wang

Zicklin School of Business, Baruch College, City University of New York and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 17 (565,234)

Abstract:

20.

Generalized Functional Form for Mutual Fund Returns

JOURNAL OF FINANCIAL & QUANTITATIVE ANALYSIS, 1980 December, XV(5), pages 1107-1120

Number of pages: 15 Posted: 01 Apr 2015 Last Revised: 12 Apr 2019

Frank J. Fabozzi, Jack Clark Francis and Cheng-Few Lee

EDHEC Business School, Zicklin School of Business, Baruch College and Rutgers, The State University of New Jersey - New Brunswick/Piscataway

Downloads 15 (577,765)

Abstract:

21.

Effects of Tax Reform on Drop-Off Ratios and on the Ex-Dividend and Ex-Rights Prices

Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, Vol. 39, No. 2, pp. 147-164.

Number of pages: 20 Posted: 06 Apr 2015

Jack Clark Francis, Tsing Zai Wu and Nan-Ting Kuo

Zicklin School of Business, Baruch College, National Cheng Kung University and National Central University at Taiwan

Downloads 14 (584,284)

Abstract:

22.

Asset Pricing Implications of A Non-Expected Recursive Utility Function: A Review

International Review of Financial Analysis Volume 3, Number 1, 1994

Number of pages: 17 Posted: 25 Oct 1999 Last Revised: 29 Nov 2015

Jaeho Cho and Jack Clark Francis

CUNY Baruch College and Zicklin School of Business, Baruch College

Downloads 12 (597,612)

Abstract:

23.

Contrasting Real Estate with Comparable Investments, 1978-2008

Journalof Portfolio Management, Vol. 35, No. 5, p. 141, 2009, https://doi.org/10.3905/JPM.2009.36.1.141

Posted: 21 May 2019

Jack Clark Francis and Roger G. Ibbotson

Zicklin School of Business, Baruch College and Yale School of Management

Abstract:

24.

Portfolios Weighted by Repurchase and Total Payout

Journal of Portfolio Management, Vol. 36, No. 4, 2010, https://doi.org/10.3905/jpm.2010.36.4.077

Posted: 21 May 2019

Jack Clark Francis, Christopher Hessel, Jun Wang and Ge Zhang

Zicklin School of Business, Baruch College, City University of New York, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Long Island University

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25.

Forecasting Yield Curves with Survey Information

JOURNAL OF PORTFOLIO MANAGEMENT, Spring 2012, pages 149-163, https://doi.org/10.3905/jpm.2012.38.3.149

Posted: 21 May 2019

Jack Clark Francis and Jian Hua

Zicklin School of Business, Baruch College and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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26.

Exchange Mergers and Electronic Trading

J. C. Francis, Arie Harel, and Giora Harpaz, Exchange Mergers and Electronic Trading, Journal of Trading, Winter 2008, https://doi.org/10.3905/JOT.2009.4.1.035

Posted: 20 May 2019

Jack Clark Francis, Ariel Harel and Giora Harpaz

Zicklin School of Business, Baruch College, Independent and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Abstract:

27.

Optimal Executive Compensation Schemes

International Journal of Finance, Volume 26, Issue 1, 2014

Posted: 12 Mar 2015 Last Revised: 02 Apr 2015

Ariel Harel, Giora Harpaz and Jack Clark Francis

Independent, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Zicklin School of Business, Baruch College

Jack Clark Francis

Zicklin School of Business, Baruch College

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Scholarly Papers (27)

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