John B. Long

Simon Graduate School of Business, University of Rochester

Professor of Finance and Economics

Carol Simon Hall 3-208

Rochester, NY 14627

United States

SCHOLARLY PAPERS

6

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2,824

CITATIONS
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Top 22,776

in Total Papers Citations

12

Scholarly Papers (6)

1.

Editorial: Clinical Papers and Their Role in the Development of Financial Economics

Number of pages: 4 Posted: 28 Nov 2003
University of Chicago - Finance, Harvard Business School, Simon Graduate School of Business, University of Rochester, Harvard Business School, University of Rochester - Simon Business School, Simon Graduate School of Business, University of Rochester and University of Rochester – Simon Business School
Downloads 1,752 (8,234)
Citation 4

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Clinical Papers, case studies, perfect and imperfect markets

2.

Numeraire Portfolio Tests of the Size and Source of Gains from International Diversification

AFA 2003 Washington, DC Meetings
Number of pages: 38 Posted: 25 Nov 2002
Ludger Hentschel and John B. Long
Alternative Risk Premia Investments and Simon Graduate School of Business, University of Rochester
Downloads 383 (70,873)
Citation 3

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Gains from international diversification, international market integration, numeraire portfolio, stochastic discount factor

3.

Black's Simple Discounting Rule

Simon School Working Paper No. FR 08-25
Number of pages: 42 Posted: 17 Mar 2008 Last Revised: 27 Jan 2013
Claudio F. Loderer, John B. Long and Lukas Roth
University of Berne - Institute for Financial Management, Simon Graduate School of Business, University of Rochester and University of Alberta - Department of Finance and Statistical Analysis
Downloads 366 (74,732)
Citation 2

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Black, valuation, discounting, conditional cash flows

4.

Black's Discounting Rule

Simon School of Business Working Paper No. FR 00-12
Number of pages: 15 Posted: 11 Sep 2000
John B. Long
Simon Graduate School of Business, University of Rochester
Downloads 319 (87,481)
Citation 2

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5.

Implementing Fischer Black's Simple Discounting Rule

Journal of Applied Corporate Finance, Vol. 22, Issue 2, pp. 60-68, Spring 2010
Number of pages: 11 Posted: 28 Jul 2010
Claudio F. Loderer, John B. Long and Lukas Roth
University of Berne - Institute for Financial Management, Simon Graduate School of Business, University of Rochester and University of Alberta - Department of Finance and Statistical Analysis
Downloads 4 (576,640)
Citation 1
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Using Proxies for the Short Rate: When are Three Months Like an Instant?

Review of Financial Studies, Vol 12, Issue 3
Posted: 08 May 1999
David A. Chapman, John B. Long and Neil D. Pearson
McIntire School, University of Virginia, Simon Graduate School of Business, University of Rochester and University of Illinois at Urbana-Champaign - Department of Finance

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Using Proxies for the Short Rate: When are Three Months Like an Instant?

Posted: 22 Oct 1998
David A. Chapman, John B. Long and Neil D. Pearson
McIntire School, University of Virginia, Simon Graduate School of Business, University of Rochester and University of Illinois at Urbana-Champaign - Department of Finance

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