R. Glen Donaldson

University of British Columbia (UBC) - Sauder School of Business

Finning Ltd Associate Professor of Finance

2053 Main Mall

Department of Finance

Vancouver BC V6T 1Z2

Canada

SCHOLARLY PAPERS

5

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CITATIONS
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Top 30,843

in Total Papers Citations

7

Scholarly Papers (5)

1.

Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff

SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
Number of pages: 25 Posted: 21 Feb 2001
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Downloads 1,399 (9,858)
Citation 3

Abstract:

return volatility, ARCH models, options-implied volatility, trading volume, combining models

2.

Forecasting Fundamental Stock Price Distributions

Simon Fraser University Working Paper No. 96-2, Sauder School of Business Working Paper
Number of pages: 52 Posted: 30 Oct 2000
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Downloads 869 (20,546)
Citation 1

Abstract:

Fundamental asset pricing, forecasting, volatility, bubbles

3.

Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies

SFU Discussion Paper, Sauder School of Business Working Paper
Number of pages: 43 Posted: 30 Oct 2000
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business
Downloads 533 (40,504)
Citation 1

Abstract:

4.

Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity Premium

FRB of Atlanta Working Paper No. 2003-4, Sauder School of Business Working Paper
Number of pages: 63 Posted: 19 Mar 2003
R. Glen Donaldson, Mark J. Kamstra and Lisa A. Kramer
University of British Columbia (UBC) - Sauder School of Business, York University - Schulich School of Business and University of Toronto - Rotman School of Management
Downloads 265 (93,873)
Citation 2

Abstract:

equity risk premium, equity premium puzzle, Monte Carlo simulation

5.

A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of the 1929's Stock Crash

REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 2
Posted: 20 Apr 1998
R. Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business

Abstract: