John B. McDermott

Fairfield University - Charles F. Dolan School of Business

Associate Professor of Finance

N. Benson Road

Fairfield, CT 06824

United States

SCHOLARLY PAPERS

7

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Top 34,137

in Total Papers Downloads

1,389

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

The Liquidity Effects of S&P 500 Additions

Number of pages: 54 Posted: 30 Aug 2000
John B. McDermott and Shantaram P. Hegde
Fairfield University - Charles F. Dolan School of Business and University of Connecticut - School of Business
Downloads 519 (56,027)

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Liquidity, S&P 500, spread, decomposition, index

2.

Does Auditor Compensation Lower Market Liquidity?

Number of pages: 39 Posted: 03 Mar 2004
N. Asli Ascioglu, Shantaram P. Hegde and John B. McDermott
Bryant University, University of Connecticut - School of Business and Fairfield University - Charles F. Dolan School of Business
Downloads 323 (98,173)

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liquidity, disclosure, audit compensation, adverse selection, asymmetric information

3.

The Market Liquidty of Diamonds, Qubes, and Their Underlying Stocks

Number of pages: 55 Posted: 08 Jun 2001
John B. McDermott and Shantaram P. Hegde
Fairfield University - Charles F. Dolan School of Business and University of Connecticut - School of Business
Downloads 302 (105,731)
Citation 1

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Liquidity market microstructure index portfolio

4.

Firm Characterisitcs as Cross-Sectional Determinants of Adverse Selection

Number of pages: 40 Posted: 08 Nov 2000
John B. McDermott and Shantaram P. Hegde
Fairfield University - Charles F. Dolan School of Business and University of Connecticut - School of Business
Downloads 232 (138,968)

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5.

Firm Characteristics as Cross-Sectional Determinants of Adverse Selection

Journal of Business Finance & Accounting, Vol. 31, No. 7-8, pp. 1097-1124, September 2004
Number of pages: 28 Posted: 27 Sep 2004
John B. McDermott and Shantaram P. Hegde
Fairfield University - Charles F. Dolan School of Business and University of Connecticut - School of Business
Downloads 13 (592,236)
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6.

Hedging Multiple Price and Quantity Exposures

The Journal of Futures Markets, Vol. 21, No. 2, February 2001
Posted: 19 Mar 2002
John B. McDermott, Shantaram P. Hegde and Carmelo Giaccotto
Fairfield University - Charles F. Dolan School of Business, University of Connecticut - School of Business and University of Connecticut - Department of Finance

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hedging, exchange rate risk, economic exposure

7.

Stock Market Volatility in an Emerging Market: Further Evidence from the Athens Stock Exchange

Journal of Business, Finance and Accounting, Vol. 27, Nos. 7 & 8, Sept./Oct. 2000
Posted: 24 Aug 2001
John B. McDermott, Georgios E. Chortareas and Titos E. Ritsatos
Fairfield University - Charles F. Dolan School of Business, University of Athens - Faculty of Economics and Omega Insurance

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Volatility, Greece, emerging markets