Alan J. Marcus

Boston College - Department of Finance

Fulton Hall

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 3,620

SSRN RANKINGS

Top 3,620

in Total Papers Downloads

8,472

CITATIONS
Rank 2,182

SSRN RANKINGS

Top 2,182

in Total Papers Citations

256

Scholarly Papers (25)

1.

Earnings Management, Corporate Governance, and True Financial Performance

Number of pages: 30 Posted: 03 Mar 2006
Boston College - Department of Finance, Bentley University - Department of Finance, Boston College - Department of Finance and New York University - Leonard N. Stern School of Business
Downloads 2,984 (2,181)
Citation 5

Abstract:

Earnings management

2.

Optimal Forecasts of Long-Term Returns: Geometric, Arithmetic, or Other Means

Boston College Working Paper
Number of pages: 33 Posted: 17 Dec 2002
Eric Jacquier, Alex Kane and Alan J. Marcus
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 950 (16,190)
Citation 2

Abstract:

Long-term returns, parameter uncertainty, Bias, maximum likelihood, mean squared error, arithmetic and geometric mean

3.

The Impact of Institutional Ownership on Corporate Operating Performance

NYU Stern Finance Working Paper No. 03-033
Number of pages: 38 Posted: 09 Jan 2004
New York University - Leonard N. Stern School of Business, Bentley University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 787 (22,160)
Citation 38

Abstract:

4.

Delivery Options and Convexity in Treasury Bond and Note Futures

Number of pages: 22 Posted: 14 Jul 2008
Robin Grieves, Alan J. Marcus and Adrian Woodhams
Rollins College - Crummer Graduate School of Business, Boston College - Department of Finance and Goldman Sachs JBWere
Downloads 603 (31,873)

Abstract:

Delivery options, convexity, Treasury futures, hedging, PVBP

5.

Opaque Financial Reports, R-Square, and Crash Risk

Number of pages: 56 Posted: 04 Apr 2008 Last Revised: 08 Jul 2009
Amy P. Hutton, Alan J. Marcus and Hassan Tehranian
Boston College - Carroll School of Management, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 539 (34,088)
Citation 31

Abstract:

Transparency of financial statements, R-squares, Stock price crashes

6.

Opacity, Crash Risk, and the Option Smirk Curve

Number of pages: 41 Posted: 17 Jul 2010 Last Revised: 09 Aug 2010
Boston College, Boston College - Carroll School of Management, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 371 (49,142)
Citation 3

Abstract:

option pricing, earnings management, crash risk, transparency, opacity, smirk

7.

Bank Earnings Management and Tail Risk during the Financial Crisis

Journal of Money, Credit, and Banking, Vol. 46, No. 1, 2014
Number of pages: 44 Posted: 22 May 2012 Last Revised: 14 Feb 2014
University of Georgia - Department of Finance, Bentley University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 340 (56,865)

Abstract:

financial institutions, opacity, crashes, transparency

The Impact of Institutional Ownership on Corporate Operating Performance

NYU Working Paper No. 2451/27262
Number of pages: 39 Posted: 11 Nov 2008
Bentley University - Department of Finance, Boston College - Department of Finance, New York University - Leonard N. Stern School of Business and Boston College - Department of Finance
Downloads 128 (179,093)
Citation 38

Abstract:

The Impact of Institutional Ownership on Corporate Operating Performance

NYU Working Paper No. 2451/27262
Number of pages: 39 Posted: 04 Nov 2008
Bentley University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 106 (206,466)
Citation 38

Abstract:

9.

Defined Benefit Versus Defined Contribution Pension Plans: What are the Real Tradeoffs?

NBER Working Paper No. w1719
Number of pages: 37 Posted: 27 Apr 2000
Zvi Bodie, Alan J. Marcus and Robert C. Merton
Boston University - Department of Finance & Economics, Boston College - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 222 (99,510)
Citation 18

Abstract:

10.

Dividend Signaling: Evidence from Bank IPOs

Number of pages: 42 Posted: 17 Oct 2008
Bentley University - Department of Finance, University of Central Arkansas, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 178 (121,332)
Citation 4

Abstract:

dividends, signaling, banks, IPOs

11.

Riding the Yield Curve: Reprise

NBER Working Paper No. w3511
Number of pages: 31 Posted: 28 Jun 2004
Robin Grieves and Alan J. Marcus
Rollins College - Crummer Graduate School of Business and Boston College - Department of Finance
Downloads 92 (226,307)
Citation 3

Abstract:

12.

The Valuation of Security Analysis

NBER Working Paper No. w1958
Number of pages: 39 Posted: 26 Jul 2001
Alex Kane and Alan J. Marcus
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 76 (237,822)

Abstract:

13.

Earnings and Dividend Announcements is There a Corroboration Effect?

NBER Working Paper No. w1248
Number of pages: 35 Posted: 12 Apr 2004
Alex Kane, Youngki Lee and Alan J. Marcus
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS), Boston University - Center for Polymer Studies and Boston College - Department of Finance
Downloads 51 (269,021)
Citation 16

Abstract:

14.

How Big is the Tax Advantage to Debt?

NBER Working Paper No. w1286
Number of pages: 24 Posted: 26 May 2004
Alex Kane, Alan J. Marcus and Robert L. McDonald
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS), Boston College - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 49 (318,344)
Citation 26

Abstract:

15.

Pension Plan Integration as Insurance Against Social Security Risk

NBER Working Paper No. w1370
Number of pages: 42 Posted: 23 Jun 2004
Robert C. Merton, Zvi Bodie and Alan J. Marcus
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Boston University - Department of Finance & Economics and Boston College - Department of Finance
Downloads 46 (315,482)
Citation 5

Abstract:

16.

Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market

NBER Working Paper No. w1614
Number of pages: 28 Posted: 05 Jul 2004
Alex Kane and Alan J. Marcus
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance
Downloads 44 (315,482)
Citation 5

Abstract:

17.

Debt Policy and the Rate of Return Premium to Leverage

NBER Working Paper No. w1439
Number of pages: 35 Posted: 11 Apr 2004
Alex Kane, Alan J. Marcus and Robert L. McDonald
University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS), Boston College - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 44 (324,220)
Citation 45

Abstract:

18.

An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices

NBER Working Paper No. w3106
Number of pages: 20 Posted: 27 Apr 2000
Alan J. Marcus
Boston College - Department of Finance
Downloads 35 (342,518)
Citation 1

Abstract:

19.

Corporate Pension Policy and the Value of Pbgc Insurance

NBER Working Paper No. w1217
Number of pages: 40 Posted: 07 Apr 2004
Alan J. Marcus
Boston College - Department of Finance
Downloads 34 (355,874)
Citation 15

Abstract:

20.

Peer Effects in Corporate Governance Practices: Evidence from Universal Demand Laws

Number of pages: 50 Posted: 26 Nov 2016 Last Revised: 22 Dec 2016
Boston College, Department of Finance, PhD Candidate, Boston College - Department of Finance, Boston College - Carroll School of Management and Boston College - Department of Finance
Downloads 0 (280,063)

Abstract:

corporate governance; board interlocks; peer effects; derivative lawsuits

21.

Relative Sentiment and Stock Returns

Financial Analysts Journal, Vol. 66, No. 4, pp. 20-32, 2010
Posted: 11 Aug 2010
Roger M. Edelen, Alan J. Marcus and Hassan Tehranian
University of California, Davis - Graduate School of Management, Boston College - Department of Finance and Boston College - Department of Finance

Abstract:

Portfolio Management, Asset Allocation, Equity Portfolio Management Strategies, Equity Investments, Equity Market Valuation and Return Analysis

22.

Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk

Journal of Financial Econometrics, Vol. 3, No. 1, pp. 37-55, 2005
Posted: 29 Feb 2008
Eric Jacquier, Alex Kane and Alan J. Marcus
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance

Abstract:

arithmetic mean, asset allocation, estimation risk, geometric mean, long-term returns, maximum likelihood, mean-squared error, risk premium, small sample

23.

Geometric or Arithmetic Mean: A Reconsideration

Financial Analysts Journal, Vol. 59, No. 6, pp. 46-53, November/December 2003
Posted: 26 Jan 2004
Eric Jacquier, Alex Kane and Alan J. Marcus
Boston University School of Management, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Boston College - Department of Finance

Abstract:

Portfolio management, asset allocation, investment theory, portfolio theory, quantitative tools, econometric and statistical methods

24.

Asset Allocation Models and Market Volatility

Financial Analysts Journal, Vol. 57, No. 2, March/April 2001
Posted: 29 Jun 2001
Eric Jacquier and Alan J. Marcus
Boston University School of Management and Boston College - Department of Finance

Abstract:

25.

Early Exercise and the Valuation of Employee Stock Options

Posted: 01 Sep 1999
Nalin Kulatilaka and Alan J. Marcus
Boston University - Department of Finance & Economics and Boston College - Department of Finance

Abstract: