Alan J. Marcus

Boston College - Department of Finance

Fulton Hall

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 5,761

SSRN RANKINGS

Top 5,761

in Total Papers Downloads

13,580

SSRN CITATIONS
Rank 2,328

SSRN RANKINGS

Top 2,328

in Total Papers Citations

444

CROSSREF CITATIONS

295

Scholarly Papers (30)

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 4,671 (3,822)
Citation 13

Abstract:

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Earnings management

2.

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
University of South Carolina (Retired), Boston College - Department of Finance and Goldman Sachs JBWere
Downloads 1,391 (26,308)

Abstract:

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Delivery options, convexity, Treasury futures, hedging, PVBP

3.

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 1,339 (27,816)
Citation 2

Abstract:

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

4.

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 1,168 (33,942)
Citation 300

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

5.

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 935 (46,520)
Citation 2

Abstract:

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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 831 (54,736)
Citation 17

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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 548 (93,596)
Citation 12

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financial institutions, opacity, crashes, transparency

8.

Does a Mutual Fund’s Exposure to Pollution Influence Its Environmental Engagements?

Journal of Banking & Finance - Accepted
Number of pages: 60 Posted: 09 Aug 2021 Last Revised: 25 Mar 2024
Pouyan Foroughi, Alan J. Marcus and Vinh Nguyen
York University - Schulich School of Business, Boston College - Department of Finance and The University of Hong Kong
Downloads 361 (152,825)

Abstract:

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mutual fund voting, environment, air pollution

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 Last Revised: 14 Sep 2022
Zvi Bodie, Alan J. Marcus and Robert C. Merton
Boston University, Boston College - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 355 (155,644)
Citation 6

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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 171 (318,087)

Abstract:

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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 165 (328,194)
Citation 14

Abstract:

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11.

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 258 (217,242)
Citation 6

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dividends, signaling, banks, IPOs

12.

Waiting for Guidance: Disclosure Noise, Verification Delay, and the Value-Relevance of Good-News versus Bad-News Management Earnings Forecasts

Global Finance Journal, Forthcoming
Number of pages: 49 Posted: 14 May 2018
University of Georgia - Department of Finance, Boston College - Department of Finance, University of Memphis - School of Accountancy and Boston College - Department of Finance
Downloads 192 (287,206)
Citation 1

Abstract:

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Management earnings forecasts, value-relevance, news, noise, bias

13.

Greek-based Bond Factors

Number of pages: 51 Posted: 22 Mar 2021 Last Revised: 18 Feb 2022
Pierluigi Balduzzi, Michael Connolly and Alan J. Marcus
Boston College - Carroll School of Management, Fannie Mae and Boston College - Department of Finance
Downloads 179 (305,774)

Abstract:

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bond Greeks, factor models, duration, convexity

14.

Riding the Yield Curve: Reprise

NBER Working Paper No. w3511
Number of pages: 31 Posted: 28 Jun 2004 Last Revised: 07 Aug 2022
Robin Grieves and Alan J. Marcus
University of South Carolina (Retired) and Boston College - Department of Finance
Downloads 171 (319,915)
Citation 2

Abstract:

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15.

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 Last Revised: 01 Dec 2022
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 133 (390,985)

Abstract:

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16.

Earnings and Dividend Announcements is There a Corroboration Effect?

NBER Working Paper No. w1248
Number of pages: 35 Posted: 12 Apr 2004 Last Revised: 01 Dec 2022
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 116 (433,625)
Citation 11

Abstract:

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17.

The Valuation of Security Analysis

NBER Working Paper No. w1958
Number of pages: 39 Posted: 26 Jul 2001 Last Revised: 09 Nov 2022
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 112 (445,022)
Citation 1

Abstract:

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18.

Pension Plan Integration as Insurance Against Social Security Risk

NBER Working Paper No. w1370
Number of pages: 42 Posted: 23 Jun 2004 Last Revised: 01 Oct 2022
Robert C. Merton, Zvi Bodie and Alan J. Marcus
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Boston University and Boston College - Department of Finance
Downloads 83 (543,026)

Abstract:

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19.

How Big is the Tax Advantage to Debt?

NBER Working Paper No. w1286
Number of pages: 24 Posted: 26 May 2004 Last Revised: 09 Jul 2022
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 83 (543,026)
Citation 3

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20.

Debt Policy and the Rate of Return Premium to Leverage

NBER Working Paper No. w1439
Number of pages: 35 Posted: 11 Apr 2004 Last Revised: 09 Dec 2022
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 76 (571,734)
Citation 8

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21.

Waiting for Guidance: Disclosure Noise, Verification Delay, and the Value-Relevance of Good-News versus Bad-News Management Earnings Forecasts

Global Finance Journal, Forthcoming
Number of pages: 48 Posted: 29 Mar 2018
University of Georgia - C. Herman and Mary Virginia Terry College of Business, Boston College - Department of Finance, University of Memphis - School of Accountancy and Boston College - Department of Finance
Downloads 73 (584,782)
Citation 1

Abstract:

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Management earnings forecasts, value-relevance, news, noise, bias

22.

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 Last Revised: 29 Dec 2022
Alan J. Marcus
Boston College - Department of Finance
Downloads 67 (612,273)

Abstract:

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23.

Corporate Pension Policy and the Value of Pbgc Insurance

NBER Working Paper No. w1217
Number of pages: 40 Posted: 07 Apr 2004 Last Revised: 01 May 2022
Alan J. Marcus
Boston College - Department of Finance
Downloads 52 (692,340)

Abstract:

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24.

Mutual fund pollution experience and environmental voting

Number of pages: 54 Posted: 29 Jan 2023 Last Revised: 09 Apr 2024
Pouyan Foroughi, Alan J. Marcus and Vinh Nguyen
York University - Schulich School of Business, Boston College - Department of Finance and The University of Hong Kong
Downloads 50 (704,634)

Abstract:

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mutual fund voting, environment, air pollution

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

EFA 2019 Meeting Paper, MFA 2019 Outstanding Paper in Applied Corporate Finance
Posted: 26 Nov 2016 Last Revised: 03 May 2021
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong and Boston College - Department of Finance

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corporate governance; board interlocks; peer effects; derivative lawsuits

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

Posted: 05 Sep 2017
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong - School of Economics and Finance and Boston College - Department of Finance

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

31st Australasian Finance and Banking Conference 2018
Posted: 30 Jul 2018 Last Revised: 05 Jun 2022
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong - School of Economics and Finance and Boston College - Department of Finance

Abstract:

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corporate governance; board interlocks; peer effects; derivative lawsuits

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

Posted: 08 Nov 2018
York University - Schulich School of Business, Boston College - Department of Finance, The University of Hong Kong and Boston College - Department of Finance

Abstract:

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corporate governance; board interlocks; peer effects; derivative lawsuits

26.

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
Virginia Tech, Boston College - Department of Finance and Boston College - Department of Finance

Abstract:

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

27.

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:

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

28.

Geometric or Arithmetic Mean: A Reconsideration

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:

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

29.

Asset Allocation Models and Market Volatility

Posted: 29 Jun 2001
Eric Jacquier and Alan J. Marcus
Boston University School of Management and Boston College - Department of Finance

Abstract:

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30.

Early Exercise and the Valuation of Employee Stock Options

Posted: 01 Sep 1999
Nalin Kulatilaka and Alan J. Marcus
Boston University Questrom School of Business - Susilo Institute for Ethics in a Global Economy and Boston College - Department of Finance

Abstract:

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