Allan A. Zebedee

Clarkson University

Assistant Professor

Potsdam, NY 13699-5780

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 43,174

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961

CITATIONS
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Top 47,323

in Total Papers Citations

9

Scholarly Papers (7)

1.

Liquidity in the Pricing of Syndicated Loans

AFA 2007 Chicago Meetings Paper
Number of pages: 56 Posted: 15 Mar 2006
Anurag Gupta, Ajai K. Singh and Allan A. Zebedee
Case Western Reserve University - Department of Banking & Finance, Department of Finance, University of Central Florida and Clarkson University
Downloads 511 (53,528)
Citation 4

Abstract:

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Syndicated loans, loan secondary market, loan pricing, liquidity, loan trading

2.

The Greenspan Effect on Equity Markets: An Intraday Examination of U.S. Monetary Policy Announcements

Number of pages: 36 Posted: 26 Oct 2005
Copenhagen Business School, University of North Carolina (UNC) at Chapel Hill - Department of Economics, Aarhus University - School of Economics and Management and Clarkson University
Downloads 297 (101,245)
Citation 4

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Monetary Policy, Exchange Traded Funds, Realized Variance, High-Frequency Data

3.

Examining Bank SEOs: Are Offers Made by Undercapitalized Banks Different?

Number of pages: 46 Posted: 12 Feb 2009
affiliation not provided to SSRN, Case Western Reserve University - Department of Banking & Finance, University of Delaware - Alfred Lerner College of Business and Economics, Department of Finance, University of Central Florida and Clarkson University
Downloads 153 (191,164)
Citation 2

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Bank Seasoned Equity Offers, Undercapitalization, Overcapitalization, Involuntary Issues, Voluntary Issues, Market Reaction, Long run performance, Long-run returns

4.

Intraday Volatility Responses to Monetary Policy Events

Financial Markets and Portfolio Management, Vol. 23, No. 4, pp. 383-399, 2009
Posted: 19 Jun 2010
Asger Lunde and Allan A. Zebedee
Aarhus University - School of Economics and Management and Clarkson University

Abstract:

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Monetary policy, Exchange traded funds, Intraday volatility, High-frequency data

5.

The Greenspan Years: An Analysis of the Magnitude and Speed of the Equity Market Response to FOMC Announcements

Financial Markets and Portfolio Management, Vol. 22, No.1, pp. 3-20, 2008
Posted: 02 Apr 2008
Clarkson University, Copenhagen Business School, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Aarhus University - School of Economics and Management

Abstract:

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Monetary policy, Exchange traded funds, High-frequency data

6.

An Examination of Large Sell Orders in Cold IPO Aftermarkets

EFMA 2003 Helsinki Meetings
Posted: 23 Jun 2003
C. N. V. Krishnan, Ajai K. Singh and Allan A. Zebedee
Case Western Reserve University - Department of Banking & Finance, Department of Finance, University of Central Florida and Clarkson University

Abstract:

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7.

The Impact of a Trade on National Best Bid and Offer Quotes: A New Approach to Modeling Irregularly Spaced Data

Journal of Multinational Financial Management, Vol. 11, No. 4-5, December 2001
Posted: 09 Mar 2002
Allan A. Zebedee
Clarkson University

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price dynamics, multiple market trading, irregularly spaced data

Other Papers (1)

Total Downloads: 195
1.

Share Repurchase Programs and Liquidity: An Examination of Dutch Auction Repurchases

Number of pages: 24 Posted: 25 Mar 2005
Nandkumar Nayar, Ajai K. Singh and Allan A. Zebedee
Lehigh University - College of Business & Economics, Department of Finance, University of Central Florida and Clarkson University
Downloads 195

Abstract:

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Share Repurchase Programs, Dutch Auctions, Liquidity