John J. Merrick, Jr.

Raymond A. Mason School of Business - William & Mary

Richard S. Reynolds Professor of Business

Williamsburg, VA 23187

United States

http://https://mason.wm.edu/faculty/directory/full-time-faculty/merrick_j.php

SCHOLARLY PAPERS

11

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30

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Scholarly Papers (11)

1.

Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 53 Posted: 22 Mar 2002
Narayan Y. Naik, Pradeep K. Yadav and John J. Merrick, Jr.
London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and Raymond A. Mason School of Business - William & Mary
Downloads 811 (28,626)

Abstract:

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Price manipulation, Futures markets, Squeeze

2.

Missing the Marks: Dispersion in Corporate Bond Valuations Across Mutual Funds

Journal of Financial Economics, Forthcoming
Number of pages: 51 Posted: 22 Mar 2008 Last Revised: 14 Jul 2010
Gjergji Cici, Scott Gibson and John J. Merrick, Jr.
University of Kansas - School of Business, College of William and Mary - Mason School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 664 (37,592)

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mutual funds, bonds, valuation, fair value, corporate bond funds

3.

Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance

Journal of Portfolio Management, Vol. 32, No. 3, pp. 80-92, 2006
Number of pages: 28 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Turan G. Bali, K. Ozgur Demirtas, Armen Hovakimian and John J. Merrick, Jr.
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University Graduate School of Management, Baruch College - Zicklin School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 376 (76,687)

Abstract:

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4.

Spanish Treasury Bond Market Liquidity Pre- and Post-European Monetary Union

EFMA 2004 Basel Meetings Paper, Journal of Banking and Finance, Vol. 30, No. 4, 2006
Number of pages: 35 Posted: 18 May 2004 Last Revised: 15 Jul 2011
Antonio Diaz, Eliseo Navarro and John J. Merrick, Jr.
University of Castilla-La Mancha, University of Castilla-La Mancha and Raymond A. Mason School of Business - William & Mary
Downloads 218 (137,448)

Abstract:

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Bonds, Liquidity, Spanish Public Debt, European Monetary Union

5.

Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets

Review of Finance, Forthcoming
Number of pages: 69 Posted: 17 Mar 2012 Last Revised: 10 Jun 2016
Vladimir A. Atanasov, John J. Merrick, Jr. and Philipp Schuster
William and Mary - Raymond A. Mason School of Business, Raymond A. Mason School of Business - William & Mary and Karlsruhe Institute of Technology (KIT), Institute of Finance, Banking, and Insurance
Downloads 214 (139,861)

Abstract:

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agency mortgage-backed securities, corporate bonds, agency debentures, market frictions, market crossing, suitability, market fragmentation, volume imbalance

6.

Financial Asset Demand is Elastic: Evidence from New Issues of Federal Home Loan Bank Debt

Journal of Banking and Finance, Forthcoming
Number of pages: 49 Posted: 15 Aug 2009 Last Revised: 14 May 2011
Vladimir A. Atanasov and John J. Merrick, Jr.
William and Mary - Raymond A. Mason School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 175 (168,336)

Abstract:

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debt auctions, demand elasticity, arbitrage risk, Federal Home Loan Bank

7.

Crisis Dynamics of Implied Default Recovery Ratios: Evidence from Russia and Argentina

NYU Working Paper No. FIN-99-052
Number of pages: 35 Posted: 11 Nov 2008
John J. Merrick, Jr.
Raymond A. Mason School of Business - William & Mary
Downloads 124 (223,383)

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Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Number of pages: 29 Posted: 24 Oct 2013
Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick, Jr.
University of Kansas - School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and Raymond A. Mason School of Business - William & Mary
Downloads 81 (300,234)

Abstract:

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TRACE, CDS, bonds, transparency, marks

Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Bundesbank Discussion Paper No. 09/2014
Number of pages: 33 Posted: 21 Jun 2016
Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick, Jr.
University of Kansas - School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and Raymond A. Mason School of Business - William & Mary
Downloads 32 (460,485)

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TRACE, CDS, bonds, transparency, marks

9.

Pascal Spreading of Short-Term Interest Rate Contracts

Journal of Futures Markets, Vol. 20, No. 1, 2000, NYU Working Paper No. FIN-00-012
Number of pages: 38 Posted: 03 Nov 2008 Last Revised: 26 Oct 2013
John J. Merrick, Jr.
Raymond A. Mason School of Business - William & Mary
Downloads 106 (250,213)

Abstract:

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10.

Financial Intermediaries in the Midst of Market Manipulation: Did They Protect the Fool or Help the Knave?

Number of pages: 62 Posted: 14 Mar 2014 Last Revised: 07 May 2015
Vladimir A. Atanasov, Ryan J. Davies and John J. Merrick, Jr.
William and Mary - Raymond A. Mason School of Business, Babson College - Finance Division and Raymond A. Mason School of Business - William & Mary
Downloads 105 (251,969)

Abstract:

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Market manipulation, Bang the close, NYMEX, Futures contracts, Platinum, Palladium, Floor trading

11.

Mismarking Fraud in Mutual Funds

Number of pages: 73 Posted: 13 Jun 2019
Vladimir A. Atanasov, John J. Merrick, Jr. and Philipp Schuster
William and Mary - Raymond A. Mason School of Business, Raymond A. Mason School of Business - William & Mary and Karlsruhe Institute of Technology (KIT), Institute of Finance, Banking, and Insurance
Downloads 31 (458,652)

Abstract:

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mutual fund performance, structured products, odd lot, mismarking