Glen Donaldson

University of British Columbia (UBC) - Sauder School of Business

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

SCHOLARLY PAPERS

3

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CITATIONS
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5

Scholarly Papers (3)

1.

Estimating the Equity Premium

Journal of Financial and Quantitative Analysis, August 2010, 45(4) , Rotman School of Management Working Paper No. 07-02
Number of pages: 52 Posted: 19 Nov 2006 Last Revised: 30 Jul 2010
Glen Donaldson, Mark J. Kamstra and Lisa A. Kramer
University of British Columbia (UBC) - Sauder School of Business, York University - Schulich School of Business and University of Toronto - Rotman School of Management
Downloads 757 (30,055)
Citation 5

Abstract:

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equity risk premium, simulated method of moments, SMM

2.

The Simultaneous Determination of Interest Rates and Loan Terms: Evidence from the Mortgage Market

Number of pages: 41 Posted: 16 Aug 2018
Glen Donaldson and Jake Wetzel
University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Sauder School of Business
Downloads 11 (543,660)

Abstract:

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interest rates, mortgage terms, simultaneous equations model, risk-return tradeoff

3.

Volatility Forecasts, Trading Volume, and the Arch Versus Option-Implied Volatility Trade-Off

Journal of Financial Research, Forthcoming
Posted: 14 Nov 2004
Glen Donaldson and Mark J. Kamstra
University of British Columbia (UBC) - Sauder School of Business and York University - Schulich School of Business

Abstract:

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Volatility forecasts, ARCH