Glen Donaldson

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

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

SCHOLARLY PAPERS

2

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CITATIONS
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5

Scholarly Papers (2)

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 731 (25,846)
Citation 5

Abstract:

equity risk premium, simulated method of moments, SMM

2.

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:

Volatility forecasts, ARCH