Michael J. P. Magill

University of Southern California - Department of Economics

Professor

3620 South Vermont Ave. Kaprielian (KAP) Hall, 300

Los Angeles, CA 90089

United States

  • University of Southern California - Department of Economics

    • Email
    • Tel: 213-740-2104
    • Fax: 213-740-8543
SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 16,347

in Total Papers Citations

11

CROSSREF CITATIONS

56

Scholarly Papers (12)

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1.

Demography and the Long-Run Predictability of the Stock Market

Number of pages: 33 Posted: 24 Sep 2002
John Geanakoplos, Michael J. P. Magill and Martine Quinzii
Yale University, University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 5,653 (2,145)
Citation 12

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Demography, Price Earnings Ratio, Returns, Efficient Markets, Baby-boom, Savings

2.

A Critique of Shareholder Value Maximization

Swiss Finance Institute Research Paper No. 13-16
Number of pages: 49 Posted: 08 Apr 2013
Michael J. P. Magill, Martine Quinzii and Jean-Charles Rochet
University of Southern California - Department of Economics, University of California, Davis - Department of Economics and Swiss Finance Institute
Downloads 628 (64,899)
Citation 7

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Shareholder Value Maximization, Stakeholder Model, Endogenous Uncertainty

3.

The Stock Market in the Overlapping Generations

UC Davis Working Paper No. 99-13
Number of pages: 33 Posted: 18 Sep 2000
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 199 (229,431)
Citation 3

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4.

Unconventional Monetary Policy and the Safety of the Banking System

USC-INET Research Paper No. 17-04
Number of pages: 48 Posted: 29 May 2016 Last Revised: 02 Feb 2017
Michael J. P. Magill, Martine Quinzii and Jean-Charles Rochet
University of Southern California - Department of Economics, University of California, Davis - Department of Economics and Swiss Finance Institute
Downloads 171 (262,100)
Citation 3

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safe asset, banking equilibrium, natural equity-to-capital ratio, critical equity-to-capital ratio, Central Bank prudential policy, interest on reserves, asset purchases

5.

An Equilibrium Model of Managerial Compensation

Number of pages: 29 Posted: 04 May 2005
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 124 (338,742)
Citation 1

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6.

Prices and Investment with Collateral and Default

Downloads 73 (476,409)

Prices and Investment with Collateral and Default

USC-INET Research Paper No. 15-01
Number of pages: 43 Posted: 11 Jan 2015
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 40 (640,178)

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Overlapping generations, durable good, collateral, default, Golden Rule steady state, asymmetric impulse response functions

Prices and Investment with Collateral and Default

Number of pages: 37 Posted: 11 Apr 2014
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 33 (686,271)

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Overlapping generations, durable good, collateral, default, Golden Rule steady state, asymmetric impulse response functions

7.

Common Shocks and Relative Compensation Schemes

Number of pages: 13 Posted: 04 May 2005
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 52 (563,011)
Citation 1

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8.

A Co-Moment Criterion for Firms for the Two Canonical Models of Production Under Uncertainty

Number of pages: 26 Posted: 22 Apr 2008
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 33 (668,207)

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optimal choice of firm's investment, co-moment formula for security prices, co-moment criterion for firms

9.

A Comoment Criterion for the Choice of Risky Investment by Firms

International Economic Review, Vol. 51, No. 3, pp. 723-744, August 2010
Number of pages: 22 Posted: 10 Aug 2010
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 3 (932,078)

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10.

Infinite Horizon CAPM Equilibrium

Posted: 17 Dec 1999
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics

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11.

Equity, Bonds, Growth and Inflation in a Quadratic Infinite Horizon Economy

UC Davis Working Paper No. 98-08
Posted: 02 Jun 1998
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics

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12.

Incentives and Risk Sharing in a Stock Market Equilibrium

UC Davis Working Paper #96-12
Posted: 22 Jan 1997
Michael J. P. Magill and Martine Quinzii
University of Southern California - Department of Economics and University of California, Davis - Department of Economics

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