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

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

12

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CROSSREF CITATIONS

55

Scholarly Papers (12)

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1.

Demography and the Long-Run Predictability of the Stock Market

USC CLEO Research Paper No. C02-21; Cowles Foundation Discussion Paper No. 1380
Number of pages: 33 Posted: 24 Sep 2002
John Geanakoplos, Michael J. P. Magill and Martine Quinzii
Yale University - Cowles Foundation, University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 5,375 (1,331)
Citation 2

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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 GFRI, University of Geneva
Downloads 446 (64,478)
Citation 6

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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 184 (165,431)
Citation 2

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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 GFRI, University of Geneva
Downloads 122 (232,398)
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

IEPR Working Paper No. 05-22
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 114 (244,238)
Citation 1

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6.

Prices and Investment with Collateral and Default

Downloads 57 (372,497)

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 31 (479,160)

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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 26 (513,280)

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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

IEPR Working Paper No. 05-21
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 43 (416,904)
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 22 (515,263)

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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 1 (657,138)
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10.

Infinite Horizon CAPM Equilibrium

Economic Theory, Vol. 15, Issue 1, Pp. 103-138, 2000
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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