Austin Murphy

Oakland University - School of Business Administration

Professor of Finance

Varner Hall - Room 502

Rochester, MI 48309-4401

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 892

SSRN RANKINGS

Top 892

in Total Papers Downloads

21,739

CITATIONS
Rank 19,286

SSRN RANKINGS

Top 19,286

in Total Papers Citations

16

Scholarly Papers (16)

1.

An Analysis of the Financial Crisis of 2008: Causes and Solutions

Number of pages: 28 Posted: 04 Nov 2008 Last Revised: 16 Dec 2008
Austin Murphy
Oakland University - School of Business Administration
Downloads 18,023 (76)
Citation 10

Abstract:

financial crisis, credit default swap, bailout, foreclosure, short sales, systematic risk, default risk, credit spread

A Financial Analysis of the Economic Effects of Having to Reverse Current Account Deficits

PRACTICAL FINANCIAL ECONOMICS, Praeger, 2003
Number of pages: 63 Posted: 25 Apr 2000 Last Revised: 10 Nov 2008
Austin Murphy
Oakland University - School of Business Administration
Downloads 265 (88,759)
Citation 1

Abstract:

A Financial Analysis of the Economic Effects of Having to Reverse Current Account Deficits

PRACTICAL FINANCIAL ECONOMICS, Praeger, 2003
Number of pages: 48 Posted: 15 Mar 2000 Last Revised: 10 Nov 2008
Austin Murphy
Oakland University - School of Business Administration
Downloads 141 (162,181)
Citation 1

Abstract:

3.

The Empirical Relationship between Stock Prices and Long-Term Earnings

Journal of Investing, Vol. 18, No. 3, 2009
Number of pages: 11 Posted: 09 Nov 2008 Last Revised: 04 Apr 2010
Oakland University - Department of Accounting and Finance, Oakland University, Oakland University and Oakland University - School of Business Administration
Downloads 374 (53,611)

Abstract:

4.

Psychological Causes of Financial Market Cycles and Their Effects on Market Efficiency

Number of pages: 41 Posted: 24 May 2010
Austin Murphy
Oakland University - School of Business Administration
Downloads 165 (134,277)

Abstract:

Financial Cycle, Psychology, Efficient Market, Technical Analysis, Arbitrage

5.

The Largest Pyramid Scheme of All Time: The Effect of Allowing Unregulated Credit Default Swaps

Number of pages: 25 Posted: 26 Apr 2010
Austin Murphy
Oakland University - School of Business Administration
Downloads 157 (142,290)
Citation 1

Abstract:

credit default swap, financial crisis, debt insurance, credit spread

Shorting Down Value: The Toxic Effect of Insufficient Internal Liquidity

Number of pages: 57 Posted: 06 Jun 2006
Oakland University - School of Business Administration, Oakland University and Oakland University
Downloads 103 (206,388)
Citation 2

Abstract:

Shorting, Liquidity, Distress Valuation

Shorting Down Value: The Toxic Effect of Insufficient Internal Liquidity

Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2010
Posted: 05 Jul 2010
Oakland University, Oakland University and Oakland University - School of Business Administration

Abstract:

Short sales, liquidity, new issue, equity, bankruptcy

7.

The UK SAM Experience: A Financial Service or a New Type of Loan Shark Product?

RODEO Discussion Paper No. 006
Number of pages: 24 Posted: 05 Sep 2006
Austin Murphy
Oakland University - School of Business Administration
Downloads 74 (253,102)

Abstract:

8.

An Empirical Examination of the Relationship between Naked Shorting and Share Prices Around the Announcement of a Firm’s Need for External Capital

Number of pages: 44 Posted: 05 Apr 2010 Last Revised: 01 Sep 2010
Austin Murphy, Hong Qian and Yun Ellen Zhu
Oakland University - School of Business Administration, Oakland University - Department of Accounting and Finance and Oakland University
Downloads 51 (300,784)

Abstract:

9.

Unraveling the Complex Interrelationships between Exchange Rates and Fundamentals

Journal of Banking and Finance, Vol. 32, 2008
Number of pages: 60 Posted: 17 Jul 2006 Last Revised: 24 Jan 2012
Austin Murphy and Yun Ellen Zhu
Oakland University - School of Business Administration and Oakland University
Downloads 51 (306,082)
Citation 1

Abstract:

10.

The Effect of Confidence in Valuation Estimates on Arbitrager Behavior and Market Prices

Number of pages: 33 Posted: 20 Aug 2013
Austin Murphy
Oakland University - School of Business Administration
Downloads 34 (335,332)

Abstract:

investor confidence, sentiment, arbitrage, psychology, behavioral finance

11.

The Impact of Endogenously Determined Uncertainty About Future Mispricings and Investigatory Outcomes

Number of pages: 32 Posted: 20 Aug 2013
Liang Fu and Austin Murphy
Oakland University and Oakland University - School of Business Administration
Downloads 15 (430,627)
Citation 1

Abstract:

arbitrage, market efficiency, uncertainty, investment analysis, cycles

12.

Insightful Details on How Everything Developed from Nothing

Number of pages: 23 Posted: 27 Jul 2013
Austin Murphy
Oakland University - School of Business Administration
Downloads 14 (430,627)

Abstract:

ontology, metaphysics, nothing, evolution, creation

13.

The Absolute Priority 'Rule' (APR) in Bankruptcy: Has It Now Been Enabled by the Courts to Allow Creditors to Liquidate Productively Viable U.S. Corporations?

Number of pages: 21 Posted: 22 Jul 2016
Austin Murphy
Oakland University - School of Business Administration
Downloads 0 (317,402)

Abstract:

Bankruptcy, Absolute Priority Rule (APR), Law, 510(B), Shareholder Ownership Rights

14.

Insured Bond Pricing in the Biggest Municipal Bankruptcy in History: The Case of Detroit

Number of pages: 27 Posted: 20 Jul 2016
Austin Murphy
Oakland University - School of Business Administration
Downloads 0 (440,700)

Abstract:

15.

Systematic Risk and Yield Premiums in the Bond Market

Journal of Credit Risk, 2015
Posted: 12 Aug 2013 Last Revised: 10 Jun 2016
Liang Fu, Austin Murphy and Terry Benzschawel
Oakland University, Oakland University - School of Business Administration and Bond Portfolio Analysis & Quantitative Strategy, Citi Fixed Income Currency

Abstract:

bonds, systematic risk, yield premiums, market price of risk

16.

Buying Put Options to Insure Against Bankruptcy

The Journal of Financial Engineering, Vol. 6, No. 4, December 1997
Posted: 19 May 1998
Austin Murphy
Oakland University - School of Business Administration

Abstract: