Alexandra E. Mackay

University of Toronto, Rotman School of Management

Assistant Professor of Finance

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

547

CITATIONS

0

Scholarly Papers (4)

1.

Term Structure Estimation - an Implied Norm Approach: Negative Option Prices - a Puzzle or Just Noise?

Number of pages: 48 Posted: 27 Jan 2000
Ioulia D. Ioffe, Alexandra E. Mackay and Eliezer Z. Prisman
University of Minnesota - Twin Cities - Carlson School of Management, University of Toronto, Rotman School of Management and York University - Schulich School of Business
Downloads 437 (65,032)

Abstract:

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2.

Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market

Number of pages: 32 Posted: 14 Oct 1999
Alexandra E. Mackay, Eliezer Z. Prisman and Yisong S. Tian
University of Toronto, Rotman School of Management, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 110 (246,899)

Abstract:

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3.

Valuation Operators in Incomplete Markets: The Puzzle of Pricing Callable Bonds

Posted: 10 Oct 1998
Alexandra E. Mackay and Eliezer Z. Prisman
University of Toronto, Rotman School of Management and York University - Schulich School of Business

Abstract:

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4.

From Utility Maximization to Arbitrage Pricing, and Back

Posted: 23 Apr 1998
Alexandra E. Mackay and Eliezer Z. Prisman
University of Toronto, Rotman School of Management and York University - Schulich School of Business

Abstract:

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