Affiliates

Anita Anand

J.R. Kimber Chain in Investor Protection and Corporate Governance
Professor of Law, University of Toronto & Academic Director, Centre for the Legal Profession and Program on Ethics in Law and Business (on leave)

• Coordination and Monitoring in Changes of Control: The Controversial Role of “Wolf Packs” in Capital Markets
  with Andrew Mihalik
• Implications of Shareholder Activism

Craig Doidge

Professorship in Corporate Governance and Professor of Finance, Rotman School of Management

• Taxes and Corporate Policies: Evidence from a Quasi Natural Experiment
  with A Dyck, Journal of Finance, 2015, 70, 45-89.
• Can Institutional Investors Improve Corporate Governance Through Collective Action
  with A. Dyck, H. Mahmudi, and A. Virani

Alexander Dyck

Manulife Financial Chair in Financial Services, Professor of Finance and Business Economics, Rotman School of Management & Director , Capital Markets Institute

• Investor Scale and Performance in Private Equity Investments
  with A. Pomorski, L.; Review of Finance; 2015; Pages: 1-26
• Taxes and Corporate Policies: Evidence From a Quasi Natural Experiment
  with C. Doidge, Journal of Finance, 2015, 70, 45-89
• Can Institutional Investors Improve Corporate Governance Through Collective Action?
  with C. Doidge, H. Mahmudi, and A. Virani
• The Value of Active Management: International Evidence
  with Lins, K., Pomorski, L.; Review of Asset Pricing Studies; Issue: 3; 2013; Pages: 200-228
• Who Blows the Whistle on Corporate Fraud
  with Morse, Zingales; Journal of Finance; Issue: Vol. 65, Nol. 6; 2010; Pages: 2213-2254

Andrey Golubov

Assistant Professor of Finance, Rotman School of Management

• Where is the Risk in Value? Evidence from a Market-to-Book Decomposition 
  with Theodosia Konstantinidi of Cass Business School)
• Post-Acquisition Performance of Private Acquirers
  with Nan Xiong of the University of Surrey
•  

John C. Hull

Professor of Finance and Maple Financial Group Chair in Derivatives and Risk Management, Rotman School of Management & Co-Director of the Rotman Master of Finance program

• Valuing Derivatives: Funding Value Adjustments and Fair Value
  with Alan White
• LIBOR vs. OIS: The Derivatives Discounting Dilemma
  with Alan White
• Optimal Delta Hedging for Options
  with Alan White*
• Options, Futures, and Other Derivatives
  9th edition, New York: Pearson, 2015. (10th edition will be out early in 2017)
• Risk Management and Financial Institutions
  4th edition, 2015, New Jersey:  Wiley.

Tom McCurdy

Bonham Chair in International Finance and Professor of Finance, Rotman School of Management & Founding Director, BMO Financial Group Finance Research & Trading Lab

• News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
  (joint with Yoontae Jeon and Xiaofei Zhao), Journal of Financial Economics, In Press.

• Bull and bear markets during the COVID-19 pandemic
  (joint with John Maheu and Yong Song), Finance Research Letters, October 2021.

• ‘Do jumps contribute to the dynamics of the equity premium?
  (with Maheu and Zhao), Journal of Financial Economics, Vol 110, Issue 2.

  Components of Market Risk and Return
  (with Maheu), Journal of Financial Econometrics, Vol. 5, No. 4

• News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
  (joint with Maheu), The Journal of Finance, Vol. LIX, No. 2

Andreas Park

Professor of Finance, Department of Management at University of Toronto Mississauga, cross appointed to the Rotman School of Management

• Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
  with K. Malinova; Journal of Finance, April 2015, 70(2).
• Regulating Dark Trading: Order Flow Segmentation and Market Quality”
  with C. Comerton-Forde and K. Malinova
• Modern Market Makers
  with K. Malinova
• Do retail traders suffer from high frequency traders?
  with K. Malinova and Ryan Riordan
• Market Design for Trading with Blockchain Technology
  w. K. Malinova

Mikhail (Mike) Simutin

Associate Professor of Finance, Rotman School of Management & Associate Director International Centre for Pension Management