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

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

Peter Christoffersen

Professor of Finance and TMX Chair in Capital Markets, Rotman School of Management & Bank of Canada Fellow

• The Joint Dynamic of Equity Market Factors
  with P. ang H. Langlois, 2013, Journal of Financial and Quantitative Analysis, 48, 1371-1404
• Is the Potential for International Diversification Disappearing?
  with V. Errunza, K. Jacobs and H. Langlois, 2012, Review of Financial Studies, 25, 311-3751
• Option-Implied Measures of Equity Risk
  with B. Chang, K. Jacobs, and G. Vainberg, 2012, Review of Finance, 16, 385-428

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

Paul J. Halpern

Professor Emeritus of Finance, Rotman School of Management & Special Advisor, Capital Markets Institute

• Back from the Brink: Lessons from the Canadian Asset-Backed Commercial Paper Crisis
  with Caroline Cakebread, Christopher C. Nicholls and Poonam Puri

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.

Eric Kirzner

John H. Watson Chair in Value Investing and Professor of Finance, Rotman School of Management

Katya Malinova

Associate Professor, Department of Economics, University of Toronto

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

Tom McCurdy

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

• Component of bull and bear markets: bull corrections and bear rallies
  with J. Maheu and Yong Song
  Journal of Business & Economic Statistics, 30 (3), July 2012, pp. 391-403.
• How useful are histroical data for forecasting the long-run equity return distribution?
  with J. Maheu
  Journal of Business & Economic Statistics, 27 (1), January 2009, pp. 95-112.

Andreas Park

Associate 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