Sauder School of Business

Murray  Carlson

Murray Carlson
BSc (Queen's), MBA PhD (British Columbia)


Advisory Council Chair in Finance
Associate Professor


Office:    Henry Angus 872
Phone:     +1-604-822-8358
Fax:    +1-604-822-4695
Email:    < murray.carlson at sauder.ubc.ca >


University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2




Personal Homepage


Research Interests
Current Research Interests include Empirical Studies of Corporate Decisions and Asset prices.


Selected Publications

Murray Carlson, Zeigham Khokher, and Sheridan Titman
Equilibrium Exhaustible Resource Price Dynamics
Journal of Finance, forthcoming

Murray Carlson, Adlai Fisher, and Ron Giammarino
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance
Journal of Finance, Vol. 61, 2006,1009-1034.

Andres Almazan, Keith C. Brown, Murray Carlson, and David A. Chapman
“Why Constrain Your Mutual Fund Manager?”
Journal of Financial Economics, Vol. 73, 2004, 289-321.

Murray Carlson, Adlai Fisher, and Ron Giammarino
“Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns”
Journal of Finance, Vol. 59, 2004,2577-2603.


Working Papers

Oliver Boguth, Murray Carlson, Adlai Fisher, and Mikhail Simutin
Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas” (2009)

Murray Carlson and Ali Lazrak
Leverage Choice and Credit Spread Dynamics when Managers Risk Shift” (2006)

Murray Carlson, Adlai Fisher, and Ron Giammarino
SEOs, Real Options, and Risk Dynamics: Empirical Evidence” (2005)




 
 
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