University of California, Berkeley, Haas School of Business
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Terry Marsh

Terry Marsh


Associate Professor
Haas Finance Group
1-510-642-1651
Email: click on the envelope icon below for full email address
Academic Status: Emeritus
Office Hours: By Appointment Only, F651
Personal Homepage:

http://www.haas.berkeley.edu/finance/marsh.html
Academic Group Homepage: http://www.haas.berkeley.edu/finance/

 

Education

MBA, University of Chicago, Chicago, IL
Ph.D. University of Chicago, Chicago, IL


Positions Held

At Haas since 1986
1986 - present Associate Professor of Finance, UC Berkeley
1993 - 94 Visiting Professor of Finance, University of Tokyo
1986 - 90 Chair, Finance Department, UC Berkeley
1985 - 86 Associate Professor of Finance, MIT, Cambridge, MA
1980 - 85 Assistant Professor of Finance, MIT, Cambridge, MA
1974 Accountant, Corporate Affairs Commission, Queensland State Government
1972 - 73 Instructor, University of Queensland


External Service and Assignments

  • The Australian Society of Accountants, Fellow, CPA
  • National Bureau of Economic Research, Faculty Research Fellow
  • Investment Technology Association, Council Member 1985-88
  • The American Finance Association
  • The American Economic Association
  • The American Statistical Association
  • The Econometric Society


Current Research and Interests

  • Capital Markets
  • Corporate Finance
  • Accounting
  • Econometrics and Statistics


Selected Papers and Publications

  • "Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds," Handbooks in Operations Research and Management Science: Finance, Vol. 9, R. Jarrow,
    V. Maksimovic and W.T. Ziemba, (Eds.), Elsevier Science B.V., 1995:273-314.
  • "Why Doesn’t the Black-Scholes Model Fit Japanese Warrants and Convertible Bonds?"
    (with H. Kuwahara), Japanese Journal of Financial Economics, Vol. 1, No. 1, December
    1994, 33-65
  • "Variations in Economic Uncertainty and Risk Premiums on Capital Assets" (with G. Gennotte), European Economic Review, Vol. 37, 1993: 1021-1041.
  • "Program Trading," The New Palgrave Dictionary of Money & Finance (John Eatwell, Murray Milgate and Peter Newman, Eds), MacMillan Press, Vol. 3, 1992: 214-216
  • "Trading Activity and Price Behavior in the Stock and Stock Index Futures Markets in October 1987," Journal of Economic Perspectives, Vol. 2, No. 3, Summer 1988


Honors and Awards

  • Medal of Distinguished Merit, University of Queensland, 1974
  • Batterymarch Fellowship, 1984-85
  • The Institute for Quantitative Research in Finance, 1984-85
  • National Fellow Hoover Institution, Stanford University, 1985-86
  • Yamaichi Fellow, University of Tokyo, 1993-94



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