Finance Group
Research
Books:
- Dwight Jaffee: Globalization and a High-Tech Economy: California, the United States and Beyond (with Cynthia Kroll)
- Richard Lyons: The Microstructure Approach to Exchange Rates
- Mark Rubinstein:
- A History of the Theory of Investments: My Annotated Bibliography
- Options Markets (with John Cox)
- Derivatives: A PowerPlus Picture Book, Volume 1, Futures, Options and Dynamic Strategies
Research:
- Terrence Hendershott: Algorithmic trading makes market more liquid and efficient
- Dwight Jaffee: Privatize the mortgage market to fix the US housing finance system
- Marcus Opp: Finance study calls for elimination of rating-contingent regulation
- Hayne Leland: Finance Professor Hayne Leland Evaluates Optimal Mix of Debt and Equity in Celebrated Model
