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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
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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)
