|
 |
Maurice D. Levi
BA (Manchester), MA PhD (Chicago)
Bank of Montreal Chair in International Finance
Professor
| Office:
| Henry Angus 876 | | Phone:
| +1-604-822-8260 | | Fax:
| +1-604-822-4695 | | Email:
| <
maurice.levi at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
|
|
Research Interests
Research Interestes include Macro- and Micro-models of International Finance, Empirical Studies of Financial Markets, Macroeconomics of Interest Rates, Stock Market Anomalies, and the Link between Economic Activity and Inflation.
Selected Publications
Mark Kamstra,
Lisa Kramer,
and Maurice Levi
“A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns”
Journal of Banking and Finance, forthcoming
Mark Kamstra,
Lisa Kramer,
and Maurice Levi
“Effects of Daylight-Saving Time Changes on Stock Market Volatility: a Comment”
Psychological Reports, Vol. 107, No. 3, pp. 877-887
Maurice Levi,
Kai Li,
and Feng Zhang
“Deal or No Deal: Hormones and the Mergers and Acquisitions Game”
Management Science, Vol. 56, No. 1, pp. 1462-1483
Albert S. Dexter,
Maurice Levi,
and Barrie Nault
“International Trade and the Connection between Capacity and Inflation”
Review of International Economics, Vol. 13, 2005, 699-708.
Michael A. Goldberg,
Robert Heinkel,
and Maurice Levi
“Foreign Direct Investment: The Human Dimension”
Journal of International Money and Finance, Vol. 24, 2005, 913-934.
Barrie Nault
and Maurice Levi
“Converting to a Cleaner Technology: Environmental Policy with Heterogeneous Firms”
Management Science, Vol. 50,2004, 1015-1030.
Mark Kamstra,
Lisa Kramer,
and Maurice Levi
“Winter Blues: A SAD Stock Market Cycle”
American Economic Review, Vol. 93,2003, 324-343.
Working Papers
Glen Donaldson,
Maurice Levi,
Barrie Nault,
and Thomas Ruf
“Exchange-Rate Variability and Foreign Factor Income” (2011)
Thomas Ruf
and Maurice Levi
“The Law of One Price in Unfamiliar Places: The Case of International Real Estate” (2011)
Mark J. Kamstra,
Lisa A. Kramer,
and Maurice D. Levi
“Opposing Seasonalities in Treasury versus Equity Returns” (2006)
Xifeng Diao
and Maurice D. Levi
“Seasonality in Equilibrium Stock Returns: A Dynamic Perspective on SAD” (2005)
