Publications Related to Consulting
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"Markup Pricing in Mergers & Acquisitions," Journal of Financial Economics,
41 (June 1996) 153-192. Summarized in The C.F.A. Digest, 25 (Winter 1995) 83-84.
- "Poison or Placebo? Evidence on the Deterrence and Wealth Effects of Modern
Antitakeover Measures," with Robert Comment, Journal of Financial Economics,
39 (September 1995) 3-43. Reprinted in the Proceedings of the Seminar on the Analysis
of Security Prices, (November 1993).
- "Securities Transaction Taxes: An Overview of Costs, Benefits and
Unresolved Questions," with Paul J. Seguin, Financial Analysts Journal,
49 (September/October 1993) 27-35. Reprinted in Securities Transaction
Taxes: False Hopes and Unintended Consequences, Suzanne Hammond, ed.,
(Chicago: Catalyst Institute, 1995), 1-26.
- "Stock Market Volatility," Financial Analysts Journal, 46 (May-June 1990)
23-34 (Graham and Dodd Plaque). Reprinted in Market Volatility and
Investor Confidence, New York Stock Exchange, (June 7, 1990) C1-C24.
Summarized in The C.F.A. Digest, 21 (Winter 1991) 51-53.
- "Indexes of United States Stock Prices from 1802 to 1987," Journal of
Business, 63 (July 1990) 399-426. Correction: Journal of Business,
64 (July 1991) 442. Summarized in The C.F.A. Digest, 21 (Winter 1991) 3-5.
- "Expected Stock Returns and Volatility," Journal of Financial Economics,
19 (September 1987) 3-29, with Kenneth R. French and Robert F. Stambaugh.
Reprinted in the Proceedings of the Seminar on the Analysis of Security
Prices, Vol. 31 No. 1 (May 1986) 119-148, in Frontiers of Finance:
The Batterymarch Fellowship Papers, Deborah H. Miller and Stewart C.
Myers, eds. (New York: Basil Blackwell, 1990) 190-215, and in ARCH: Selected Readings,
Robert F. Engle, ed. (New York, Oxford University Press, 1995) 61-86.
- "Using Financial Data To Measure Effects of Regulation," Journal of Law
and Economics, 24 (April 1981) 121-158. Excerpted in Economics of
Corporation Law and Securities Regulation, Richard Posner and Kenneth
Scott, eds. (New York, Little, Brown, 1980) 185-191.
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