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Craig W. Holden is a Professor of Finance and Boquist-Meyer Faculty Fellow〔(【引用サイトリンク】work= Kelley School of Business Alumni Relations )〕 at the Kelley School of Business at Indiana University. His research focuses on market microstructure. He is secretary-treasurer of the Society for Financial Studies.〔(【引用サイトリンク】url=http://www.sfs.org/ )〕 He is an associate editor of the Journal of Financial Markets.〔(【引用サイトリンク】work= Elsevier )〕 His M.B.A. and Ph.D. are from the Anderson School of Management at UCLA.〔(【引用サイトリンク】work = UCLA Anderson School of Management )〕 He received a Fama-DFA Prize for the second best paper in capital markets published in 2009 in the Journal of Financial Economics.〔 ''Do liquidity measures measure liquidity?'', Volume 92, Issue 2, May 2009, Pages 153-181〕 His research has been cited more than 2,000 times.〔(【引用サイトリンク】work=Google Scholar )〕 He has written two books on financial modeling in Excel: ''Excel Modeling in Investments'' and ''Excel Modeling in Corporate Finance.''〔(【引用サイトリンク】url=http://www.excelmodeling.com/ )〕 He has chaired 20 dissertations, been a member or chair of 58 dissertations,〔(【引用サイトリンク】work=Kelley School of Business Doctoral Program Placements )〕 and serves on the program committees of the Western Finance Association〔(【引用サイトリンク】work=Western Finance Association )〕 and European Finance Association.〔(【引用サイトリンク】work=European Finance Association )〕 == Research == Professor Holden's research has appeared in leading journals, including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Business, Journal of Financial Markets, Journal of Financial Intermediation, Journal of Empirical Finance, Foundations and Trends in Finance, Financial Analysts Journal, Journal of Business Finance and Accounting, Mathematical Finance, and Management Science (journal). His working papers are posted on the Social Science Research Network. His research has received attention in the Financial Times. and other media. He is best known for the following publications: * Craig W. Holden and Stacey Jacobsen, 2014, Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions, Journal of Finance 69, 1747-1785. * Craig W. Holden, Stacey Jacobsen, and Avanidhar Subrahmanyam, 2014, The Empirical Analysis of Liquidity, Foundations and Trends in Finance 8, No. 4, 263-365. * Utpal Bhattacharya, Craig W. Holden, and Stacey Jacobsen, 2012, Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers, Management Science (journal) 15, 413-431. * Ruslan Goyenko, Craig W. Holden, and Charles A. Trzcinka, 2009, Do Liquidity Measures Measure Liquidity?, Journal of Financial Economics 92, 153-181. * Craig W. Holden and Avanidhar Subrahmanyam, 2002, News Events, Information Acquisition, and Stock Price Behavior, Journal of Business 75, 1-32. * Craig W. Holden and Avanidhar Subrahmanyam, 1996, Risk Aversion, Liquidity, and Endogenous Short Horizons, Review of Financial Studies 9, 691-722. * Craig W. Holden and Avanidhar Subrahmanyam, 1992, Long-Lived Private Information and Imperfect Competition, Journal of Finance 47, 247-270. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Craig W. Holden」の詳細全文を読む スポンサード リンク
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