Clifton Green

Research

Publications

Gender and Job Performance: Evidence from Wall Street, co-authored with Narasimhan Jegadeesh and Yue Tang, Financial Analysts Journal, forthcoming

Price Based Return Comovement, co-authored with Byoung-Hyoun Hwang, Journal of Financial Economics, July 2009

The Impact of Mutual Fund Family Membership on Investor Risk co-authored with Ned Elton and Marty Gruber, Journal of Financial and Quantitative Analysis, June 2007

The Value of Client Access to Analyst Recommendations, Journal of Financial and Quantitative Analysis, March 2006

Economic News and the Impact of Trading on Bond Prices, Journal of Finance, June 2004

Market Efficiency in Real Time, co-authored with Jeff Busse, Journal of Financial Economics, September 2002

  • CNBC Example (data point for the study, good example for class)

Economic News and Bond Prices: Evidence from the U.S. Treasury Market, co-authored with Ned Elton and Pierluigi Balduzzi, Journal of Financial and Quantitative Analysis, December 2001

Market Risk and Model Risk for a Financial Institution Writing Options, co-authored with Steve Figlewski, Journal of Finance, August 1999

  • reprinted in Model Risk, Concepts, Calibration andPricing, 2000, Rajna Gibson, ed., Risk Publications, London

Tax and Liquidity Effects in Pricing Government Bonds, co-authored with Ned Elton, Journal of Finance, October 1998

Working Papers

IPOs as Lotteries: Expected Skewness and First-Day Returns, co-authored with Byoung-Hyoun Hwang

Understanding the S&P 500 Composition Effect: Evidence from Transaction Data, co-authored with Russell Jame

Stock Selection Skills and Career Choice: Buy Side vs. Sell Side, co-authored with Jeff Busse and Narasimhan Jegadeesh

Fund Managers Who Take Big Bets: Skilled or Overconfident, co-authored with Klaas Baks and Jeff Busse (presented at 2007 AFA)