Burton Hollifield
Burton Hollifield
Verified email at andrew.cmu.edu
Title
Cited by
Cited by
Year
When will mean‐variance efficient portfolios be well diversified?
RC Green, B Hollifield
The Journal of Finance 47 (5), 1785-1809, 1992
4161992
Financial intermediation and the costs of trading in an opaque market
RC Green, B Hollifield, N Schürhoff
The Review of Financial Studies 20 (2), 275-314, 2007
3182007
Empirical analysis of limit order markets
B Hollifield, RA Miller, P Sandås
The Review of Economic Studies 71 (4), 1027-1063, 2004
2872004
An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy
M Gallmeyer, B Hollifield
Review of Finance 12 (2), 323-364, 2008
1932008
Dealer intermediation and price behavior in the aftermarket for new bond issues
RC Green, B Hollifield, N Schürhoff
Journal of Financial Economics 86 (3), 643-682, 2007
1472007
Estimating the Gains from Trade in Limit‐Order Markets
B Hollifield, RA Miller, P Sandås, J Slive
The Journal of Finance 61 (6), 2753-2804, 2006
1402006
The personal-tax advantages of equity
RC Green, B Hollifield
Journal of Financial Economics 67 (2), 175-216, 2003
1392003
Taylor rules, McCallum rules and the term structure of interest rates
MF Gallmeyer, B Hollifield, SE Zin
Journal of Monetary Economics 52 (5), 921-950, 2005
1312005
Arbitrage-free bond pricing with dynamic macroeconomic models
MF Gallmeyer, B Hollifield, F Palomino, SE Zin
National Bureau of Economic Research Working Paper Series, 2007
1052007
Investment and insider trading
D Bernhardt, B Hollifield, E Hughson
The Review of Financial Studies 8 (2), 501-543, 1995
1011995
Bid-ask spreads, trading networks, and the pricing of securitizations
B Hollifield, A Neklyudov, C Spatt
The Review of Financial Studies 30 (9), 3048-3085, 2017
972017
An examination of uncovered interest rate parity in segmented international commodity markets
B Hollifield, R Uppal
The Journal of Finance 52 (5), 2145-2170, 1997
801997
The role of mortgage brokers in the subprime crisis
A Berndt, B Hollifield, P Sandås
National Bureau of Economic Research Working Paper Series, 2010
692010
The foreign exchange risk premium: Real and nominal factors
B Hollifield, A Yaron
Weiss Center for International Financial Research, Wharton School …, 2001
592001
Disagreement, speculation, and aggregate investment
SD Baker, B Hollifield, E Osambela
Journal of Financial Economics 119 (1), 210-225, 2016
472016
Liquidity supply and demand in limit order markets
B Hollifield, P Sandas, RA Miller, J Slive
CEPR discussion paper, 2002
472002
Corporate decisions, information and prices: do managers move prices or do prices move managers?
R Giammarino, R Heinkel, B Hollifield, K Li
Economic Notes 33 (1), 83-110, 2004
392004
Financial leverage does not cause the leverage effect
AC Aydemir, MF Gallmeyer, B Hollifield
AFA 2007 Chicago Meetings Paper, 2006
352006
Demand discovery and asset pricing
MF Gallmeyer, DJ Seppi, B Hollifield
AFA 2005 Philadelphia Meetings, 2005
342005
Time-varying predictability in mutual fund returns
V Glode, B Hollifield, MT Kacperczyk, S Kogan
Available at SSRN 1364351, 2012
312012
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