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Murray Carlson

Murray Carlson

BSc (Queen's), MBA PhD (British Columbia)
Advisory Council Chair in Finance
Associate Professor, Finance Division

Contact Information

Office Henry Angus (HA 862)
Tel (604) 822-8358
Email murray.carlson@sauder.ubc.ca

Research Interests

  • Empirical studies of corporate decisions and asset prices.

 Courses Taught in 2017-2018

  • Intro to Capital Markets (COMM)
  • Introductory Finance (MBA)

Selected Recent Publications

  • Carlson, M., Chapman, D., Kaniel, R., and Yan, H. (2016). Specification Error, Estimation Risk, and Conditional Portfolio Rules. International Review of Finance, Forthcoming.
  • Boguth, O., Carlson, M., Fisher, A., Simutin, M. (2015). Horizon Effects in Average Returns: The Role of Slow Information Diffusion. Review of Financial Studies, 29 (8): 2241-2281..
  • Carlson, M., Chapman, D., Kaniel,R., Yan,H. (2015). Asset Return Predictability in a Heterogenous Agent Equilibrium Model. Quarterly Journal of Finance, 5 (2), 1550010.
  • Carlson, M., Fisher, A., Giammarino, R., Dockner, E. (2012). "Leaders, Followers, and Risk Dynamics in Industry Equilibrium" Journal of Financial and Quantitative Analysis, 49 (2), 321-349.
  • Boguth, O., Carlson M., Fisher, A., Simutin, M. (2011) "Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas" Journal of Financial Economics 102 (2) 363-389.
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