Donaldson Glen

Glen Donaldson

BA (UBC), AM PhD (Brown)
Finning Ltd. Professor in Finance
Associate Professor, Finance Division

Contact Information

Office Henry Angus (HA 881)
Tel (604) 822-8344

Research Interests

  • Risk management
  • Volatility forecasting
  • Asset valuation
  • Financial econometrics
  • Financial markets and price behavior

Courses Taught in 2018-2019

  • International Financial Markets and Institutions (COMM)
  • Basic Finance (MBA)
  • Risk Management (MBA)
  • Introductory Finance (MBA)
  • Investment Theory and Asset Pricing (MBA)
  • International Financial Management (MBA)
  • Corporate Finance (B+MM Dual)

Selected Recent Publications

  • Donaldson, R. Glen, Wetzel, Jake (2018) "The Simultaneous Determination of Interest Rates and Loan Terms: Evidence from the Mortgage Market", UBC Working Paper.
  • Donaldson, R. Glen, Kamstra, M., and Kramer, L. (2010) "Estimating the Equity Premium, Journal of Financial and Quantitative Analysis. 24, 813-846
  • Donaldson, R. Glen and Mark Kamstra (2005) "Volatility Forecast, Trading Volume and the ARCH vs Option Volatility Tradeoff," Journal of Financial Research, 28, 519-538.
  • Donaldson, R. Glen (2002) "Hidden Collective Factors in Speculative Trading," Journal of Economic Literature
  • Donaldson, R. Glen (1999) "The Information Content of Canadian Dollar Futures Options: Comment," in M. Zelmer ed., Information in Financial Asset Prices (Ottawa: Bank of Canada), 276-283.
  • Cooper, David and R. Glen Donaldson (1998) "A Strategic Analysis of Corners and Squeezes," Journal of Financial and Quantitative Analysis, 117-137

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