Meet Glen Donaldson
BA (UBC), AM PhD (Brown)
Finning Ltd. Professor in Finance
Associate Professor, Finance Division
- Donaldson, R. Glen, Wetzel, Jake (2019) "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