Gordon J. Alexander
Affiliations: | University of Minnesota, Twin Cities, Minneapolis, MN |
Area:
Finance, Theory EconomicsGoogle:
"Gordon Alexander"Children
Sign in to add trainee| Alexandre M. Baptista | grad student | 2001 | UMN |
| Gjergji Cici | grad student | 2004 | UMN |
| Alexey S. Serednyakov | grad student | 2006 | UMN |
| Truong X. Duong | grad student | 2008 | UMN |
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Publications
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| Alexander GJ, Peterson MA. (2020) The Pricing of Exchange Traded Funds and the Roles of Primary and Secondary Market Participants Quarterly Journal of Finance. 2050013 |
| Alexander GJ, Baptista AM, Yan S. (2020) Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion Journal of Banking and Finance. 110: 105599 |
| Alexander GJ, Baptista AM. (2017) Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework Journal of Money, Credit and Banking. 49: 603-634 |
| Alexander GJ, Baptista AM, Yan S. (2017) Portfolio selection with mental accounts and estimation risk Journal of Empirical Finance. 41: 161-186 |
| Alexander GJ, Peterson MA. (2017) Short selling and the pricing of closed-end funds Journal of Financial Markets. 33: 124-142 |
| Alexander GJ, Baptista AM, Yan S. (2015) On regulatory responses to the recent crisis: An assessment of the basel market risk framework and the volcker rule Financial Markets, Institutions and Instruments. 24: 87-125 |
| Alexander GJ, Baptista AM, Yan S. (2014) Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books Journal of International Money and Finance. 43: 107-130 |
| Alexander GJ, Peterson MA, Beardsley XW. (2014) The puzzling behavior of short sellers around earnings announcements Journal of Financial Intermediation. 23: 255-278 |
| Alexander GJ, Baptista AM, Yan S. (2013) A comparison of the original and revised Basel market risk frameworks for regulating bank capital Journal of Economic Behavior and Organization. 85: 249-268 |
| Alexander GJ, Baptista AM, Yan S. (2012) When more is less: Using multiple constraints to reduce tail risk Journal of Banking and Finance. 36: 2693-2716 |