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John J. Merrick, Jr.
John J. Merrick, Jr.
Raymond A. Mason School of Business, William & Mary
Verified email at mason.wm.edu - Homepage
Title
Cited by
Cited by
Year
Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze
JJ Merrick Jr, NY Naik, PK Yadav
Journal of Financial Economics 77 (1), 171-218, 2005
1652005
Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina
JJ Merrick Jr
Journal of Banking & Finance 25 (10), 1921-1939, 2001
1152001
Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
WE Ferson, JJ Merrick Jr
Journal of Financial Economics 18 (1), 127-146, 1987
941987
Hedging with financial futures for institutional investors: from theory to practice
S Figlewski, K John, J Merrick
(No Title), 1986
891986
Missing the marks? Dispersion in corporate bond valuations across mutual funds
G Cici, S Gibson, JJ Merrick Jr
Journal of Financial Economics 101 (1), 206-226, 2011
842011
Hedging with mispriced futures
JJ Merrick
Journal of Financial and Quantitative Analysis 23 (4), 451-464, 1988
731988
Spanish treasury bond market liquidity and volatility pre-and post-European Monetary Union
A Díaz, JJ Merrick Jr, E Navarro
Journal of Banking & Finance 30 (4), 1309-1332, 2006
722006
Early unwindings and rollovers of stock index futures arbitrage programs: Analysis and implications for predicting expiration day effects
JJ Merrick Jr
The Journal of Futures Markets (1986-1998) 9 (2), 101, 1989
691989
Bank regulation and monetary policy
JJ Merrick, A Saunders
Journal of Money, Credit and Banking 17 (4), 691-717, 1985
691985
Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects
JJ Merrick Jr
The Journal of Futures Markets (1986-1998) 7 (5), 483, 1987
621987
International expected real interest rates: New tests of the parity hypothesis and US fiscal policy effects
JJ Merrick Jr, A Saunders
Journal of Monetary Economics 18 (3), 313-322, 1986
531986
The anticipated real interest rate, capital utilization and the cyclical pattern of real wages
JJ Merrick Jr
Journal of Monetary Economics 13 (1), 17-30, 1984
311984
Financial Market Efficiency, the Decomposition of" Anticipated" versus" Unanticipated" Money Growth, and Further Tests of the Relation between Money and Real Output: Note
JJ Merrick
Journal of Money, Credit and Banking 15 (2), 222-232, 1983
291983
Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?
V Atanasov, RJ Davies, JJ Merrick Jr
Journal of Corporate Finance 34, 210-234, 2015
272015
Portfolio insurance with stock index futures
JJ Merrick Jr
The Journal of Futures Markets (1986-1998) 8 (4), 441, 1988
261988
Financial futures markets: structure, pricing and practice
J Merrick
(No Title), 1990
161990
Evaluating pricing signals from the bond markets
JJ Merrick Jr
Managing Volatility and Crises: A Practitioner's Guide, http://www1 …, 2004
112004
Why do dealers buy high and sell low? An analysis of persistent crossing in extremely segmented markets
V Atanasov, JJ Merrick Jr, P Schuster
Review of Finance 21 (2), 719-760, 2017
102017
Replication in Empirical Economics: The Journal of Money, Credit and Banking Project: Comment.
JJ Merrick Jr
American Economic Review 78 (5), 1988
71988
Mismarking in mutual funds
V Atanasov, JJ Merrick Jr, P Schuster
Management Science, forthcoming, 2019
5*2019
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