George S. Oldfield
George S. Oldfield is a prominent academic in the field of finance. He was the Richard S. Reynolds, Jr. Professor of Finance at The Mason School of Business at the College of William & Mary, and a faculty member at Amos Tuck School of Business Administration at Dartmouth College and the S.C. Johnson Graduate School of Management at Cornell University.[1]
In government, Oldfield has worked at the Federal Reserve Bank of New York, the Federal Reserve Bank of Philadelphia and served as Economic Research Fellow at the U.S. Securities and Exchange Commission.[1]
He is currently a consultant with The Brattle Group.[1]
Education
Oldfield holds a Ph.D. and M.A. in Finance from The Wharton School at University of Pennsylvania and an A.B. in Economics from The College of William and Mary.[1]
Publications
Oldfield has been published extensively and is cited for his work on the effects of a firm's unvested pension benefits on its share price[2] that was published in the Journal of Money, Credit and Banking in 1977.[3] Other publications include:
- Logue, Dennis; Oldfield, George S. (2008). "Lawsuits Stalk Pension Fiduciaries" (pdf). Finance: Current Topics in Corporate Finance (The Brattle Group) (1). http://www.brattle.com/_documents/UploadLibrary/Upload723.pdf. Retrieved 2009-12-17.
- Oldfield, George S.; Cragg, Michael (2008). "Understanding the Credit Crisis: The Treasury, the Fed, and the Banking System" (pdf). Finance: Current Topics in Corporate Finance (The Brattle Group) (2). http://www.brattle.com/_documents/UploadLibrary/Upload727.pdf. Retrieved 2009-12-17.
- Oldfield, George S. (March 2008). "Expanding Subprime Mortgage Crisis Increases Litigation Risks" (PDF). The Brattle Group, Inc.. http://www.brattle.com/_documents/UploadLibrary/Upload667.pdf. Retrieved 2008-10-15.
- Oldfield, George S. (2007). "Subprime Mortgage Problems: What to Look For and Where to Look" (PDF). Finance: Current Topics in Corporate Finance (The Brattle Group) (1). http://www.brattle.com/Publications/Newsletters.asp?PublicationID=841. Retrieved 2008-10-15.
- Oldfield, George S. (May/June 2004). "Bond Games". Financial Analysts Journal.
- Oldfield, George S.; Logue, Dennis E. (1994 Third Edition, 2003 Revision). Handbook of Modern Finance: The Determination of Interest Rates. pp. Chapter B1. ISBN 978-0791303115.
- Oldfield, George S. (Winter 2000/2001). "Bits, Bets, and Making Book on an Index". Journal of Risk.
- Oldfield, George S. (September 2000). "Making Markets for Structured Mortgage Derivatives". Journal of Financial Economics.
- Oldfield, George S.; Santomero, Anthony M. (Fall 1997). "Risk Management in Financial Institutions". Sloan Management Review.
- Oldfield, George S.. "The Economics of Structured Finance". The Journal of Fixed Income (September 1997).
- Oldfield, George S; Jarrow, Robert A. (1988). "Forward Options and Futures Options". Advances in Futures and Options Research.
- Oldfield, George S.; Rogalski, Richard J. (March 1987). "The Stochastic Properties of Term Structure Movements". Journal of Monetary Economics.
- Oldfield, George S.; O’Hara, Maureen (December 1986). "The Microeconomics of Market Making". Journal of Financial and Quantitative Analysis.
- Oldfield, George S.; Rogalski, Richard J. (June 1980). "Common Stock Returns Over Open and Closed Trading Periods". Journal of Finance.
- Oldfield, George S.; Rovira, Carlos E. (Winter 1984). "Futures Contract Options". Journal of Futures Markets.
- Oldfield, George S.; Jarrow, Robert A. (December 1981). "Forward Contracts and Futures Contracts". Journal of Financial Economics.
- Oldfield, George S.; Rogalski, Richard J. (May 1981). "Treasury Bill Factors and Common Stock Returns". Journal of Finance.
- Oldfield, George S.; Bower, Richard S. (March 1981). "On Lessees, Lessors, and Whether Pigs Have Wings". Journal of Business Research.
- Oldfield, George S.; Bierman, Harold (September 1979). "Corporate Debt and Corporate Taxes". Journal of Finance.
- Oldfield, George S.; Rogalski,Richard J. and Jarrow, Robert A. (December 1977). "An Autoregressive Jump Process for Common Stock Returns". Journal of Financial Economics.
- Oldfield, George S.; Messina, Richard J. (September 1977). "Forward Exchange Price Determination in Continuous Time". Journal of Financial and Quantitative Analysis.
- Oldfield, George S.; Logue, Dennis E. (Summer 1977). "Managing Foreign Assets When Foreign Exchange Markets Are Efficient". Financial Management.
- Oldfield, George S.; Logue, Dennis E. (Spring 1977). "What's So Special About Foreign Exchange Markets?". Journal of Portfolio Management.
References
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