John J. Merrick, Jr.

Raymond A. Mason School of Business - William & Mary

Richard S. Reynolds Professor of Business

Williamsburg, VA 23187

United States

http://https://mason.wm.edu/faculty/directory/full-time-faculty/merrick_j.php

  • Raymond A. Mason School of Business - William & Mary

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SCHOLARLY PAPERS

11

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37

Scholarly Papers (11)

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1.

Mismarking in Mutual Funds

Number of pages: 89 Posted: 13 Jun 2019 Last Revised: 10 Jan 2022
Vladimir A. Atanasov, John J. Merrick Jr. and Philipp Schuster
William and Mary - Raymond A. Mason School of Business, Raymond A. Mason School of Business - William & Mary and University of Stuttgart
Downloads 1,383 (19,469)

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mutual fund performance, structured products, odd lot, mismarking

2.

Market Quality and Trader Behavior in a Manipulated Market: Anatomy of a Squeeze

Journal of Financial Economics (JFE), Vol. 77, No. 1, 2005
Number of pages: 53 Posted: 22 Mar 2002 Last Revised: 09 Nov 2020
Narayan Y. Naik, Pradeep K. Yadav and John J. Merrick Jr.
London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and Raymond A. Mason School of Business - William & Mary
Downloads 875 (37,777)
Citation 2

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Price manipulation, Futures markets, Squeeze

3.

Missing the Marks: Dispersion in Corporate Bond Valuations Across Mutual Funds

Journal of Financial Economics, Forthcoming
Number of pages: 51 Posted: 22 Mar 2008 Last Revised: 14 Jul 2010
Gjergji Cici, Scott Gibson and John J. Merrick Jr.
University of Kansas - School of Business, College of William and Mary - Mason School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 714 (49,707)
Citation 15

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mutual funds, bonds, valuation, fair value, corporate bond funds

4.

Peer Pressure: Industry Group Impacts on Stock Valuation Precision and Contrarian Strategy Performance

Journal of Portfolio Management, Vol. 32, No. 3, pp. 80-92, 2006
Number of pages: 28 Posted: 18 Jul 2009 Last Revised: 27 Feb 2012
Turan G. Bali, K. Ozgur Demirtas, Armen Hovakimian and John J. Merrick Jr.
Georgetown University - McDonough School of Business, Sabanci University Graduate School of Management, Baruch College - Zicklin School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 405 (100,185)

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5.

Why Do Dealers Buy High and Sell Low? An Analysis of Persistent Crossing in Extremely Segmented Markets

Review of Finance, Forthcoming
Number of pages: 69 Posted: 17 Mar 2012 Last Revised: 10 Jun 2016
Vladimir A. Atanasov, John J. Merrick Jr. and Philipp Schuster
William and Mary - Raymond A. Mason School of Business, Raymond A. Mason School of Business - William & Mary and University of Stuttgart
Downloads 247 (169,416)

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agency mortgage-backed securities, corporate bonds, agency debentures, market frictions, market crossing, suitability, market fragmentation, volume imbalance

6.

Spanish Treasury Bond Market Liquidity Pre- and Post-European Monetary Union

EFMA 2004 Basel Meetings Paper, Journal of Banking and Finance, Vol. 30, No. 4, 2006
Number of pages: 35 Posted: 18 May 2004 Last Revised: 15 Jul 2011
Antonio Diaz, Eliseo Navarro and John J. Merrick Jr.
University of Castilla-La Mancha, University of Castilla-La Mancha and Raymond A. Mason School of Business - William & Mary
Downloads 225 (185,163)
Citation 2

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Bonds, Liquidity, Spanish Public Debt, European Monetary Union

7.

Financial Asset Demand is Elastic: Evidence from New Issues of Federal Home Loan Bank Debt

Journal of Banking and Finance, Forthcoming
Number of pages: 49 Posted: 15 Aug 2009 Last Revised: 14 May 2011
Vladimir A. Atanasov and John J. Merrick Jr.
William and Mary - Raymond A. Mason School of Business and Raymond A. Mason School of Business - William & Mary
Downloads 190 (216,424)

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debt auctions, demand elasticity, arbitrage risk, Federal Home Loan Bank

8.

Crisis Dynamics of Implied Default Recovery Ratios: Evidence from Russia and Argentina

NYU Working Paper No. FIN-99-052
Number of pages: 35 Posted: 11 Nov 2008
John J. Merrick Jr.
Raymond A. Mason School of Business - William & Mary
Downloads 144 (272,855)
Citation 1

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9.

Financial Intermediaries in the Midst of Market Manipulation: Did They Protect the Fool or Help the Knave?

Number of pages: 62 Posted: 14 Mar 2014 Last Revised: 07 May 2015
Vladimir A. Atanasov, Ryan J. Davies and John J. Merrick Jr.
William and Mary - Raymond A. Mason School of Business, Babson College - Finance Division and Raymond A. Mason School of Business - William & Mary
Downloads 126 (302,102)
Citation 4

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Market manipulation, Bang the close, NYMEX, Futures contracts, Platinum, Palladium, Floor trading

10.

Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Downloads 126 (302,102)
Citation 1

Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Number of pages: 29 Posted: 24 Oct 2013
Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick Jr.
University of Kansas - School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and Raymond A. Mason School of Business - William & Mary
Downloads 87 (390,466)

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TRACE, CDS, bonds, transparency, marks

Market Transparency and the Marking Precision of Bond Mutual Fund Managers

Bundesbank Discussion Paper No. 09/2014
Number of pages: 33 Posted: 21 Jun 2016
Gjergji Cici, Scott Gibson, Yalin Gündüz and John J. Merrick Jr.
University of Kansas - School of Business, College of William and Mary - Mason School of Business, Deutsche Bundesbank and Raymond A. Mason School of Business - William & Mary
Downloads 39 (577,896)

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TRACE, CDS, bonds, transparency, marks

11.

Pascal Spreading of Short-Term Interest Rate Contracts

Journal of Futures Markets, Vol. 20, No. 1, 2000, NYU Working Paper No. FIN-00-012
Number of pages: 38 Posted: 03 Nov 2008 Last Revised: 26 Oct 2013
John J. Merrick Jr.
Raymond A. Mason School of Business - William & Mary
Downloads 119 (314,984)

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