Jay F. Coughenour
Department of Finance
University of Delaware
Newark, DE 19716
FINC311: Principles of Corporate Finance (Spring 2013)
FINC416: Derivative Securities & Risk Management (Spring 2013)
FINC856: Financial Engineering & Risk Management (Spring 2013)
ISCTE: Market Microstructure Seminar (Winter 2013)
FINC872: Workshop in Finance: Empirical Methods (Spring 2011)
FINC850: Corporate Finance - EMBA (Winter 2011)
Limited attention and the allocation of effort in securities trading, with Shane Corwin, 2008, Journal of Finance 63, 3031-3067.
Common market makers and commonality in liquidity, with Mohsen Saad, 2004, Journal of Financial Economics, 73, 37-70.
Liquidity provision and the organizational form of NYSE specialist firms, with Dan Deli, 2002, Journal of Finance, 57, 841-870.
Is there a term structure of futures volatilities? Reevaluating the Samuelson hypothesis, with Hank Bessembinder, Paul Seguin, and Margaret Smoller, 1996, Journal of Derivatives, 4, 45-58.
Mean reversion in equilibrium asset prices: Evidence from the futures term structure, with Hank Bessembinder, Paul Seguin, and Margaret Smoller, 1995, Journal of Finance, 50, 361-375.
Specialist profits and the minimum price increment, 2004, with Lawrence Harris.
Odds & Ends:
Students often ask me for 'fun' finance books to read, as if they are not fully enjoying their textbook...