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Gwendolyn Webb

Associate Professor of Finance

Associate Professor of Finance

Gwendolyn.Webb@baruch.cuny.edu

 

Education:

AB Wheaton College Economics 1969
MA University of Pennsylvania Economics 1971
MBA New York University Finance 1975
PhD New York University Finance 1988

Areas of Expertise:

Unbiased Measures of Market Return; Market Measures of Trading Volume and Volatility, Especially During and Around Systemic Shocks

Selected Publications:

"Removing Biases in Computed Returns: An Analysis of Bias in Equally-Weighted Return Indexes of REITs,” with Larry Fisher and D. G. Weaver. Forthcoming, International Real Estate Review, 2010.

"The Effects of Option Introduction on Analyst Coverage and Earnings Estimates," with Kishore Tandon and Susana Yu. Forthcoming, The American Economist, 2010.

"Removing Biases in Computed Returns," with Larry Fisher and D. G. Weaver. Forthcoming, The Review of Quantitative Finance and Accounting, 2010.

“The Hot-Growth Companies: How Well Do Analysts Predict Their Performance?” with Susana Yu and Richard Lord. Journal of Economics and Business, 2010, 62 (3): 195-219.

"Option Introduction and Secondary Equity Offerings," with Susana Yu and Kishore Tandon. Journal of Applied Finance, 2010, 20(1): 47-63.

"The Effects of ETF Splits on Returns, Liquidity and Individual Investors," with Susana Yu, Managerial Finance, 2009, 35(9): 754-771

“The Information Content of Stock Split Announcements: Do Options Matter?” with Keh-Yiing Chern, Susana Yu, and Kishore Tandon. Journal of Banking and Finance, June 2008, Vol. 32, no. 6, pp. 930-946.

“The Performance of Stocks that Are Reverse Split” with Terrence Martell. The Review of Quantitative Finance and Accounting. April 2008, Vol. 30, No. 3, pp. 253-279.

"Evidence and Implications of Increases in Trading Volume Around Exchange Listings" (with Kishore Tandon). Financial Review, 37: 21-44, 2001.

"The Impact of Listing Latin American ADRs on the Risks and Returns of the Underlying Shares" (with T. F. Martell and L. Rodriquez, Jr.) Global Finance Journal, 10 (2): 147-60, 1999.

"Recent Growth in Nasdaq Trading Volume and Its Relation to Market Volatility" (with Steven Freund). Journal of Financial Research, 22 (4): 489-501, Winter 1999.

"Evidence of Managerial Timing: The Case of Exchange Listings." Journal of Financial Research, 22 (3): 247-63, Fall 1999.

"Options, Short Sales and Market Completeness" (with S. Figlewski). Journal of Finance, 48 (2): 761-77, June l993.

Academic Activities:

Conference Presentations
  • Eastern Finance Association Annual Meeting, 2010
  • Southern Finance Association Annual Meetings, 2005, 2006, 2007, 2008
  • Midwest Finance Association Annual Meetings, 1997, 1998, 2006, 2009
  • Asian Real Estate Society Annual Meetings, 2007, 2008
  • Financial Management Association Annual Meetings, 1991, 1992, 1995, 1998
  • The Multinational Finance Association Meeting, 1996
  • The Western Finance Association Annual Meeting, 1990

Professional Activities:

Referee, Financial Review, Journal of Derivatives, National Science Foundation, Journal of Financial Research, International Review of Financial Analysis, Multinational Finance Journal, Quarterly Journal of Business and Economics.

Awards, Honors, etc.:

Zicklin School of Business Award for Excellence in Teaching, 2009.

Zicklin Fellow on Economics and Finance, 1998-99.

Dissertation Fellowship, New York University.

Elected to Beta Gamma Sigma.

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