Quantitative Finance
michaelcarniol's user avatar
michaelcarniol's user avatar
michaelcarniol's user avatar
michaelcarniol
  • Member for 12 years, 5 months
  • Last seen more than 1 year ago
Profile Activity
Stats
140
reputation
10k
reached
7
answers
1
question
Communities
View all
About

Assistant Professor of Accounting and Information Systems at Rutgers Business School -- Newark and New Brunswick

Badges
This user doesn’t have any gold badges yet.
This user doesn’t have any silver badges yet.
5
bronze badges
Top tags
View all tags
6
Score
2
Posts
25
Posts %
6
Score
1
Posts
12
Posts %
6
Score
1
Posts
12
Posts %
6
Score
1
Posts
12
Posts %
2
Score
3
Posts
38
Posts %
2
Score
2
Posts
25
Posts %
Top posts
All Questions Answers
Score Newest
answer
6
How to solve for the implied stock lending rate given equity options prices?
Sep 6, 2011
answer
2
Relation between price changes and trading volume (market impact)
May 16, 2017
answer
2
Why James Simons trades it only if it is liquid?
Aug 15, 2017
answer
1
What rate to discount tax shield
Dec 5, 2017
question
1
Which is more valuable: a basket of optimal stopping problems or an optimal stopping problem on a basket?
Apr 26, 2022
answer
0
Permanent or long-term (months) market impact of large trades in stocks / equities
Mar 19, 2019
answer
-1
What is the "leverage effect" for stocks?
Apr 7, 2021
answer
-1
If CAPM holds, should alpha be zero for all assets?
Dec 14, 2021

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.