Craig W. Holden
From Wikipedia, the free encyclopedia
Craig W. Holden | |
|---|---|
| Died | 2021 Bloomington, IN |
| Academic background | |
| Alma mater | University of California, Los Angeles |
| Doctoral advisor | Michael Brennan |
| Academic work | |
| Institutions | Indiana University Bloomington |
Craig Woodworth Holden was the finance department chair and Gregg T. and Judith A. Summerville Chair of Finance[1] at the Kelley School of Business at Indiana University. His research focused on market microstructure.
Holden received his M.B.A. and Ph.D. from the Anderson School of Management at UCLA.[2] He received the Fama-DFA Prize for the second best paper in capital markets published in the Journal of Financial Economics in 2009,[3] the Spangler-IQAM Award for the best investments paper published in the Review of Finance in 2017-2018,[4] and the Philip Brown Prize for the best paper published in 2017 using SIRCA data. His research has been cited more than 4,300 times.[5] He has written two books on financial modeling in Excel: Excel Modeling in Investments and Excel Modeling in Corporate Finance.[6] He has chaired 22 dissertations, been a member or chair of 62 dissertations,[7] and serves on the program committees of the Western Finance Association[8] and European Finance Association.[9] He was secretary-treasurer of the Society for Financial Studies.[10] He was an associate editor of the Journal of Financial Markets.[11]
Research
Holden's research has appeared in leading journals, including the Journal of Finance,[12][13] Journal of Financial Economics,[14] Review of Financial Studies,[15] Review of Finance,[16] Journal of Business,[17] Journal of Financial Markets,[18][19] Review of Corporate Finance Studies,[20] Critical Finance Review,[21] Journal of Corporate Finance,[22] Journal of Financial Intermediation,[23] Journal of Empirical Finance,[24][25] Foundations and Trends in Finance,[26] Financial Analysts Journal,[27] Journal of Business Finance and Accounting,[28] Mathematical Finance,[29] and Management Science.[30] His working papers are posted on the Social Science Research Network.[31][32][33][34] His research has received attention in the Financial Times.[35] and other media. He is best known for the following publications:
- Kingsley Y.L. Fong, Craig W. Holden, and Charles A. Trzcinka, 2017, What Are The Best Liquidity Proxies For Global Research?, Review of Finance 21, 1355-1401.
- Craig W. Holden and Stacey Jacobsen, 2014, Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions, Journal of Finance 69, 1747-1785.
- Craig W. Holden, Stacey Jacobsen, and Avanidhar Subrahmanyam, 2014, The Empirical Analysis of Liquidity, Foundations and Trends in Finance 8, No. 4, 263-365.
- Utpal Bhattacharya, Craig W. Holden, and Stacey Jacobsen, 2012, Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers, Management Science 15, 413-431.
- Ruslan Goyenko, Craig W. Holden, and Charles A. Trzcinka, 2009, Do Liquidity Measures Measure Liquidity?, Journal of Financial Economics 92, 153-181.
- Craig W. Holden and Avanidhar Subrahmanyam, 2002, News Events, Information Acquisition, and Stock Price Behavior, Journal of Business 75, 1-32.
- Craig W. Holden and Avanidhar Subrahmanyam, 1996, Risk Aversion, Liquidity, and Endogenous Short Horizons, Review of Financial Studies 9, 691-722.
- Craig W. Holden and Avanidhar Subrahmanyam, 1992, Long-Lived Private Information and Imperfect Competition, Journal of Finance 47, 247-270.
