Faculty Member: Jackson, David

Market moves and the information content of option prices

McIntyre, M. L., and D. Jackson, (2009), “Market moves and the information content of option prices”, International Review of Economics and Finance, 327-340.

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Corporate governance and informed trading

Jackson, D., S. Dutta and M. Nitani (2008), “Corporate governance and informed trading”. International Journal of Managerial Finance, 4, 295-322.

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Great in Practice, Not in Theory: A Theoretical and Empirical Analysis of Covered Call Writing

McIntyre, M.L. and D. Jackson (2007), “Great in Practice, Not in Theory: A Theoretical and Empirical Analysis of Covered Call Writing”. Journal of Derivatives & Hedge Funds, 13(1), 66-79.

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Pricing, Value-at-Risk and Dynamic Properties of Re-Settable Strike-price Puts

McIntyre, M.L. and D. Jackson (2007), “Pricing, Value-at-Risk and Dynamic Properties of Re-Settable Strike-price Puts”. Journal of Derivatives & Hedge Funds, 13(2), 107-124.

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Inferring trader behavior from transaction data: a trade count model

Jackson, D., (2007), “Inferring trader behavior from transaction data: a trade count model”, Journal of Economics and Finance, 31, 283-301.

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Inside trading and corporate governance

Jackson, D., S. Dutta, and M. Nitani (2005), “Inside trading and corporate governance”. Proceedings of the Administrative Sciences Association of Canada, 14p.

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Idiosyncratic volatility: recent Canadian evidence

Nitani, M., D. Jackson, and A. Riding (2005), “Idiosyncratic volatility: recent Canadian evidence”. Northern Finance Association Conference, Vancouver, 39p..

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Corporate governance and the probability of insider trading

Jackson, D., S. Dutta, and M. Nitani (2005), “Corporate governance and the probability of insider trading”. Northern Finance Association Conference, Vancouver, 41p..

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Inferring trader behaviour from transaction data: a trade count model

Jackson, D. (2005), “Inferring trader behaviour from transaction data: a trade count model”. Bank of Canada Invited Seminar Series, Ottawa, 28p..

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Is return volatility driven by volume, trade counts, or informed trade counts?

Jackson, D. (2004), “Is return volatility driven by volume, trade counts, or informed trade counts?”. Proceedings, Northern Finance Association Conference, 29 pages (CDROM).

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