George S. Oldfield is a financial economist . He has been published extensively, and is cited for his work on the effects of a firm's unvested pension benefits on its share price[ 1] published in the Journal of Money, Credit and Banking in 1977.[ 2]
He was the Richard S. Reynolds, Jr. Professor of Finance at the Mason School of Business at the College of William & Mary , and a faculty member at the Amos Tuck School of Business Administration at Dartmouth College and the S.C. Johnson Graduate School of Management at Cornell University .[ 3] He is the 2002 recipient of the Business Week Business School Survey "Master Teacher" award.[ 4]
He is a consultant with The Brattle Group ,[ 3] and in government, has worked at the Federal Reserve Bank of New York , the Federal Reserve Bank of Philadelphia and served as Economic Research Fellow at the U.S. Securities and Exchange Commission [ 3] where he focused on employee stock option and financial derivatives pricing, disclosure rules for corporate pension funding and executive compensation and asset-backed and mortgage-backed securities .[ 5]
He holds a Ph.D. and M.A. in finance from the Wharton School at the University of Pennsylvania and an A.B. in economics from the College of William and Mary .[ 3]
Publications
Oldfield's other publications include:
Logue, Dennis; Oldfield, George S. (2008). "Lawsuits Stalk Pension Fiduciaries" (PDF) . Finance: Current Topics in Corporate Finance (1). The Brattle Group. Archived from the original (PDF) on 2011-07-08. Retrieved 2009-12-17 .
Oldfield, George S. ; Cragg, Michael (2008). "Understanding the Credit Crisis: The Treasury, the Fed, and the Banking System" (PDF) . Finance: Current Topics in Corporate Finance (2). The Brattle Group. Archived from the original (PDF) on 2011-07-08. Retrieved 2009-12-17 .
Oldfield, George S. (March 2008). "Expanding Subprime Mortgage Crisis Increases Litigation Risks" (PDF) . The Brattle Group, Inc. Archived from the original (PDF) on 2011-07-08. Retrieved 2008-10-15 .
Oldfield, George S. (2007). "Subprime Mortgage Problems: What to Look For and Where to Look" . Finance: Current Topics in Corporate Finance (1). The Brattle Group. Archived from the original (PDF) on 2011-07-08. Retrieved 2008-10-15 .
Oldfield, George S. (May–June 2004). "Bond Games". Financial Analysts Journal . 60 (3): 52– 66. doi :10.2469/faj.v60.n3.2621 . S2CID 218507872 .
Oldfield, George S. ; Logue, Dennis E. (1994). Handbook of Modern Finance: The Determination of Interest Rates . Warren, Gorham & Lamont. pp. Chapter B1. ISBN 978-0-7913-0311-5 .
Oldfield, George S. (Winter 2000–2001). "Bits, Bets, and Making Book on an Index". Journal of Risk . 3 (2): 91– 106. doi :10.21314/JOR.2001.040 .
Oldfield, George S. (September 2000). "Making Markets for Structured Mortgage Derivatives". Journal of Financial Economics . 57 (3): 445– 471. doi :10.1016/S0304-405X(00)00064-7 .
Oldfield, George S. ; Santomero, Anthony M. (Fall 1997). "Risk Management in Financial Institutions". Sloan Management Review .
Oldfield, George S. "The Economics of Structured Finance". The Journal of Fixed Income (September 1997).
Oldfield, George S ; Jarrow, Robert A. (1988). "Forward Options and Futures Options". Advances in Futures and Options Research .
Oldfield, George S. ; Rogalski, Richard J. (March 1987). "The Stochastic Properties of Term Structure Movements". Journal of Monetary Economics . 19 (2): 229– 254. doi :10.1016/0304-3932(87)90048-1 .
Oldfield, George S. ; O’Hara, Maureen (December 1986). "The Microeconomics of Market Making". Journal of Financial and Quantitative Analysis .
Oldfield, George S. ; Rogalski, Richard J. (June 1980). "Common Stock Returns Over Open and Closed Trading Periods". Journal of Finance . 35 . doi :10.1111/j.1540-6261.1980.tb03495.x .
Oldfield, George S. ; Rovira, Carlos E. (Winter 1984). "Futures Contract Options". Journal of Futures Markets . 4 (4): 479– 490. doi :10.1002/fut.3990040404 .
Oldfield, George S. ; Jarrow, Robert A. (December 1981). "Forward Contracts and Futures Contracts". Journal of Financial Economics .
Oldfield, George S. ; Rogalski, Richard J. (May 1981). "Treasury Bill Factors and Common Stock Returns". Journal of Finance . 36 (2): 337– 350. doi :10.1111/j.1540-6261.1981.tb00446.x .
Oldfield, George S. ; Bower, Richard S. (March 1981). "On Lessees, Lessors, and Whether Pigs Have Wings". Journal of Business Research .
Oldfield, George S. ; Bierman, Harold (September 1979). "Corporate Debt and Corporate Taxes". Journal of Finance .
Oldfield, George S. ; Rogalski,Richard J.; Jarrow, Robert A. (December 1977). "An Autoregressive Jump Process for Common Stock Returns". Journal of Financial Economics . 5 (3): 389– 418. doi :10.1016/0304-405X(77)90045-9 .
Oldfield, George S. ; Messina, Richard J. (September 1977). "Forward Exchange Price Determination in Continuous Time". Journal of Financial and Quantitative Analysis . 12 (3): 473– 479. doi :10.2307/2330546 . JSTOR 2330546 . S2CID 154557679 .
Oldfield, George S. ; Logue, Dennis E. (Summer 1977). "Managing Foreign Assets When Foreign Exchange Markets Are Efficient". Financial Management .
Oldfield, George S. ; Logue, Dennis E. (Spring 1977). "What's So Special About Foreign Exchange Markets?". Journal of Portfolio Management .
References