Craig W. Holden

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ISBN 9780205987245) teaches students how to build investments models in Excel. It covers fixed income, portfolio management, security analysis, asset pricing, international investments, options, futures, and other derivatives. [36] [37] His book, Excel Modeling in Corporate Finance (Fifth Edition; ISBN 9780205987252) teaches students how to build corporate finance models in Excel. It covers time value of money, firm and project valuation, capital structure, capital budgeting, financial planning, and real options. [38] His Excel modeling books have been translated into Chinese and Italian. [39] [40] [41]

He has published papers about teaching in FEN Educator [42] and the Journal of Financial Education [43] having created three courses in market microstructure at Indiana University:

References

  1. ↑ "Faculty Profile". Kelley School of Business. Retrieved 2020-06-22.
  2. ↑ "Dissertations UCLA Anderson School of Management". UCLA Anderson School of Management. Archived from the original on 29 November 2014. Retrieved 21 November 2014.
  3. ↑ "Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing". jfe.rochester.edu. 2012. Archived from the original on September 27, 2011. Retrieved March 20, 2013.Do liquidity measures measure liquidity?, Volume 92, Issue 2, May 2009, Pages 153-181
  4. ↑ "Awards – Review of Finance". revfin.org. Retrieved 2019-07-10.
  5. ↑ "Craig W. Holden Google Scholar Citations". Google Scholar. Retrieved 21 November 2014.
  6. ↑ "Information about Holden Excel modeling books" . Retrieved 24 November 2014.
  7. ↑ "Doctoral Program Placements, Including Chair". Kelley School of Business Doctoral Program Placements. Retrieved 21 November 2014.
  8. ↑ "Western Finance Association - 2016 Program" (PDF).
  9. ↑ "Program Committee and Track Chairs | European Finance Association Conference". www.efa2016.org. Retrieved 2017-01-20.
  10. ↑ "Society for Financial Studies" . Retrieved 21 November 2014.
  11. ↑ Journal of Financial Markets Editorial Board . Retrieved 21 November 2014.{{cite book}}: |work= ignored (help)
  12. ↑ Holden, Craig W.; Jacobsen, Stacey (2014). "Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions". Journal of Finance. 69 (4): 1747–1785. doi:10.1111/jofi.12127. hdl: 10.1111/jofi.12127 .
  13. ↑ Holden, Craig W.; Avanidhar Subrahmanyam (1992). "Long-Lived Private Information and Imperfect Competition". Journal of Finance. 47: 247–270. doi:10.1111/j.1540-6261.1992.tb03985.x.
  14. ↑ Goyenko, Ruslan; Craig W. Holden; Charles A. Trzcinka (2009). "Do Liquidity Measures Measure Liquidity?". Journal of Financial Economics. 92 (2): 151–181. doi:10.1016/j.jfineco.2008.06.002.
  15. ↑ Holden, Craig W.; Avanidhar Subrahmanyam (1996). "Risk Aversion, Liquidity, and Endogenous Short Horizons". Review of Financial Studies. 9 (2): 691–722. doi:10.1093/rfs/9.2.691.
  16. ↑ Fong, Kingsley Y. L.; Holden, Craig W.; Trzcinka, Charles A. (2017). "What Are the Best Liquidity Proxies for Global Research?". Review of Finance. 21 (4): 1355–1401. doi: 10.1093/rof/rfx003 .
  17. ↑ Holden, Craig W.; Avanidhar Subrahmanyam (2002). "News Events, Information Acquisition, and Stock Price Behavior". Journal of Business. 75 (1): 1–32. CiteSeerX   10.1.1.34.4426 . doi:10.1086/323503. JSTOR   10.1086/323503. S2CID   153412427.
  18. ↑ Holden, Craig W. (2009). "New Low-Frequency Spread Measures". Journal of Financial Markets. 12 (4): 778–813. doi:10.1016/j.finmar.2009.07.003.
  19. ↑ Battalio, Robert; Craig W. Holden (2001). "A Simple Model of Payment For Order Flow, Internalization, and Total Trading Costs". Journal of Financial Markets. 4: 33–71. doi:10.1016/s1386-4181(00)00015-x.
  20. ↑ Holden, Craig W. (2017-03-01). "Do Acceptance and Publication Times Differ Across Finance Journals?". Review of Corporate Finance Studies. 6: 102–126. doi:10.1093/rcfs/cfx009. ISSN   2046-9128.
  21. ↑ Holden, Craig W.; Nam, Jayoung (2019). "Do the LCAPM Predictions Hold? Replication and Extension Evidence". Critical Finance Review. 8 (1–2): 29–71. doi:10.1561/104.00000071. S2CID   197771549. SSRN   2848373.
  22. ↑ Holden, Craig W.; Kim, Daniel S. (2017-06-01). "Performance share plans: Valuation and empirical tests". Journal of Corporate Finance. 44: 99–125. doi:10.1016/j.jcorpfin.2017.03.004.
  23. ↑ Chakravarty, Sugato; Craig W. Holden (1995). "An Integrated Model Of Market And Limit Orders". Journal of Financial Intermediation. 4 (3): 213–241. doi:10.1006/jfin.1995.1010.
  24. ↑ Holden, Craig W.; Leonard L. Lundstrum (2009). "Costly Trading, Managerial Myopia, and Long-Term Investment". Journal of Empirical Finance. 16: 126–135. doi:10.1016/j.jempfin.2008.05.001.
  25. ↑ Ellul, Andrew; Craig W. Holden; Pankaj Jain; Robert Jennings (2007). "Order Dynamics: Recent Evidence from the NYSE". Journal of Empirical Finance. 14 (5): 636–661. doi:10.1016/j.jempfin.2007.02.002.
  26. ↑ Holden, Craig W.; Stacey Jacobsen; Avanidhar Subrahmanyam (2014). "The Empirical Analysis of Liquidity". Foundations and Trends in Finance. 8 (4): 263–365. doi: 10.1561/0500000044 .
  27. ↑ Holden, Craig W. (1991). "Index Arbitrage and The Media". Financial Analysts Journal. 47 (5): 8–9. JSTOR   4479464.
  28. ↑ Holden, Craig W.; Pamela S. Stuerke (2008). "The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information". Journal of Business Finance and Accounting. 35 (7–8): 860–888. doi:10.1111/j.1468-5957.2008.02108.x. S2CID   154641724.
  29. ↑ Bagnoli, Mark; S. Viswanathan; Craig W. Holden (2001). "On The Existence of Linear Equilibria in Models of Market Making". Mathematical Finance. 11: 1–31. doi:10.1111/1467-9965.00106. S2CID   33081810.
  30. ↑ Bhattacharya, Utpal; Craig W. Holden; Stacey Jacobsen (2012). "Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers". Management Science. 15 (2): 413–431. doi:10.1287/mnsc.1110.1364. S2CID   13044134.
  31. ↑ "Craig W. Holden's SSRN Author Page".
  32. ↑ Holden, Craig W. (2015-04-28). "A Theory of Optimal Institutional Trading". SSRN   2470280.{{cite journal}}: Cite journal requires |journal= (help)
  33. ↑ Fong, Kingsley; Holden, Craig; Tobek, Ondrej (2017-07-24). "Are Volatility Over Volume Liquidity Proxies Useful For Global Or US Research?". SSRN   2989367.{{cite journal}}: Cite journal requires |journal= (help)
  34. ↑ Holden, Craig W.; Mao, Yifei; Nam, Jayoung (2018-06-10). "Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets". Rochester, NY. SSRN   3193653.{{cite journal}}: Cite journal requires |journal= (help)
  35. ↑ Authers, John. "Selling Shares Like Toothpaste on 1/28/2009". Financial Times. Retrieved 21 November 2014.
  36. ↑ "Holden, Excel Modeling in Investments, 5th Edition". www.pearsonhighered.com. Retrieved 2017-01-20.
  37. ↑ "Online resources for Holden Excel Modeling books". Pearson. Retrieved 24 November 2014.
  38. ↑ "Holden, Excel Modeling in Corporate Finance, 5th Edition". www.pearsonhighered.com. Retrieved 2017-01-20.
  39. ↑ Excel Modeling and Estimation in Investments, Third Edition, Chinese Simplified. 机械工业出版社. 2010. ISBN   978-7-111-30587-3 . Retrieved 24 November 2014.
  40. ↑ "Excel Modeling and Estimation in the Fundamentals of Corporate Finance, Third Edition, Chinese Simplified". lib.gdufe.edu.cn. Retrieved 2017-01-20.
  41. ↑ Holden, Craig W. (2007). Esercizi di finanza aziendale con Excel. Pearson. ISBN   978-8871923529 . Retrieved 24 November 2014.
  42. ↑ Holden, Craig W.; Kent L. Womack (2000-09-12). "Spreadsheet Modeling in Finance and Investment Courses". SSRN   241708.
  43. ↑ Holden, Craig W. (1998). "Save Diversification From The CAPM Controversy! An Excel-based Interactive Optimizer To Teach Diversification, Exploiting Mispriced Assets, and Asset Classes". Journal of Financial Education. 24: 49–57. JSTOR   41948280.
  44. ↑ "F335 Security Trading and Market Making". Kelley School of Business Undergraduate Program Course Descriptions. Archived from the original on 7 October 2014. Retrieved 21 November 2014.
  45. ↑ "F535 Security Trading and Market Making". Kelley School of Business MBA Program Course Descriptions. Archived from the original on 5 March 2014. Retrieved 21 November 2014.
  46. ↑ "F635 Market Microstructure". Kelley School of Business Doctoral Program Course Descriptions. Archived from the original on 11 October 2014. Retrieved 21 November 2014.
Craig W. Holden
Died2021 (2022)
Bloomington, IN
Nationality American
Academic background
Alma mater University of California, Los Angeles
Doctoral advisor Michael Brennan
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