Office: Robinson College 1243
Phone: 404-651-2655
Fax: 404-651-2630
E-mail: jgreene7@gsu.edu
Courses
College and Department
Financial Information
Links
Finance Spreadsheets
Jason's Personal Links
Address
Jason T. Greene
Department of Finance
Robinson College of Business, 12th Floor
Georgia State University
35 Broad Street
Atlanta, GA 30303
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Research Publications
- Greene, J. and C. Hodges, 2002. “The dilution impact of daily fund
flows on open-end mutual funds.”
Journal of Financial Economics
65,
131-158.
- Battalio, R. H., R. Jennings, J. Greene, and B. Hatch, 2002.
“Does the Limit Order Routing Decision Matter?”
Review of Financial
Studies
15, 159-194.
- Greene, J. and C. Hodges, 2000. “Market timing skill, expected
returns, and mutual fund performance.”
Advances in Investment Analysis
and Portfolio Management.
- Greene, J. and S. Smart, 1999. “Liquidity provision and noise
trading: Evidence from the ‘Investment Dartboard’ column,”
Journal of
Finance
54, 1885-1899.
- Battalio, R. H., J. Greene, and R. Jennings, 1998. “Order flow,
trade quality, and liquidity costs: Merrill Lynch’s decision to cease
making markets on the regional exchanges,”
Journal of Financial
Intermediation
7, 338-358. Lead article.
- Battalio, R. H., J. Greene, and R. Jennings, 1997. “Do competing
specialists and preferencing dealers affect market quality? An empirical
analysis,”
Review of Financial Studies
10, 969-993.
- Greene, J. and S. Watts, 1996. “Price discovery on the NYSE and the
Nasdaq: The case of overnight and daytime news releases,”
Financial
Management
25, no. 1, 19-42.
Research in Progress
- “Mutual Fund Distribution and Delegated Monitoring: An Examination
of No-Transaction-Fee Supermarkets” with C. Ciccotello and L. Walsh.
- “Daily fund flows and redemption fees,” with C. Hodges and D.
Rakowski.
- “The impact of limit orders on trading costs on the NYSE.”
- “Tax overhang and the trading of short-term for long-term capital
gains in open-end mutual funds,” with G. Geisler and C. Hodges.
Education
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