Dr. Gwendolyn Webb

Associate Professor of Finance at the Baruch College, City University of New York, USA

Visiting Faculty at the American Graduate School of Business and Economics, Paris, France

Fields of expertise

• Unbiased Measures of Market Return

• Market Measures of Trading Volume and Volatility (Especially During and Around Systemic Shocks)

Education

• B.A. in Economics, Wheaton College

• M.A. in Economics, University of Pennsylvania

• M.B.A. in Finance, New York University

• Ph.D. in Finance, New York University

Other current posts

• Referee, Financial Review, Journal of Derivatives, National Science Foundation

• Financial Research, International Review of Financial Analysis, Multinational Finance

• Journal, Quarterly Journal of Business and Economics.

Selected publications

• "The Information Content of Stock Split Announcements: Do Options Matter?" (co-authored with Keh-Yiing Chern, Susana Yu, and Kishore Tandon.), Journal of Banking and Finance, June 2008, Vol. 32, no. 6, pp. 930-946.

• "The Performance of Stocks that Are Reverse Split" (co-authored with Terrence Martell), The Review of Quantitative Finance and Accounting. April 2008, Vol. 30, No. 3, pp. 253-279.

• "Evidence and Implications of Increases in Trading Volume Around Exchange Listings" (co-authored with Kishore Tandon), Financial Review, 37: 21-44, 2001.

• "The Impact of Listing Latin American ADRs on the Risks and Returns of the Underlying Shares" (co-authored with T. F. Martell and L. Rodriquez, Jr.) Global Finance Journal, 10 (2): 147-60, 1999.

• "Recent Growth in Nasdaq Trading Volume and Its Relation to Market Volatility" (co-authored with Steven Freund), Journal of Financial Research, 22 (4): 489-501, Winter 1999.

• "Evidence of Managerial Timing: The Case of Exchange Listings." Journal of Financial Research, 22 (3): 247-63, Fall 1999.

• "Options, Short Sales and Market Completeness" (co-authored with S. Figlewski). Journal of Finance, 48 (2): 761-77, June 1993