Faculty/Staff Current Students
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Associate Teaching Professor

Joseph Marks

413 Hayden Hall
Northeastern University
360 Huntington Avenue
Boston, Massachusetts 02115-5000

617.373.3616
j.marks@northeastern.edu


Profile

Education

PhD., Finance, University of Illinois at Urbana-Champaign
BS, Finance, University of Illinois at Urbana-Champaign

Research & Teaching Interests

Professor Marks’ research and teaching focuses on investments and portfolio management, with an emphasis on anomalies, behavioral finance, and empirical asset pricing models.


Industry & Academic Experience

Prior to joining Northeastern University, Professor Marks worked to design and back-test quantitative investment strategies at Jacobs Levy Equity Management, and held academic positions at Bentley University and Seton Hall University.


Services to the Profession

Professor Marks is a member of the American Finance Association, the Financial Management Association, the Eastern Finance Association, and the Southern Finance Association.


Publications

Selected Publications

Marks, Joseph M. and Chenguang Shang (2018), Factor Crowding and Liquidity Exhaustion, forthcoming in Journal of Financial Research.

Marks, Joseph M. and Ari Yezegel (2018), Do aggregate analyst recommendations predict market returns in international markets? International Review of Financial Analysis 59, 234-254.

Marks, Joseph M. and Kiseok Nam (2018), Intertemporal risk-return tradeoff in the short run, Economics Letters 173, 81-84.

Marks, Joseph M. and David P. Simon (2017), Sector option implied volatility dynamics and predictability, The Journal of Derivatives 25, 22-42.

Marks, Joseph M. and Jim Musumeci (2017), Misspecification in event studies, Journal of Corporate Finance 45, 333-341.

Henderson, Brian J. and Joseph M. Marks (2013), Predicting forecast errors through joint observation of earnings and revenue forecasts, The Journal of Banking and Finance 37, 4265-4277.

Presentations

Selected Presentations

Marks, Joseph M. and Kiseok Nam (2018). Intertemporal risk-return tradeoff in the short run. In Annual Meeting of the Financial Management Association, San Diego, CA, October.

Marks, Joseph M. and Chenguang Shang (2017). Does stock liquidity affect corporate debt maturity structure? In Annual Meeting of the Southern Finance Association, Key West, FL, November.

Marks, Joseph M. and Chenguang Shang (2017). Factor crowding and liquidity exhaustion. In Annual Meeting of the European Financial Management Association, Athens, Greece, June.

Marks, Joseph M. and Jim Musumeci (2016). Misspecification in event studies. In Annual Meeting of the Financial Management Association, Las Vegas, NV, October.