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Christopher Jones

Associate Professor of Finance and Business Economics
Building
HOH
Room / Office
723

PhD, Wharton School, University of Pennsylvania; BA, Pomona Collage

Christopher Jones conducts research on empirical asset pricing and financial econometrics. He is an expert on volatility modeling and its application to option pricing and fixed income. He currently teaches courses on investment management. Prior to USC, Professor Jones was on the faculty at the University of Rochester.

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Christopher Jones, Jefferson Duarte, Junbo Wang () "Correcting Option Returns for Microstructure Bias ,".
Christopher Jones, Tong Wang, Haitao Mo () "Do option prices forecast aggregate stock returns? ,".
Christopher Jones, Haitao Mo () "Out-of-Sample Performance of Mutual Fund Predictors ,".
Christopher Jones, Sung June Pyun, Tong Wang () "Implied Variance and Market Index Reversal ,".
Selale Tuzel, Christopher Jones () "Inventory Investment and the Cost of Capital ,"  Journal of Financial Economics  107, 557-579.
Christopher Jones, Selale Tuzel () "New Orders and Asset Prices ,"  Review of Financial Studies  26, 115-157.
Christopher Jones, Pierre Collin-Dufresne, Bob Goldstein () "Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility ,"  Journal of Financial Economics  94, 47-66.
Christopher Jones, Robert Goldstein, Pierre Collin-Dufresne () "Identification of Maximal Affine Term Structure Models ,"  Journal of Finance  61, 2325‐2363.
Christopher Jones () "A Nonlinear Factor Analysis of S&P 500 Index Option Returns ,"  Journal of Finance  41, 2325-2363 .
Christopher Jones, Michael Brandt () "Forecasting Volatility with Range-Based EGARCH Models ,"  Journal of Business and Economic Statistics  24, 470-486 .
Christopher Jones, Jay Shanken () "Mutual Fund Performance with Learning Across Funds ,"  Journal of Financial Economics  78, 507-552.
Christopher Jones () "Nonlinear Mean Reversion in the Short-Term Interest Rate ,"  Review of Financial Studies  16, 793-843.
Christopher Jones () "The Dynamics of Stochastic Volatility: Evidence from Underlying and Options Markets ,"  Journal of Econometrics 116, pp. 181-224.
Christopher Jones () "Extracting Factors from Heteroskedastic Asset Returns ,"  Journal of Financial Economics  62, 293-325.
Christopher Jones, Gregory Hess, Richard Porter () "The Predictive Failure of the Baba, Hendry, and Starr Model of M1 ,"  Journal of Economics and Business  50, 477-507.
Christopher Jones () "The Interest Sensitivity of Wealth in the life Cycle Model ,"  Economics Letters  46, 321-325.