Mark Holder, PH.D. (Finance)
Dr. Holder has a Ph.D. in Finance from Kent State University. and is the Director of the Master of Science Financial Engineering Program, Chair of the Department of Finance and Editor of the journal Review of Futures Markets. In addition to his other responsibilities, Dr. Holder is the MSFE Program Committee Chair and MSFE Advisory Board Chair. In 2004, Dr. Holder was awarded the Olga A. Mural Associate Professor in Finance. Currently, he is Executive Director of the Asia-Pacific Futures research Symposium. Dr. Holder is also engaged as a training consult for numerous leading investment banks.
Prior to joining Kent State University Dr. Holder was a Senior Economist and Group Manager at the Chicago Board of Trade where he participated in the design, launch, and marketing of the Dow Jones Industrial Average futures and futures options contracts. He also was responsible for Asian market intelligence for Chicago Board of Trade strategic analysis research.
His research articles have appeared in Financial Management, Journal of Futures Markets, Review of Futures Markets, , Derivatives Quarterly, and Derivatives Use, Trading and Regulation among others.
Email address
mholder@kent.edu
Contact Information
330-672-1205
330-672-1210
330-672-9806 (Fax)
Kent State University
College of Business Administration
PO Box 5190
Kent, OH 44242
MSFE
courses: |
Financial Engineering
Modeling Projects (team taught)
Additional Courses:
MSFE Financial Management I - Fall 2004
PhD Theory of Corporate Finance - Spring 2004
MSFE Financial Management I - Fall 2003
PhD Theory of Corporate Finance - Spring 2003
MSFE Derivatives I - Fall 2002
MSFE Financial Management I - Fall 2002
PhD Theory of Corporate Finance - Spring 2002
Undergrad Financial Policy - Fall 2001
MBA Financial Management - Fall 2001
Undergrad Financial Policy - Spring 2001
PhD Theory of Corporate Finance - Spring 2001
Undergrad Financial Policy - Fall 2000
MBA Financial Management I - Fall 2000
Undergrad Financial Policy - Spring 2000
PhD Theory of Corporate Finance - Spring 2000
Undergrad Financial Policy - Fall 1999
MBA Financial Management I - Fall 1999
areas of
research interest: |
Dividend policy, derivative markets and market microstructure, financial decision-making, stakeholder theory influences on financial policy, and methodological and statistical issues in finance.
Working
Papers: |
"The Economic Impact of Dual Trading in Futures," with Shelly Zhao. This paper is under review at Derivatives Use, Trading, and Regulation.
"A Fractal Analysis of the Dynamics of the Dow Jones Industrial Average Returns," with Ilya Tsvetkov. This paper is being prepared for submission to Mathematical Finance.
"A Study of the Experiences and Attitudes in Legal Journal Coauthorship," with Lois J. Beier. This paper is under review at The Journal of Legal Studies Education.
"Futures Market Microstructure: An Analysis of Block Trading Mechanisms," with James C. Baker and Yuan Sun. This paper is being prepared for submission to the Review of Financial Studies.
"Bid-Ask Spread Determinants in Treasury Futures at the Chicago Board of Trade," with Amit K. Sinha. This paper is being prepared for submission to Derivatives Use, Trading and Regulation.
"Determinants of Exchange Value: An Analysis Using an Industrial Organization and Valuation Framework," with Frederick Langrehr. This paper is in progress.
"An Empirical Analysis of New Futures Contract Development: DJIA Futures," with Julie Tiede. This paper is in progress.
"Market Response to Fed Rate Announcements: A Yield Curve Analysis," with David Smith and Robert Webb. This paper is in the data analysis stage.
"The Impact of Time Duration between Trades on Four Liquidity Dimensions in Futures Market Transactions," with Min Qi and Amit Sinha. This paper is in progress.
"Dividend Policy and Stakeholder Theory in Japan," with Richard Constand. This paper is in progress.
|
|
|
“As the founder of
the MSFE program,
Dr. Holder
continually finds
ways to improve
the MSFE program.
He has recruited
renowned faculty
to ensure that the
students are exposed
to real world
applications and
a wide network
of employers.”
Former MSFE student
Class of 2004
