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.

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.

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.