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Dr. Eric Terry
Associate Professor
DepartmentFinance
EducationPhD
OfficeTRS 1-091
Phone416-979-5000 ext: 552452
Overview
Eric has been an Associate Professor at the Ted Rogers School of Management since 2006. He received his Ph.D. in Finance from Stanford University and, prior to joining Ryerson, was a member of the finance faculties at the Wharton School of Business, the National University of Singapore, and Central Connecticut State University. He also ran a private consulting business for three years. His research focuses on risk management, corporate finance, and behavioural finance. Eric has conducted risk management seminars for CFOs and institutional investors and has been an expert witness on option valuation. He also has served on the board of a regional charity.
Risk management, derivatives pricing, and behavioural finance.
| Journal Articles |
| Terry, E., and West, B. (2011). Style Matters: Investment Performance Presentation Effects on Investor Preferences. Global Business and Economics Review, 14, 102-114. |
| Terry, E. (2005). Minimum-Variance Futures Hedging Under Alternative Return Specifications. Journal of Futures Markets, 25, 537-552. |
| Lim, K., and Terry, E. (2003). The Pricing of Multiple Stock Warrants. Journal of Futures Markets, 23, 517-534. |
| Low, A., Muthuswamy, J., Sakar, S., and Terry, E. (2002). Multiperiod Hedging with Futures Contracts. Journal of Futures Markets, 22, 1179-1203. |
| Hameed, A., and Terry, E. (1998). The Effect of Tick Size on Price Clustering and Trading Volume. Journal of Business Finance & Accounting, 25, 849-867. |
| Scholes, M., Terry, E., and Wolfson, M. (1989). Taxes, Trading and the Value of Depreciable Real Estate, Journal of Accounting Auditing and Finance, 4, 317-340. |