William and Mary School of Business
John Merrick

John Merrick

Richard S. Reynolds Professor of Business

Area : Economics & Finance
Phone : (757) 221-2721
Email : [[john.merrick]]
Office : Miller Hall 3089
CV : {{http://mason.wm.edu/faculty/documents/merrick_2014s_cv.pdf, PDF}}

Biography

Professor Merrick has split his professional career between academia and Wall Street. He worked for six years at Lehman Brothers in fixed income derivatives research, product management, and proprietary trading. He spent five additional years in global fixed income portfolio management and the hedge fund trade advisory business. He came to William and Mary in the Fall of 2005 from Baruch College, where he had spent four years after a second stint on the faculty of the Stern School of Business at New York University. He has also been a visiting scholar at the Federal Reserve Bank of Philadelphia and a consultant to the World Bank.

Professor Merrick's research agenda has been shaped largely by his experiences on Wall Street. His recent projects have analyzed squeezes in government bond futures markets, the impact of default recovery assumptions on emerging market debt valuation, trading strategies in deposit rate futures markets and the US Treasury's debt buyback program.

At the Mason School of Business, Professor Merrick teaches Financial History and Money and Debt Markets in the BBA program, Fixed Income and Securitization in the Master of Accounting Program, and Financial Markets in the MBA program. 

Publications