You are here

Blake Phillips

Assistant Professor, Finance

Blake PhlillipsOffice: Hagey Hall 3126

Phone: 519-888-4567 x38886

Email: brphilli@uwaterloo.ca

Download Curriculum Vitae (PDF)

Education and certifications

  • Doctor of Philosophy, University of Alberta, Finance
  • Master of Business Administration, University of Alberta, Specialization: International Business
  • Master of Forestry, University of Alberta
  • Bachelor of Science, University of British Columbia

Selected publications

  • Ismailescu, I. and B. Phillips, 2014, Credit default swaps and the market for sovereign debt, Journal of Banking and Finance, Forthcoming.
  • Phillips, B., K. Pukthuanthong and R. Rau, 2014, Detecting superior mutual fund managers: Evidence from copycats, Review of Asset Pricing Studies, Forthcoming.
  • Phillips, B., K. Pukthuanthong and R. Rau, 2014, Past performance may be an illusion: Performance, flows and fees in mutual funds, Critical Finance Review, Forthcoming.
  • Chalmers, J., A. Kaul and B. Phillips, 2013, The wisdom of crowds: Mutual fund investors' aggregate asset allocation decisions, Journal of Banking and Finance 37, 3318-3333.
  • Hendershott, T., E. Namvar and B. Phillips, 2013, The intended and collateral effects of short-sale bans as a regulatory tool, Journal of Investment Management 11-3, 5-13.
  • Namvar E. and B. Phillips, 2013, Commonalities in investment strategy and the determinants of performance in mutual fund mergers, Journal of Banking and Finance 37, 625-635.
  • Harris, L., E. Namvar and B. Phillips, 2013, Price inflation and wealth transfer during the 2008 SEC short-sale ban, Journal of Investment Management 11- 2, 1-23.
  • Phillips, B., 2011, Options, short sale constraints and market efficiency: A new perspective, Journal of Banking and Finance 35, 430-442.

Working papers

  • Do hedge fund managers manage beta risk?, 2013, with Ethan Namvar, Kuntara Pukthuanthong and Raghu Rau
  • Order Characteristics, uncertainty and price formation in the foreign exchange market, 2012, with Aditya Kaul and Stephen Sapp
  • The turn of the year anomaly: The early years, 2014, with Aditya Kaul, Vikas Mehrotra and Randall Morck
  • Size doesn't matter: Diseconomies of scale in the mutual fund industry revisited, 2014, with Kuntara Pukthuanthong and Raghu Rau
  • Copies of working papers can be obtained from Social Science Research Network.

Current projects

  • 1851 - 1925 New York Stock Exchange Historic Database (with Randall Morck and Vikas Mehrotra)
Affiliation: 
University of Waterloo

Profiles by type