Terry Marsh

Terry Marsh is an Emeritus Professor of Finance at Berkeley and co-founded Quantal International in the 1990s to deliver world-class investment solutions to the institutional market.

Terry received his MBA and Ph.D. degrees from the University of Chicago and a Bachelor of Commerce (Honors) and University Medal from the University of Queensland in Australia. Terry served on the finance faculty at UC Berkeley’s Haas School of Business until 2005, and is a former chairman of the Finance Group. Before joining Berkeley, Terry was an Associate Professor of Finance at MIT. He received a Batterymarch Fellowship and was a National Fellow at Stanford's Hoover Institution.

Articles by Terry Marsh

Original research

BV–VPIN: Measuring the impact of order flow toxicity and liquidity on international equity markets

The authors analyze the impact of different values of the VBS and sample size applied as inputs in a BV–VPIN model based on the US market in order to ascertain the optimal criteria for application across all other countries in our data set.

13 Jul 2018

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