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Stivers, Christopher Todd


 SSRN Author Rank: 16,952 by Downloads
 Associate Professor of Finance
 

University of Louisville


 Finance Dept., College of Business
 University of Louisville
 Louisville, KY 40292
 United States
 502-852-4829 (Phone)
 email address

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. Stivers, Christopher Todd's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,513
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Returns and Option Activity over the Option-Expiration Week for S&P 100 Stocks | Show Abstract | Download |
Journal of Banking and Finance, Vol. Forthcoming.
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Sun, Licheng
Old Dominion University
Posted:
24 Mar 10
Last Revised:
16 Jul 13
547
(26,647)
 

2.  
The Stock-Bond Return Relation, the Term-Structure's Slope, and Asset-Class Risk Dynamics | Show Abstract | Download |
Journal of Financial and Quantitative Analysis, Forthcoming.
Accepted Paper Series
Bansal, Naresh
Saint Louis University - Department of Finance
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Stivers, Christopher Todd
University of Louisville
Posted:
18 Sep 09
Last Revised:
05 Oct 12
509
(29,323)
1

3.  
Stivers, Christopher Todd
University of Louisville
Sun, Licheng
Old Dominion University
Posted:
18 Aug 11
Last Revised:
03 Jun 13
237
(72,928)
 

4.  
Bansal, Naresh
Saint Louis University - Department of Finance
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Stivers, Christopher Todd
University of Louisville
Posted:
30 Dec 11
147
(115,326)
 

5.  
Bansal, Naresh
Saint Louis University - Department of Finance
Stivers, Christopher Todd
University of Louisville
Posted:
19 Nov 12
Last Revised:
28 Sep 13
60
(211,003)
 

6.  
Dubofsky, David A.
University of Louisville - Department of Finance
Stivers, Christopher Todd
University of Louisville
Posted:
14 Mar 14
Last Revised:
04 Apr 14
13
(344,043)
 

7.  
Stock Strategies with the January Barometer and the Yield Curve | Show Abstract |
Journal of Investment Management (JOIM), First Quarter 2013
Accepted Paper Series
Sun, Licheng
Old Dominion University
Stivers, Christopher Todd
University of Louisville
Kongera, Ajay
Independent
Posted:
20 May 13
 

8.  
Market Cycles and the Performance of Relative-Strength Strategies | Show Abstract |
Financial Management 2013, V42, Pages 263-290
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Sun, Licheng
Old Dominion University
Posted:
08 Oct 11
Last Revised:
02 Jul 13
 

9.  
Regime-Switching in Stock Index and Treasury Futures Returns and Measures of Stock Market Stress | Show Abstract |
The Journal of Futures Markets, Vol. 30, No. 8, pp. 753–779 (2010)
Accepted Paper Series
Bansal, Naresh
Saint Louis University - Department of Finance
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Stivers, Christopher Todd
University of Louisville
Posted:
19 Oct 09
Last Revised:
02 Sep 12
 

10.  
The Other January Effect: International, Style, and Subperiod Evidence | Show Abstract |
Journal of Financial Markets, Vol. 12, pp. 521-546, August 2009
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Sun, Licheng
Old Dominion University
Sun, Yong
affiliation not provided to SSRN
Posted:
21 May 08
Last Revised:
02 Jul 12
 

11.  
Cross-sectional Return Dispersion and Time-Variation in Value and Momentum Premiums | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 45, pp. 987-1014, August 2010.
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Sun, Licheng
Old Dominion University
Posted:
20 Mar 08
Last Revised:
28 Jun 12
 

12.  
Firm-Level Return Dispersion and the Future Volatility of Aggregate Stock Market Returns | Show Abstract |
Journal of Financial Markets, Vol. 6, pp. 389-411, 2003
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Posted:
13 Dec 07
Last Revised:
19 Dec 07
 

13.  
Commonality in the Time-Variation of Stock-Stock and Stock-Bond Return Comovements | Show Abstract |
Journal of Financial Markets, Vol. 10, pp. 192-218, May 2007
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Sun, Licheng
Old Dominion University
Posted:
13 Mar 07
Last Revised:
02 Sep 12
 

14.  
Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 41, pp. 381-406, June 2006
Accepted Paper Series
Stivers, Christopher Todd
University of Louisville
Dennis, Patrick J.
University of Virginia (UVA) - McIntire School of Commerce
Mayhew, Stewart
Cornerstone Research
Posted:
06 Sep 05
 

15.  
Stock Market Uncertainty and the Stock-Bond Return Relation | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 40, pp. 161-194, March 2005
Accepted Paper Series
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Stivers, Christopher Todd
University of Louisville
Sun, Licheng
Old Dominion University
Posted:
06 Sep 05
 

16.  
Macroeconomic News, Stock Turnover, and Volatility Clustering in Daily Stock Returns | Show Abstract |
Journal of Financial Research, Vol. 28, pp. 235-259, June 2005
Accepted Paper Series
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Stivers, Christopher Todd
University of Louisville
Posted:
27 May 04
 

17.  
Connolly, Robert A.
University of North Carolina (UNC) at Chapel Hill - Finance Area
Stivers, Christopher Todd
University of Louisville
Posted:
28 Nov 03
 


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