Geoffrey C. Friesen

University of Nebraska at Lincoln - Department of Finance

Associate Professor of Finance

Department of Finance

Lincoln, NE 68588-0489

United States

  • University of Nebraska at Lincoln - Department of Finance

    • Email
    • Tel: 402-472-2334
SCHOLARLY PAPERS

19

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SSRN CITATIONS
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Top 10,680

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59

CROSSREF CITATIONS

98

Ideas:
“  The role of Finance in promoting human flourishing and the common good.  ”

  • University of Nebraska at Lincoln - Department of Finance

    • Email
    • Tel: 402-472-2334

Scholarly Papers (19)

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1.

Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability

Journal of Banking and Finance, Vol. 31, pp. 2796-2816, 2007
Number of pages: 36 Posted: 20 Jan 2007 Last Revised: 10 Aug 2009
Geoffrey C. Friesen and Travis Sapp
University of Nebraska at Lincoln - Department of Finance and Iowa State University - Department of Finance
Downloads 2,246 (13,342)
Citation 12

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Mutual fund performance, fund cash flows, investor timing, fund clienteles

2.

Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination

Number of pages: 47 Posted: 20 Mar 2007
Paul A. Weller, Geoffrey C. Friesen and Lee M. Dunham
University of Iowa - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Creighton University - College of Business Administration
Downloads 1,467 (25,831)
Citation 5

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Technical Analysis, Trading Rules, Equity Jumps, Momentum, Confirmatory Bias

3.

Quantifying Cognitive Biases in Analyst Earnings Forecasts

Downloads 1,066 (41,060)
Citation 24

Quantifying Cognitive Biases in Analyst Earnings Forecasts

Number of pages: 55 Posted: 03 Feb 2003
Geoffrey C. Friesen and Paul A. Weller
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 612 (85,055)

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Quantifying Cognitive Biases in Analyst Earnings Forecasts

Journal of Financial Markets, Forthcoming
Number of pages: 46 Posted: 14 Dec 2005
Geoffrey C. Friesen and Paul A. Weller
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 454 (123,037)

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Cognitive Biases, Behavioral Finance, Overconfidence, Analyst Forecasts, Information Content

4.

Investor Timing and Fund Distribution Channels

Number of pages: 27 Posted: 12 Dec 2007 Last Revised: 17 Feb 2010
Mercer Bullard, Geoffrey C. Friesen and Travis Sapp
University of Mississippi - School of Law, University of Nebraska at Lincoln - Department of Finance and Iowa State University - Department of Finance
Downloads 828 (58,391)
Citation 4

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Mutual fund performance, fund cash flows, investor timing, fund share classes

5.

Mutual Fund Investor Learning and the Economic Cost of Seeking Alpha

Number of pages: 79 Posted: 29 Apr 2018 Last Revised: 06 Apr 2019
Geoffrey C. Friesen and Viet Nguyen
University of Nebraska at Lincoln - Department of Finance and University of Nebraska at Lincoln - Department of Finance, Students
Downloads 427 (133,597)
Citation 3

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Mutual Fund Investor Behavior, Return-chasing, Smart Money, Dumb Money, Alpha Persistence

6.

Is the Average Mutual Fund Better than We Think? Analyzing Mutual Funds with a Bayesian Hierarchical Model

Number of pages: 57 Posted: 23 Dec 2003
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 324 (181,585)

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Mutual funds, performance evaluation, Bayesian hierarchical models, MCMC

7.

A Note on the Dangers of Using Regressions to Analyze Earnings Forecasts

Number of pages: 30 Posted: 20 Sep 2006
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 252 (235,026)

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Bayesian Hierarchical Model, Analyst Earnings Forecasts, Overconfidence, Herding

8.

Using Hierarchical Models to Shrink Alphas and Interpret Residual Covariance in Mutual Fund Returns

Number of pages: 48 Posted: 13 Dec 2005
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 238 (248,687)

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Performance Evaluation, Bayesian MCMC, Hierarchcial Models, Mutual Funds

9.

Heterogeneous Beliefs and Risk Neutral Skewness

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 40 Posted: 19 Sep 2011
Geoffrey C. Friesen, Thomas S. Zorn and Yi Zhang
University of Nebraska at Lincoln - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Prairie View A&M University
Downloads 167 (343,821)
Citation 9

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10.

On the Lack of Participating Policy Usage by Stock Insurance Companies

Journal of Risk and Insurance, Forthcoming
Number of pages: 31 Posted: 14 Dec 2005
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 82 (578,656)

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Insurance, Organizational Form, Risk Sharing

11.

Human Flourishing and the Subjective Dimension of Work

Faith & Economics (76), Fall 2020, 107-122
Number of pages: 16 Posted: 14 Jun 2022
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 40 (809,479)
Citation 1

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Human Flourishing, Subjective Dimension of Work, Stakeholder Theory

12.

Laborem Exercens and the Subjective Dimension of Work in Economics and Finance

Number of pages: 32 Posted: 07 Jun 2022
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 33 (865,474)

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Laborem Exercens, Subjective Dimension of Work, Stakeholders, Meaningful Work, Value Creation

13.

Human Flourishing and the Self-limiting Assumptions of Modern Finance

Number of pages: 28 Posted: 09 Jun 2022
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 18 (1,010,720)
Citation 1

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Nature of Work, Human Flourishing and Engagement, Integral Human Development, Laborem Exercens, Sollicitudo Rei Socialis, Centesimus Annus

14.

Firm Value and the Paradox of Stakeholder Engagement

Number of pages: 54 Posted: 30 Aug 2024
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 9 (1,109,982)

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Firm Value, Stakeholder Engagement, Human Flourishing, Human Capital, Multi-Stakeholder Objective Function, Fisher Separation Theorem

15.

The Effect of Unsuccessful Past Repurchases on Future Repurchasing Decisions

Management Science (https://doi.org/10.1287/mnsc.2020.3875)
Posted: 15 Mar 2021
Geoffrey C. Friesen, Noel Pavel Jeutang and Emre Unlu
University of Nebraska at Lincoln - Department of Finance, affiliation not provided to SSRN and University of Nebraska at Lincoln

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behavior and behavioral decision making, repurchase and dividend payout policy, the effect of past experiences on future decisions, agency costs and risk-taking

16.

Building a Better Mousetrap: Enhanced Dollar Cost Averaging

Journal of Wealth Management, 2012, Volume 15, Number 1, 41-50., https://doi.org/10.3905/jwm.2012.15.1.041
Posted: 20 May 2019
Lee M. Dunham and Geoffrey C. Friesen
Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance

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dollar cost averaging, optimal investment strategies, dollar-weighted returns, behavioral finance

17.

The Relationship between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

International Review of Financial Analysis, Vol. 41, No. 62, October 2015
Posted: 29 Aug 2015
Shu Feng, Yi Zhang and Geoffrey C. Friesen
Boston University, Prairie View A&M University and University of Nebraska at Lincoln - Department of Finance

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belief differences, risk-neutral skewness, idiosyncratic skewness

18.

An Empirical Examination of Jump Risk in U.S Equity and Bond Markets

North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Posted: 19 Aug 2011
Lee M. Dunham and Geoffrey C. Friesen
Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance

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jump volatility, volatility jumps

19.

How Do Firms Adjust Director Compensation?

Journal of Corporate Finance, Forthcoming
Posted: 25 Mar 2008
Kathleen A. Farrell, Geoffrey C. Friesen and Philip L. Hersch
University of Nebraska-Lincoln, University of Nebraska at Lincoln - Department of Finance and Wichita State University - W. Frank Barton School of Business - Department of Economics

Abstract:

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Board of directors, Board compensation, Director compensation, Contracting