David Weinbaum

Syracuse University

Professor of Finance

Syracuse, NY

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 3,397

SSRN RANKINGS

Top 3,397

in Total Papers Downloads

19,924

SSRN CITATIONS
Rank 3,688

SSRN RANKINGS

Top 3,688

in Total Papers Citations

287

CROSSREF CITATIONS

203

Scholarly Papers (16)

1.

Deviations from Put-Call Parity and Stock Return Predictability

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 51 Posted: 05 Mar 2007 Last Revised: 18 Jul 2008
Martijn Cremers and David Weinbaum
University of Notre Dame and Syracuse University
Downloads 5,405 (3,021)
Citation 18

Abstract:

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options, predictability, put-call parity

2.

The Economic Consequences of Perk Disclosure

Contemporary Accounting Research, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 19 Mar 2008 Last Revised: 17 Jul 2017
Reichman University - Interdisciplinary Center (IDC) HerzliyahCornell University - Samuel Curtis Johnson Graduate School of Management, Syracuse University and University of Delaware - Accounting & MIS
Downloads 2,655 (9,788)
Citation 2

Abstract:

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Perks, disclosure, executive compensation, governance

3.

Individual Stock-Option Prices and Credit Spreads

Number of pages: 56 Posted: 30 Jun 2004
University of Notre Dame, Tilburg University - Tilburg University School of Economics and Management, INSEAD - Finance and Syracuse University
Downloads 2,330 (12,064)
Citation 26

Abstract:

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4.

Option Trading Activity, News Releases, and Stock Return Predictability

11th Annual Mid-Atlantic Research Conference in Finance (MARC), 28th Annual Conference on Financial Economics and Accounting, Management Science, Forthcoming
Number of pages: 48 Posted: 02 Jan 2015 Last Revised: 16 Aug 2022
Syracuse University, Ohio University, Michigan State University - Department of Finance and University of Notre Dame
Downloads 2,100 (14,245)
Citation 7

Abstract:

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option trading, news releases, stock return predictability

5.

Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 06 Mar 2010 Last Revised: 17 Apr 2014
Martijn Cremers, Michael Halling and David Weinbaum
University of Notre Dame, University of Luxembourg and Syracuse University
Downloads 2,035 (14,921)
Citation 90

Abstract:

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cross-sectional asset pricing, aggregate jump risk, aggregate volatility risk, option returns

6.

Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry

Yale ICF Working Paper No. 06-34
Number of pages: 41 Posted: 20 Mar 2005
University of Notre Dame, Tilburg University - Tilburg University School of Economics and Management, INSEAD - Finance and Syracuse University
Downloads 1,675 (20,228)
Citation 3

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Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model

BIS Working Paper No. 191
Number of pages: 51 Posted: 20 Sep 2007
University of Notre Dame, Tilburg University - Tilburg University School of Economics and Management, INSEAD - Finance and Syracuse University
Downloads 349 (159,969)
Citation 48

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8.

A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 43 Posted: 22 Jan 2007
Turan G. Bali and David Weinbaum
Georgetown University - McDonough School of Business and Syracuse University
Downloads 953 (46,157)

Abstract:

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extreme value, realized volatility, high-frequency returns, GARCH, implied volatility

9.

News Content, Investor Misreaction, and Stock Return Predictability

Number of pages: 33 Posted: 02 Sep 2015
Muris Hadzic, David Weinbaum and Nir Yehuda
Whitman School of Management, Syracuse University, Syracuse University and University of Delaware - Accounting & MIS
Downloads 536 (97,971)
Citation 1

Abstract:

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media, news, stock return predictability, delayed reaction

10.

Investor Heterogeneity, Asset Pricing and Volatility Dynamics

Journal of Economic Dynamics and Control, Forthcoming, Johnson School Research Paper Series No. #13-09
Number of pages: 34 Posted: 24 Dec 2008 Last Revised: 14 Apr 2009
David Weinbaum
Syracuse University
Downloads 518 (102,145)
Citation 2

Abstract:

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Preference heterogeneity, volatility, general equilibrium

11.

Inferring Aggregate Market Expectations from the Cross-Section of Stock Prices

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 70 Posted: 25 Jul 2017 Last Revised: 20 Oct 2022
Turan G. Bali, Craig Nichols and David Weinbaum
Georgetown University - McDonough School of Business, Syracuse University and Syracuse University
Downloads 438 (124,781)

Abstract:

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expected market returns; discount rate news; equity duration

12.

Financial Reporting Quality and Investment Efficiency: The Role of Strategic Alliances

Number of pages: 48 Posted: 17 Mar 2022 Last Revised: 08 Nov 2022
Huichi Huang, Nir Yehuda and David Weinbaum
Oregon State University - College of Business, University of Delaware - Accounting & MIS and Syracuse University
Downloads 421 (130,631)

Abstract:

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Accounting Quality; Alliances; Investment

13.

Preference Heterogeneity and Asset Prices: An Exact Solution

Journal of Banking and Finance, Forthcoming
Number of pages: 29 Posted: 24 Nov 2009 Last Revised: 06 Apr 2010
David Weinbaum
Syracuse University
Downloads 310 (182,860)
Citation 4

Abstract:

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14.

Performing Up to Par? Hospitality Firms After ASU 2016-02

Number of pages: 34 Posted: 27 Aug 2023 Last Revised: 13 Jan 2024
University of Delaware, Cornell University - School of Hotel Administration, Syracuse University and University of Delaware - Accounting & MIS
Downloads 148 (365,023)

Abstract:

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leases, recognition, hospitality industry

15.

Labor Leverage and Debt Contract Provisions

Number of pages: 70 Posted: 20 Feb 2024
Sanjeev Bhojraj, Youngki Jang, David Weinbaum and Nir Yehuda
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Delaware, Syracuse University and University of Delaware - Accounting & MIS
Downloads 51 (708,834)

Abstract:

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Labor Leverage, Debt Contracting

16.

News Dispersion, Asymmetric Verification and Conservatism

Posted: 05 Oct 2014
Joseph Comprix, Huichi Huang, David Weinbaum and Nir Yehuda
Syracuse University, Oregon State University - College of Business, Syracuse University and University of Delaware - Accounting & MIS

Abstract:

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Conservatism, Bad News, Good News, Dispersion