Peter A. Brous

Seattle University

Associate Professor

Broadway and Madison

Department of Economics & Finance

Seattle, WA 98121-4460

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,399

SSRN RANKINGS

Top 20,399

in Total Papers Downloads

1,844

CITATIONS
Rank 12,895

SSRN RANKINGS

Top 12,895

in Total Papers Citations

30

Scholarly Papers (5)

1.

Investor and (Value Line) Analyst Underreaction to Information About Future Earnings: The Corrective Role of Non-Earnings-Surprise Information

Number of pages: 26 Posted: 04 Jun 2001
Peter A. Brous and Philip B. Shane
Seattle University and College of William & Mary
Downloads 1,529 (8,428)
Citation 30

Abstract:

Analysts' forecasts, Market efficiency, Underreaction, Post-earnings-announcement drift

2.

Volatility Forecasting and Liquidity: Evidence from Individual Stocks

Number of pages: 30 Posted: 24 May 2008
Peter A. Brous, Ufuk Ince and Ivilina Popova
Seattle University, University of Washington, Bothell - Business and Texas State University - San Marcos
Downloads 220 (109,036)

Abstract:

Volatility forecasting, Options, Liquidity

3.

Valuing 'Raise Your Rate' Certificates of Deposit

Number of pages: 26 Posted: 11 Nov 2012
Peter A. Brous, Bonnie Buchanan and Anthony Orcutt
Seattle University, Seattle University - Albers School of Business and Economics and affiliation not provided to SSRN
Downloads 27 (349,882)

Abstract:

real options, binomial option pricing, CDs

4.

The Value of Transparency: Evidence from Voluntarily Recognizing the Expense Associated With Employee Stock Options

Business and Society Review, Vol. 112, Issue 2, pp. 251-269, June 2007
Number of pages: 19 Posted: 11 Jul 2007
Peter A. Brous and Vinay T. Datar
Seattle University and Seattle University
Downloads 23 (417,763)

Abstract:

5.

Valuing an Early‚ÄźStage Biotechnology Investment as a Rainbow Option

Journal of Applied Corporate Finance, Vol. 23, Issue 2, pp. 94-103, 2011
Number of pages: 12 Posted: 12 Jul 2011
Peter A. Brous
Seattle University
Downloads 5 (512,507)

Abstract: