Peter A. Brous

Seattle University

Associate Professor

Broadway and Madison

Department of Economics & Finance

Seattle, WA 98121-4460

United States

SCHOLARLY PAPERS

5

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1,886

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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 1,566 (10,582)

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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 236 (127,172)

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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 55 (365,312)

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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 24 (489,443)
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5.

Valuing an Early‐Stage 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 (601,389)
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