Grant Richard McQueen

Brigham Young University - Department of Business Management

Prof. of Finance

TNRB 636

Provo, UT 84602

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 8,382

SSRN RANKINGS

Top 8,382

in Total Papers Downloads

5,328

CITATIONS
Rank 5,868

SSRN RANKINGS

Top 5,868

in Total Papers Citations

95

Scholarly Papers (14)

1.
Downloads 1,472 ( 11,741)

Mining Fool's Gold

Number of pages: 32 Posted: 05 Apr 1999
Grant Richard McQueen and Steven Thorley
Brigham Young University - Department of Business Management and BYU Marriott School of Business
Downloads 1,472 (11,513)
Citation 3

Abstract:

Loading...

Mining Fool's Gold

Financial Analysts Journal, March/April, 1999
Posted: 24 Apr 1999
Grant Richard McQueen and Steven Thorley
Brigham Young University - Department of Business Management and BYU Marriott School of Business

Abstract:

Loading...

2.

The Effects of Inflation News on High Frequency Stock Returns

Number of pages: 53 Posted: 27 Sep 1999
Greg Adams, Grant Richard McQueen and Robert Wood
Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - Department of Business Management and University of Memphis - Fogelman College of Business and Economics
Downloads 725 (33,514)
Citation 22

Abstract:

Loading...

3.
Downloads 685 ( 36,261)
Citation 21

Lockups Revisited

Number of pages: 53 Posted: 15 Feb 2001
James C. Brau, Val E. Lambson and Grant Richard McQueen
Brigham Young University, Brigham Young University - Department of Economics and Brigham Young University - Department of Business Management
Downloads 685 (35,709)
Citation 21

Abstract:

Loading...

Lockup, Signaling, New Equity Issues, IPO, SEO

Lockups Revisited

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 25 Aug 2004
James C. Brau, Val E. Lambson and Grant Richard McQueen
Brigham Young University, Brigham Young University - Department of Economics and Brigham Young University - Department of Business Management

Abstract:

Loading...

Lockup, Signaling, New Equity Issues, IPO, SEO

4.

Cross-Autocorrelation in Asian Stock Markets

Number of pages: 37 Posted: 02 Jun 1998
Grant Richard McQueen, Eric C. Chang and J. Michael Pinegar
Brigham Young University - Department of Business Management, University of Hong Kong - School of Business and Brigham Young University - Marriott School of Management
Downloads 565 (46,775)
Citation 8

Abstract:

Loading...

5.

Some Loans are More Equal than Others: Third-Party Originations and Defaults in the Subprime Mortgage Industry

Number of pages: 35 Posted: 28 Aug 2001
Independent, Brigham Young University, Brigham Young University - Department of Business Management and First Union National Bank
Downloads 560 (47,327)
Citation 19

Abstract:

Loading...

Mortgage default, subprime loans, third-party originators, multinomial logit, efficient markets, agency costs

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

Number of pages: 48 Posted: 13 Dec 2002
Grant Richard McQueen and Keith Vorkink
Brigham Young University - Department of Business Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 469 (58,548)
Citation 25

Abstract:

Loading...

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

The Review of Financial Studies, Vol. 17, Issue 4, pp. 915-949, 2004
Posted: 29 Feb 2008
Grant Richard McQueen
Brigham Young University - Department of Business Management

Abstract:

Loading...

7.

Right on Schedule: CEO Option Grants and Opportunism

Number of pages: 54 Posted: 05 Dec 2013 Last Revised: 02 Feb 2016
Robert Daines, Grant Richard McQueen and Robert J. Schonlau
Stanford Law School, Brigham Young University - Department of Business Management and Miami University - Farmer School of Business
Downloads 342 (86,110)
Citation 7

Abstract:

Loading...

Executive compensation, Stock options, Corporate governance, CEO pay, Option backdating, Stock price manipulation

8.

Advertising, Visibility, and Stock Turnover

Number of pages: 44 Posted: 18 Mar 2010
Keith Vorkink, Eric DeRosia, Glenn Christensen and Grant Richard McQueen
Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - Department of Business Management, Brigham Young University - Department of Business Management and Brigham Young University - Department of Business Management
Downloads 186 (160,137)
Citation 1

Abstract:

Loading...

stock turnover, advertising, visibility, behavioral finance, Super Bowl

9.

Soft Strategic Information and IPO Underpricing

Number of pages: 32 Posted: 18 Nov 2013
James C. Brau, Jim Cicon and Grant Richard McQueen
Brigham Young University, University of Central Missouri and Brigham Young University - Department of Business Management
Downloads 139 (205,233)
Citation 1

Abstract:

Loading...

Soft information, IPOs, Textual analysis, Underpricing, Word counts, Content analysis

10.

The Homeboy Bias: Evidence For and Determinants Of

Number of pages: 54 Posted: 15 Mar 2007
Grant Richard McQueen and Anders Karlsson
Brigham Young University - Department of Business Management and Stockholm University - Department of Corporate Finance
Downloads 96 (268,712)

Abstract:

Loading...

Mutual funds, home bias, homeboy bias, familiarity

11.

Stock Prices, News, and Business Conditions

NBER Working Paper No. w3520
Number of pages: 45 Posted: 13 Nov 2007 Last Revised: 16 Aug 2010
Grant Richard McQueen and V. Vance Roley
Brigham Young University - Department of Business Management and University of Hawaii - Shidler College of Business
Downloads 89 (282,027)
Citation 63

Abstract:

Loading...

12.

Geneva Steel: Initial Public Offering Case

Journal of Financial Education, Vol 51, Number 3, (SPRING 1996), pp. 82-99
Posted: 20 May 2014
Grant Richard McQueen
Brigham Young University - Department of Business Management

Abstract:

Loading...

case, IPO, steel industry

13.

Valuing Illiquid Real Property: The Pitfalls of Yield Capitalization

The Journal of Property Tax Management, Vol 6, Issue 4, Pages 43-56, 1995
Posted: 20 May 2014
Grant Richard McQueen and Maxwell Miller
Brigham Young University - Department of Business Management and Independent

Abstract:

Loading...

real assets, CAPM, capitalization rate

14.

Rushing to Overpay: Modeling and Measuring the REIT Premium

Journal of Real Estate Finance and Economics, Vol. 47, No. 3, 2013
Posted: 17 Sep 2013
University of Miami, Brigham Young University - Department of Economics, Brigham Young University - Department of Business Management, Brigham Young University - Department of Economics and Independent

Abstract:

Loading...

Real Estate Investment Trusts (REITs), equilibrium search, hedonic price analysis, repeat-sales analysis, market efficiency, deadlines