Grant Richard McQueen

Brigham Young University - Department of Business Management

Prof. of Finance

TNRB 636

Provo, UT 84602

United States

  • Brigham Young University - Department of Business Management

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    • Tel: 801-422-3017
SCHOLARLY PAPERS

14

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5,427

SSRN CITATIONS
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SSRN RANKINGS

Top 13,000

in Total Papers Citations

24

CROSSREF CITATIONS

60

Scholarly Papers (14)

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1.

Mining Fool's Gold

Downloads 1,506 ( 13,273)

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 1,506 (13,021)

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Mining Fool's Gold

Posted: 24 Apr 1999
Grant Richard McQueen and Steven Thorley
Brigham Young University - Department of Business Management and BYU Marriott School of Business

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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 731 (38,232)
Citation 3

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3.

Lockups Revisited

Downloads 687 ( 41,586)
Citation 4

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 687 (40,992)
Citation 4

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Lockup, Signaling, New Equity Issues, IPO, SEO

Lockups Revisited

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

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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 571 (53,025)
Citation 2

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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
Barrett A. Slade, Scott D. Grimshaw, Grant Richard McQueen and William P. Alexander
Independent, Brigham Young University, Brigham Young University - Department of Business Management and First Union National Bank
Downloads 568 (53,352)
Citation 7

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

6.

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

Downloads 471 ( 67,482)
Citation 9

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 471 (66,827)
Citation 9

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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

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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 364 (91,503)
Citation 7

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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 194 (174,657)
Citation 1

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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 148 (220,487)

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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 97 (300,850)

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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 at Manoa - Shidler College of Business
Downloads 90 (315,507)
Citation 4

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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

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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

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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
S. Akin, Val E. Lambson, Grant Richard McQueen, Brennan C Platt and Barrett A. Slade
University of Miami, Brigham Young University - Department of Economics, Brigham Young University - Department of Business Management, Brigham Young University - Department of Economics and Independent

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