Larry R. Gorman

California Polytechnic State University

Associate Professor

College of Business

Department of Finance

San Luis Obispo, CA 93407

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 16,052

SSRN RANKINGS

Top 16,052

in Total Papers Downloads

2,975

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

An Internally Consistent Approach to Common Stock Valuation

International Business & Economic Research Journal, Vol. 1, No. 3
Number of pages: 9 Posted: 25 Jun 2002
Larry R. Gorman
California Polytechnic State University
Downloads 861 (26,834)

Abstract:

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Asset Pricing, Valuation, Stock Pricing, Gordon Model, Investments, Stock Selection, Stock Market

2.

The Role of Cross-Sectional Dispersion in Active Portfolio Management

Forthcoming in Investment Management and Financial Innovations
Number of pages: 25 Posted: 12 Sep 2008 Last Revised: 12 Jul 2010
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business
Downloads 800 (29,724)

Abstract:

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Dispersion, Active Management, Volatility, IC

3.

Domestic Versus International Portfolio Selection: A Statistical Examination of the Home Bias

Multinational Finance Journal, Vol. 6, No. 3 & 4
Number of pages: 36 Posted: 21 Jul 2003
Larry R. Gorman and Bjorn Jorgensen
California Polytechnic State University and London School of Economics & Political Science (LSE) - Department of Accounting and Finance
Downloads 792 (30,138)

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Portfolio allocation, home bias, foreign exchange hedging, international finance

4.

The Revictimization of Companies by the Stock Market Who Report Trade Secret Theft Under the Economic Espionage Act

Business Lawyer, Vol. 57, No. 1, November 2001
Number of pages: 29 Posted: 01 Apr 2002
Chris Carr and Larry R. Gorman
California Polytechnic State University, San Luis Obispo and California Polytechnic State University
Downloads 522 (52,414)
Citation 3

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Trade secrets, trade secret theft, economic espionage, competitive intelligence, securities, stock prices, stock value, event study, intellectual property, trade secret misappropriation

5.

The Cross-Sectional Dispersion of Stock Returns, Alpha and the Information Ratio

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2010.19.3.113
Posted: 21 May 2019
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business

Abstract:

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Alpha, Information Ratio, Cross-Sectional Dispersion, Volatility, VIX

6.

The Ex-Dividend Day Behavior of American Depository Receipts

Journal of Multinational Financial Management, Forthcoming
Posted: 27 May 2003
Larry R. Gorman, Arvind Mahajan and Robert A. Weigand
California Polytechnic State University, Texas A&M University - Department of Finance and Washburn University School of Business

Abstract:

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American depository receipts, ADRs, Dividends, Ex-dividend day, Foreign exchange risk, investments, stock market, trading

7.

Conditional Performance, Portfolio Rebalancing, and Momentum of Small-Cap Mutual Funds

Review of Financial Economics, Forthcoming
Posted: 12 Dec 2002
Larry R. Gorman
California Polytechnic State University

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Size effect, conditional estimation, frictions, momentum, mutual funds, investments, stock market, stocks

8.

Tick Sizes, Stock Prices, and Share Turnover: International Evidence

Studies in Economics and Finance, Vol. 20, No. 2, pp. 1-18, 2002
Posted: 05 Dec 2002
California Polytechnic State University, University of Arizona and University of Missouri at Columbia - Department of Finance

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Tick size, stock price level, trading volume, decimalization

9.

Timely Industry Information as an Assurance Service--Evidence on the Information Content of the Book-to-Bill Ratio

Auditing: A Journal of Practice & Theory, Vol 17, Supplement, 1998
Posted: 28 May 1999
Neil L. Fargher, Larry R. Gorman and Michael S. Wilkins
Australian National University (ANU), California Polytechnic State University and University of Kansas

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