Andrea J. Heuson

University of Miami - Department of Finance

Professor

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

SCHOLARLY PAPERS

13

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19

Scholarly Papers (13)

Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability

FEDS Working Paper No. 2000-44
Number of pages: 39 Posted: 13 Dec 2000
Andrea J. Heuson, S. Wayne Passmore and Roger Sparks
University of Miami - Department of Finance, Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Mills College
Downloads 876 (25,587)
Citation 14

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Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability

The Journal of Real Estate Finance & Economics, Vol. 23, No. 3
Posted: 10 May 2002
Andrea J. Heuson, S. Wayne Passmore and Roger Sparks
University of Miami - Department of Finance, Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Mills College

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mortgage securitization, secondary mortgage markets

2.

Skewness, Fund Flows, and Hedge Fund Performance

Number of pages: 45 Posted: 12 Jun 2014 Last Revised: 29 Feb 2016
Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar
University of Miami - Department of Finance, University College Cork and University of Miami - School of Business Administration
Downloads 209 (144,670)

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Performance measurement, hedge funds, return skewness, performance persistence

Weak and Semi-Strong Form Stock Return Predictability Revisited

NBER Working Paper No. w11021
Number of pages: 33 Posted: 01 Feb 2005 Last Revised: 14 Aug 2010
Wayne E. Ferson, Andrea J. Heuson and Tie Su
University of Southern California, University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 66 (341,917)

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Weak and Semi-Strong Form Stock Return Predictability, Revisited

NBER Working Paper No. w10689
Number of pages: 35 Posted: 08 Sep 2004 Last Revised: 17 Sep 2010
Wayne E. Ferson, Andrea J. Heuson and Tie Su
University of Southern California, University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 47 (403,231)

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4.

Is the Bright Line between Agency and Corporate Debt Dim?

Number of pages: 36 Posted: 17 Jan 2007
Timothy R. Burch and Andrea J. Heuson
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 63 (345,906)

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Government Sponsored Enterprise, GSE, Treasury Debt, GSE Debt, Agency Debt

5.

Which Hedge Fund Managers Deliver in a Crisis? Assessing Performance When Returns are Skewed

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 51 Posted: 19 Sep 2011
Andrea J. Heuson
University of Miami - Department of Finance
Downloads 59 (357,324)
Citation 1

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Hedge funds, Skewness, RALS, Factor models

6.

Decomposing Underwriting Spreads for GSEs and Frequent Issuer Financial Firms

Journal of Real Estate Portfolio Management, 2012
Number of pages: 41 Posted: 28 Aug 2012
David Harrison, Andrea J. Heuson and Michael Seiler
Texas Tech University, University of Miami - Department of Finance and College of William and Mary - Finance
Downloads 30 (464,518)

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GSE, underwriting spreads, debt issuance, housing crisis

7.

Mortgage Delivery to the Secondary Market When Interest Rates are Falling

Financial Review, Vol. 47, Issue 2, pp. 219-246, 2012
Number of pages: 28 Posted: 21 Apr 2012
Andrea J. Heuson and Tie Su
University of Miami - Department of Finance and University of Miami - Department of Finance
Downloads 1 (647,983)
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secondary mortgage markets, securitization, originate to deliver

8.

The Impact of the Taxpayer Relief Act of 1997 on Housing Turnover in the U.S. Single‐Family Residential Market

Real Estate Economics, Vol. 42, Issue 4, pp. 869-899, 2014
Number of pages: 31 Posted: 28 Nov 2014
Andrea J. Heuson and Gary Painter
University of Miami - Department of Finance and University of Southern California - Sol Price School of Public Policy
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9.

The Impact of the Taxpayer Relief Act of 1997 on Housing Turnover in the US Single Family Residential Market

Real Estate Economics, Forthcoming
Posted: 02 Oct 2013
Gary Painter and Andrea J. Heuson
University of Southern California - Sol Price School of Public Policy and University of Miami - Department of Finance

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Tax Policy, Housing Turnover, Trading behavior

10.

Term-Structure Factor Shifts and Economic News

Financial Analysts Journal, Vol. 60, No. 5, pp. 81-94, September/October 2004
Posted: 07 Nov 2004
W. Brian Barrett, Thomas F. Gosnell and Andrea J. Heuson
University of Miami - Department of Finance, Oklahoma State University - Stillwater and University of Miami - Department of Finance

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Debt investments, term-structure analysis, economics, relationship of economic activity to the investment process, portfolio management, debt strategies

11.

Intra-Day Behavior of Treasury Sector Index Option Implied Volatilities Around Macroeconomic Announcements

The Financial Review, Vol. 38, No. 1, February 2003
Posted: 15 Dec 2002
Andrea J. Heuson and Tie Su
University of Miami - Department of Finance and University of Miami - Department of Finance

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12.

The Effect of Securitization on Primary Market Mortgage Yields

Posted: 25 Jun 1998
Andrea J. Heuson and Dennis Lasser
University of Miami - Department of Finance and State University of New York (SUNY) at Binghamton - School of Management

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13.

Accrued Interest and Bond Prices

QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 37 No. 3, Fall 1997
Posted: 22 Oct 1997
Andrea J. Heuson, Thomas F. Gosnell and T. Harikumar
University of Miami - Department of Finance, University of Miami - Department of Finance and University of Alaska at Fairbanks

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