Andrea J. Heuson

University of Miami - Department of Finance

Professor

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

  • University of Miami - Department of Finance

    • Email
    • Tel: 305-284-4362
    • Fax: 305-284-4800
SCHOLARLY PAPERS

11

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7

CROSSREF CITATIONS

22

Scholarly Papers (11)

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1.

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

Downloads 919 (50,119)
Citation 16

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

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 System and Mills College
Downloads 919 (49,347)
Citation 16

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

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 System and Mills College

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mortgage securitization, secondary mortgage markets

2.

Predicting Hedge Fund Performance When Fund Returns Are Skewed

Number of pages: 40 Posted: 12 Jun 2014 Last Revised: 20 Oct 2019
Andrea J. Heuson, Mark C. Hutchinson and Alok Kumar
University of Miami - Department of Finance, University College Cork and University of Miami - Miami Herbert Business School
Downloads 368 (156,866)
Citation 2

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Performance measurement, hedge funds, fund-specific skewness, performance

3.

Weak and Semi-Strong Form Stock Return Predictability Revisited

Downloads 171 (334,079)
Citation 4

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 2022
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 89 (551,905)
Citation 1

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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 2022
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 82 (581,120)

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4.

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 80 (582,427)
Citation 5

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Hedge funds, Skewness, RALS, Factor models

5.

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 80 (582,427)

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

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 56 (700,294)

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GSE, underwriting spreads, debt issuance, housing crisis

7.

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

8.

Term-Structure Factor Shifts and Economic News

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

9.

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

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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10.

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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11.

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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