Adam R Smedema

University of Northern Iowa

Assistant Professor

Cedar Falls, IA 50614

United States

SCHOLARLY PAPERS

2

DOWNLOADS

213

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Systematic Limited Arbitrage and the Cross-Section of Stock Returns: Evidence from Exchange Traded Funds

Journal of Banking and Finance, 2016, Vol. 70, 118-136
Number of pages: 46 Posted: 06 Nov 2014 Last Revised: 12 Jul 2016
Jared DeLisle, Brian McTier and Adam R Smedema
Utah State University, Washington State University and University of Northern Iowa
Downloads 117 (249,757)

Abstract:

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Limited Arbitrage, Asset Pricing, ICAPM, ETF

2.

Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage

Financial Management, Forthcoming
Number of pages: 75 Posted: 25 Sep 2015 Last Revised: 12 Jul 2016
Jared DeLisle, Nathan Mauck and Adam R Smedema
Utah State University, University of Missouri - Kansas City and University of Northern Iowa
Downloads 96 (286,262)

Abstract:

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Asset pricing; Empirical asset pricing; Idiosyncratic volatility