Steven K. Todd

Loyola University of Chicago

Associate Professor of Finance

820 North Michigan Avenue

Chicago, IL 60611

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 11,284

SSRN RANKINGS

Top 11,284

in Total Papers Downloads

4,170

SSRN CITATIONS
Rank 11,410

SSRN RANKINGS

Top 11,410

in Total Papers Citations

2

CROSSREF CITATIONS

77

Scholarly Papers (9)

1.

Stock Options and Managerial Incentives to Invest

EFMA 2002 London Meetings
Number of pages: 42 Posted: 07 Aug 2001
Tom Nohel and Steven K. Todd
Loyola University of Chicago and Loyola University of Chicago
Downloads 1,937 (7,635)
Citation 5

Abstract:

Loading...

The Effects of Securitization on Consumer Mortgage Costs

Number of pages: 43 Posted: 01 Jun 2000
Steven K. Todd
Loyola University of Chicago
Downloads 980 (21,930)
Citation 3

Abstract:

Loading...

Securitization, consumer mortgage costs, CMOs, derivatives

The Effects of Securitization on Consumer Mortgage Costs

Real Estate Economics
Posted: 30 Jun 2000
Steven K. Todd
Loyola University of Chicago

Abstract:

Loading...

3.

Compensation for Managers with Career Concerns: The Role of Stock Option in Optimal Contracts

Number of pages: 38 Posted: 09 Feb 2002
Tom Nohel and Steven K. Todd
Loyola University of Chicago and Loyola University of Chicago
Downloads 755 (32,238)
Citation 3

Abstract:

Loading...

Performance Evaluation with Stochastic Discount Factors

Number of pages: 38 Posted: 26 Feb 2002
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Downloads 384 (75,687)

Abstract:

Loading...

Performance evaluation, stochastic discount factors, mutual funds, conditional asset pricing

Performance Evaluation with Stochastic Discount Factors

NBER Working Paper No. w8791
Number of pages: 50 Posted: 14 Feb 2002 Last Revised: 26 Oct 2010
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Downloads 40 (433,942)

Abstract:

Loading...

Performance Evaluation with Stochastic Discount Factors

Journal of Business, Vol. 75, No. 3, July 2002
Posted: 17 Apr 2002
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago

Abstract:

Loading...

5.
Downloads 1 (186,406)
Citation 1

The Decision to Repurchase Debt

Journal of Applied Corporate Finance, Vol. 26, Issue 2, pp. 85-93, 2014
Number of pages: 11 Posted: 09 Jul 2014
Timothy A. Kruse, Steven K. Todd and Tom Nohel
Xavier University - Department of Finance, Loyola University of Chicago and Loyola University of Chicago
Downloads 1 (685,492)
  • Add to Cart

Abstract:

Loading...

6.

Forecasting Volatility in the Presence of Limits to Arbitrage

Forthcoming in the Journal of Futures Markets
Number of pages: 30 Posted: 20 Sep 2014
Lu Hong, Tom Nohel and Steven K. Todd
Loyola University of Chicago, Loyola University of Chicago and Loyola University of Chicago
Downloads 56 (369,392)

Abstract:

Loading...

Volatility Forecasting, Implied Volatility, Limits to Arbitrage

Analyst Forecasts and the Cross Section of European Stock Returns

Financial Markets, Institutions & Instruments, Vol. 15, No. 5, pp. 201-224, December 2006
Number of pages: 24 Posted: 17 Nov 2006
Steven K. Todd and Phillip J. McKnight
Loyola University of Chicago and University of St. Andrews - School of Management
Downloads 17 (560,385)
Citation 1
  • Add to Cart

Abstract:

Loading...

Analyst Forecasts and the Cross-Section of European Stock Returns

Financial Markets, Institutions, and Instruments, 2006
Posted: 04 Oct 2005
Steven K. Todd and Phillip J. McKnight
Loyola University of Chicago and University of St. Andrews - School of Management

Abstract:

Loading...

Trading strategy, momentum, equity analysts, earnings forecasts

8.

Brokerage House Reputation, Underwriting Relationships, and Analysts Earnings Forecasts in UK Firms

Posted: 26 Jul 2005
Steven K. Todd, Phillip J. McKnight and Charlie Weir
Loyola University of Chicago, University of St. Andrews - School of Management and Robert Gordon University - Aberdeen Business School

Abstract:

Loading...

Analysts earnings forecasts, underwriting relationships, sell-side firms, brokerage houses, optimism

9.

Compensation for Managers with Career Concerns: The Role of Stock Options in Optimal Contracts

Journal of Corporate Finance, Forthcoming
Posted: 30 Oct 2003
Tom Nohel and Steven K. Todd
Loyola University of Chicago and Loyola University of Chicago

Abstract:

Loading...

executive compensation, stock options, career concerns, pay-for-performance