Davidson Heath

University of Utah David Eccles School of Business

Salt Lake City, UT 84112

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 16,363

SSRN RANKINGS

Top 16,363

in Total Papers Downloads

3,163

SSRN CITATIONS
Rank 27,356

SSRN RANKINGS

Top 27,356

in Total Papers Citations

16

CROSSREF CITATIONS

12

Scholarly Papers (11)

1.

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021, Charles A. Dice Center Working Paper No. 2019-21, SMU Cox School of Business Research Paper No. 19-11
Number of pages: 68 Posted: 21 Sep 2019 Last Revised: 01 May 2020
University of Utah David Eccles School of Business, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
Downloads 738 (36,043)
Citation 1

Abstract:

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False Positive, Identification, Multiple Hypothesis Testing, Natural Experiments

2.

Do Index Funds Monitor?

Swiss Finance Institute Research Paper No. 19-08, European Corporate Governance Institute – Finance Working Paper No. 638/2019
Number of pages: 62 Posted: 29 Oct 2018 Last Revised: 29 Apr 2020
University of Utah David Eccles School of Business, University of Utah - David Eccles School of Business, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Utah - Department of Finance
Downloads 715 (37,707)
Citation 7

Abstract:

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Corporate Governance, Index Funds, Monitoring, Passive Investing, Voting

3.

On Index Investing

Number of pages: 48 Posted: 20 Oct 2017 Last Revised: 08 May 2020
University of Utah - Department of Finance, University of Utah David Eccles School of Business and University of Utah - Department of Finance
Downloads 500 (59,846)
Citation 3

Abstract:

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active management, arbitrageurs, index investing, limits to arbitrage, market efficiency, passive investing

4.

The Strategic Effects of Trademark Protection

Review of Financial Studies, 2019
Number of pages: 75 Posted: 21 Jun 2016 Last Revised: 01 Oct 2019
Davidson Heath and Chris Mace
University of Utah David Eccles School of Business and University of Utah, David Eccles School of Business
Downloads 422 (73,693)
Citation 6

Abstract:

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trademarks, intellectual property, product market strategy, product quality, innovation

5.

Macroeconomic Factors in Oil Futures Markets

Management Science (2018)
Number of pages: 28 Posted: 07 Oct 2014 Last Revised: 11 Jul 2018
Davidson Heath
University of Utah David Eccles School of Business
Downloads 191 (169,942)
Citation 4

Abstract:

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commodities, futures, unspanned factors, affine models, real activity, real options

6.

Commodity Futures Forecast Returns and Not Prices

Number of pages: 72 Posted: 07 Jun 2013 Last Revised: 19 Oct 2013
Davidson Heath
University of Utah David Eccles School of Business
Downloads 172 (186,593)

Abstract:

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Commodity, Futures, Return, Forecast, Carry, Slope, Basis

7.

ETF Trading and the Bifurcation of Liquidity

Number of pages: 57 Posted: 14 Jan 2020 Last Revised: 15 Jan 2020
Jonathan Brogaard, Davidson Heath and Da Huang
University of Utah - David Eccles School of Business, University of Utah David Eccles School of Business and University of Utah - David Eccles School of Business
Downloads 152 (207,256)
Citation 1

Abstract:

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exchange-traded funds, passive investment, index, replication strategy, liquidity

8.

Convergence Failure in CBOT Wheat Futures

Number of pages: 20 Posted: 07 Jun 2013
Davidson Heath
University of Utah David Eccles School of Business
Downloads 83 (319,061)
Citation 4

Abstract:

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Wheat, Commodities, Convergence, Futures, CBOT, Basis, Carry

9.

Bias-Corrected Estimation of Price Impact in Securities Litigation

American Law and Economics Review, forthcoming 2019.
Number of pages: 25 Posted: 31 Jan 2019 Last Revised: 08 May 2019
Taylor Dove, Davidson Heath and J.B. Heaton
University of Utah - David Eccles School of Business, University of Utah David Eccles School of Business and One Hat Research LLC
Downloads 81 (323,794)
Citation 1

Abstract:

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Event Studies, Securities Litigation, Bias Correction, Price Impact, Compensatory Damages, Punitive Damages

10.

Not All Profits are Created Equal: New Evidence on the Profits-Leverage Relation

Number of pages: 69 Posted: 23 Oct 2017 Last Revised: 04 Nov 2019
Davidson Heath and Giorgo Sertsios
University of Utah David Eccles School of Business and Universidad de los Andes, Chile
Downloads 68 (357,466)

Abstract:

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profits-leverage puzzle, trademarks, product markets, capital structure, customer-supplier relations, market power

11.

Market Crashes and Merger Completions

Number of pages: 53 Posted: 24 Feb 2020
Davidson Heath and Mark L. Mitchell
University of Utah David Eccles School of Business and AQR Capital Management, LLC
Downloads 41 (448,944)

Abstract:

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mergers, acquisitions, completion, cancellation, market crashes, real effects, strategic default, method of payment, interim risk, definitive agreement