Davidson Heath

University of Utah - David Eccles School of Business

1645 E Campus Center Dr

Salt Lake City, UT 84112-9303

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 12,818

in Total Papers Downloads

4,583

SSRN CITATIONS
Rank 22,649

SSRN RANKINGS

Top 22,649

in Total Papers Citations

27

CROSSREF CITATIONS

16

Scholarly Papers (14)

1.

Do Index Funds Monitor?

Swiss Finance Institute Research Paper No. 19-08, European Corporate Governance Institute – Finance Working Paper No. 638/2019, Accepted, Review of Financial Studies
Number of pages: 75 Posted: 29 Oct 2018 Last Revised: 03 Mar 2021
University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance
Downloads 1,120 (22,854)
Citation 14

Abstract:

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

2.

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 1,107 (23,244)
Citation 10

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False Positive, Identification, Multiple Hypothesis Testing, Natural Experiments

3.

On Index Investing

Number of pages: 53 Posted: 20 Oct 2017 Last Revised: 28 Aug 2020
University of Utah - Department of Finance, University of Utah - David Eccles School of Business and University of Utah - Department of Finance
Downloads 683 (45,744)
Citation 5

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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 UT Dallas, Naveen Jindal School of Management
Downloads 490 (69,678)
Citation 8

Abstract:

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

5.

ETF Design and Asset Markets

Number of pages: 61 Posted: 14 Jan 2020 Last Revised: 29 Jan 2021
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 260 (142,408)
Citation 1

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exchange-traded funds, passive investment, index, replication strategy, market quality

6.

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 230 (159,882)
Citation 5

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

7.

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 175 (205,428)

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

8.

Costly Renegotiation in Merger Deals

Number of pages: 23 Posted: 24 Feb 2020 Last Revised: 25 Jan 2021
Davidson Heath and Mark L. Mitchell
University of Utah - David Eccles School of Business and University of Chicago - Booth School of Business
Downloads 121 (276,347)
Citation 1

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

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 95 (326,049)
Citation 1

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

10.

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 95 (326,049)
Citation 4

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

11.

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 91 (335,035)

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

12.

Does Socially Responsible Investing Change Firm Behavior?

Number of pages: 58 Posted: 05 May 2021
University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance
Downloads 86 (356,964)

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Environmental, Social, and Governance (ESG), Institutional Investing, Socially Responsible Investing (SRI), Sustainability

13.

Online Appendix for "Do Index Funds Monitor?"

Review of Financial Economics, Forthcoming
Number of pages: 31 Posted: 25 Mar 2021
University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance
Downloads 30 (552,163)

Abstract:

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

14.

Reusing Natural Experiments

CEPR Discussion Paper No. DP14710
Number of pages: 70 Posted: 10 Jun 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 0 (781,880)
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Abstract:

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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments