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
Rank 11,006

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Top 11,006

in Total Papers Downloads

5,535

SSRN CITATIONS
Rank 21,268

SSRN RANKINGS

Top 21,268

in Total Papers Citations

32

CROSSREF CITATIONS

16

Scholarly Papers (14)

1.

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021, Charles A. Dice Center Working Paper No. 2019-21
Number of pages: 69 Posted: 21 Sep 2019 Last Revised: 11 Aug 2021
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business
Downloads 1,261 (20,208)
Citation 9

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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, Accepted, Review of Financial Studies
Number of pages: 75 Posted: 29 Oct 2018 Last Revised: 08 Aug 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 1,242 (20,678)
Citation 14

Abstract:

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

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 765 (41,170)
Citation 4

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

4.

Does Socially Responsible Investing Change Firm Behavior?

European Corporate Governance Institute – Finance Working Paper No. 762/2021
Number of pages: 73 Posted: 05 May 2021 Last Revised: 13 Sep 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 535 (65,986)
Citation 2

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

5.

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 515 (68,747)
Citation 8

Abstract:

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

6.

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 307 (124,731)
Citation 1

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

7.

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 247 (155,957)
Citation 5

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

8.

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 180 (209,159)

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

9.

Market Returns and Interim Risk in Mergers

Number of pages: 49 Posted: 24 Feb 2020 Last Revised: 30 Aug 2021
Davidson Heath and Mark L. Mitchell
University of Utah - David Eccles School of Business and University of Chicago - Booth School of Business
Downloads 134 (266,901)
Citation 1

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

10.

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 105 (318,040)
Citation 1

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

11.

Profitability and financial leverage: Evidence from a quasi-natural experiment

Number of pages: 52 Posted: 23 Oct 2017 Last Revised: 27 Aug 2021
Davidson Heath and Giorgo Sertsios
University of Utah - David Eccles School of Business and Universidad de los Andes, Chile
Downloads 102 (324,197)

Abstract:

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

12.

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 100 (328,485)
Citation 4

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

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 41 (517,683)

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, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business
Downloads 1 (791,766)
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Abstract:

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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments