Davidson Heath

University of Utah David Eccles School of Business

Salt Lake City, UT 84112

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 18,909

SSRN RANKINGS

Top 18,909

in Total Papers Downloads

2,615

SSRN CITATIONS
Rank 33,289

SSRN RANKINGS

Top 33,289

in Total Papers Citations

8

CROSSREF CITATIONS

11

Scholarly Papers (10)

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: 56 Posted: 21 Sep 2019
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 508 (56,210)

Abstract:

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False Positive, Identification, Multiple Hypothesis Testing, Natural Experiments

2.

On Index Investing

Number of pages: 49 Posted: 20 Oct 2017 Last Revised: 11 Jun 2018
University of Utah - Department of Finance, University of Utah David Eccles School of Business and University of Utah - Department of Finance
Downloads 455 (64,476)
Citation 3

Abstract:

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Active Management, Index Investing, Market Efficiency, Passive Management

3.

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 391 (77,233)
Citation 5

Abstract:

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

4.

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 172 (179,546)
Citation 5

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

5.

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 171 (180,434)

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

6.

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 81 (312,302)
Citation 3

Abstract:

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

7.

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 74 (329,160)

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

8.

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 69 (342,116)

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

9.

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 63 (358,881)

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

10.

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: 55 Posted: 29 Oct 2018
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 631

Abstract:

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