Rodney D Boehme

Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS)

Assistant Professor

Wichita, KS 67260-0078

United States

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 7,999

in Total Papers Citations

24

CROSSREF CITATIONS

135

Scholarly Papers (10)

1.

Short Sale Constraints, Differences of Opinion, and Overvaluation

Number of pages: 51 Posted: 10 Apr 2005
Rodney D Boehme, Bartley R. Danielsen and Sorin M. Sorescu
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 1,087 (23,466)
Citation 21

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Short Sale Constraints, Asset Pricing

2.

Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)

Number of pages: 43 Posted: 18 Mar 2005
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), University of Houston - Department of Finance, North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 1,018 (25,808)
Citation 16

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Idiosyncratic volatility, expected returns

3.

Reexamining the Long-Run Stock Split Anomaly Puzzle

Number of pages: 45 Posted: 16 Oct 2001
Rodney D Boehme
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS)
Downloads 782 (37,371)
Citation 3

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anomalies, long-run performance, market efficiency, stock splits

4.

Seven Decades of Long Term Abnormal Return Persistence: The Case of Dividend Initiations and Resumptions

Number of pages: 53 Posted: 21 Feb 2000
Rodney D Boehme and Sorin M. Sorescu
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and Texas A&M University - Department of Finance
Downloads 744 (40,028)
Citation 1

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5.

Primary Market Characteristics and Secondary Market Frictions of Stocks

Journal of Financial Markets, Vol. 15, Issue 2, p. 286-327, May 2012
Number of pages: 55 Posted: 05 Dec 2008 Last Revised: 31 Jan 2012
Rodney D Boehme and Gonul Colak
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and Hanken School of Economics
Downloads 687 (44,599)
Citation 1

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idiosyncratic risk, incomplete information, initial public offerings, liquidity, market frictions, short-sale constraints

6.

Crash Risk and Seasoned Equity Offerings

Number of pages: 51 Posted: 06 Oct 2015 Last Revised: 06 Dec 2018
Rodney D Boehme, Veljko Fotak and Anthony D. May
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), School of Management, University at Buffalo (SUNY) and Wichita State University - W. Frank Barton School of Business
Downloads 279 (130,324)

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seasoned equity offering, crash risk, tail risk

7.

Asset Pricing with Estimation-Risk and Uncertain Information Quality

Number of pages: 40 Posted: 29 Apr 2005
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), University of Houston - Department of Finance, North Carolina State University - Poole College of Management and Texas A&M University - Department of Finance
Downloads 269 (135,332)
Citation 1

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Estimation-risk; Information quality; Conditional CAPM

8.

Stock-Split Post-Announcement Returns: Underreaction or Market Friction?

The Financial Review, Vol. 42, No. 4, pp. 485-506, November 2007
Number of pages: 22 Posted: 18 Nov 2007
Rodney D Boehme and Bartley R. Danielsen
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management
Downloads 29 (552,199)
Citation 1
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Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

Review of Financial Studies, Forthcoming
Posted: 11 Feb 2007
University of Houston - Department of Finance, Texas A&M University - Department of Finance, Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management

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Estimation risk, Information quality, Conditional CAPM, Risk factors, Dividend initiations

Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

The Review of Financial Studies, Vol. 21, Issue 3, pp. 1037-1075, 2008
Posted: 02 Jul 2008
University of Houston - Department of Finance, Texas A&M University - Department of Finance, Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management

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D83, D92, E22

10.

The Long-Run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

Posted: 30 Aug 2001
Rodney D Boehme and Sorin M. Sorescu
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and Texas A&M University - Department of Finance

Abstract:

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Long-term event studies, market efficiency, dividend policy