Rodney D Boehme

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

Assistant Professor

Wichita, KS 67260-0078

United States

SCHOLARLY PAPERS

9

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Top 17,573

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5,315

SSRN CITATIONS
Rank 10,105

SSRN RANKINGS

Top 10,105

in Total Papers Citations

24

CROSSREF CITATIONS

135

Scholarly Papers (9)

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
Downloads 1,178 (33,664)
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
Downloads 1,111 (36,554)
Citation 16

Abstract:

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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 817 (56,154)
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
Downloads 801 (57,605)
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 University of Sussex
Downloads 793 (58,419)
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 312 (179,239)

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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
Downloads 303 (184,853)
Citation 1

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Estimation-risk; Information quality; Conditional CAPM

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, 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, 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

9.

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

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Long-term event studies, market efficiency, dividend policy