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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CITATIONS
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in Total Papers Citations

109

Scholarly Papers (10)

1.

Short Sale Constraints, Differences of Opinion, and Overvaluation

Journal of Financial and Quantitative Analysis, Forthcoming
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 919 (16,619)
Citation 78

Abstract:

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 871 (19,326)
Citation 22

Abstract:

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 738 (26,168)
Citation 2

Abstract:

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

4.

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

EFA 0028
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 656 (29,064)

Abstract:

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 464 (40,051)
Citation 3

Abstract:

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

6.

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 248 (97,305)
Citation 1

Abstract:

Estimation-risk; Information quality; Conditional CAPM

7.

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 (399,914)
Citation 3

Abstract:

8.

Crash Risk and Seasoned Equity Offerings

Number of pages: 54 Posted: 06 Oct 2015 Last Revised: 25 Feb 2017
Rodney D Boehme, Veljko Fotak and Anthony D. May
Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), State of New York (SUNY) at Buffalo and Wichita State University - W. Frank Barton School of Business
Downloads 0 (139,932)

Abstract:

seasoned equity offering, crash risk, tail risk

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

Abstract:

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

Abstract:

D83, D92, E22

10.

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

Journal of Finance, Vol. 57, pp. 871-900, 2002
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:

Long-term event studies, market efficiency, dividend policy