Sean Grover

ProShare Advisors

7501 Wisconsin Ave

Suite 1000

Bethesda, MD 20814

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 25,326

SSRN RANKINGS

Top 25,326

in Total Papers Downloads

2,370

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Are REITs a Distinct Asset Class?

Number of pages: 22 Posted: 10 May 2017 Last Revised: 22 Mar 2018
Jared Kizer and Sean Grover
Buckingham Strategic Wealth and ProShare Advisors
Downloads 1,996 (9,415)
Citation 1

Abstract:

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REIT, asset class, factor model

2.

Re-Examining the Credit Premium

Number of pages: 47 Posted: 22 Mar 2018 Last Revised: 04 Aug 2019
Jared Kizer, Sean Grover and Corey Hendershot
Buckingham Strategic Wealth, ProShare Advisors and Buckingham Strategic Wealth
Downloads 260 (143,417)
Citation 1

Abstract:

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Corporate Bonds, Credit Risk, Credit Risk Premium

3.

A Macroeconomic News Index for Constructing Nowcasts of U.S. Real Gross Domestic Product Growth

Review, Vol. 98, Issue 4, pp. 277-296, 2016
Number of pages: 20 Posted: 07 Dec 2016
ProShare Advisors, Federal Reserve Bank of St. Louis - Research Division and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 104 (310,290)

Abstract:

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4.

Factor-Based Prediction of Industry-Wide Bank Stress

Sean Grover & Michael W. McCracken. "Factor-Based Prediction of Industry-Wide Bank Stress." Review, Vol. 96, Issue 2, pp. 173-193, 2014.
Number of pages: 22 Posted: 15 Mar 2021
Sean Grover and Michael W. McCracken
ProShare Advisors and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 7 (716,932)

Abstract:

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5.

Finite Sample Performance of Semiparametric Binary Choice Estimators

Number of pages: 36 Posted: 08 Mar 2021
Sean Grover
ProShare Advisors
Downloads 3 (748,641)

Abstract:

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6.

An Analysis of the Expense Ratio Pricing of SMB, HML and UMD Exposure in U.S. Equity Mutual Funds

Grover, S. and Kizer, J. "An Analysis of the Expense Ratio Pricing of SMB, HML and UMD Exposure in U.S. Equity Mutual Funds." The Journal of Portfolio Management, Fall 2016, Vol. 43, No. 1, pp. 138-143
Posted: 02 Jul 2015 Last Revised: 07 Jul 2017
Jared Kizer and Sean Grover
Buckingham Strategic Wealth and ProShare Advisors

Abstract:

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factor models, asset pricing, expense ratio