Author Page for Keith Vorkink

Investor Overconfidence and Trading Volume

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2

Investor Overconfidence and Trading Volume

AFA 2004 San Diego Meetings

Number of pages: 52 Posted: 24 Oct 2003

Meir Statman, Steven Thorley and Keith Vorkink

Santa Clara University - Department of Finance, BYU Marriott School of Business and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 63

Abstract:

Investor Overconfidence and Trading Volume

The Review of Financial Studies, Vol. 19, Issue 4, pp. 1531-1565, 2006

Posted: 29 Feb 2008

Meir Statman, Steven Thorley and Keith Vorkink

Santa Clara University - Department of Finance, BYU Marriott School of Business and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

2.

Expected Idiosyncratic Skewness

Number of pages: 54 Posted: 04 Feb 2008 Last Revised: 17 May 2011

Brian H. Boyer, Todd Mitton and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 84

Abstract:

3.

Stock Options as Lotteries

Journal of Finance, Forthcoming

Number of pages: 57 Posted: 18 Mar 2011 Last Revised: 21 Jun 2013

Brian H. Boyer and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 38

Abstract:

4.

Equilibrium Underdiversification and the Preference for Skewness

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Equilibrium Underdiversification and the Preference for Skewness

Number of pages: 56 Posted: 10 Dec 2004

Todd Mitton and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Downloads 560 (61,211)

Citation 137

Abstract:

Equilibrium Underdiversification and the Preference for Skewness

The Review of Financial Studies, Vol. 20, Issue 4, pp. 1255-1288, 2007

Posted: 25 Jun 2008

Todd Mitton and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

5.

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

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Citation 9

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Whence GARCH? A Preference-Based Explanation for Conditional Volatility

Number of pages: 48 Posted: 13 Dec 2002

Grant Richard McQueen and Keith Vorkink

Brigham Young University - Department of Business Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Downloads 478 (74,620)

Citation 9

Abstract:

6.

Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

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Citation 6

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Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

Number of pages: 26 Posted: 13 Sep 2001

Douglas J. Hodgson, Oliver B. Linton and Keith Vorkink

University of Quebec at Montreal (UQAM) - Department of Economics, University of Cambridge and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Downloads 337 (112,081)

Citation 1

Abstract:

Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach

LSE STICERD Research Paper No. EM398

Number of pages: 39 Posted: 21 Jul 2008

Douglas J. Hodgson, Oliver B. Linton and Keith Vorkink

University of Quebec at Montreal (UQAM) - Department of Economics, University of Cambridge and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Abstract:

7.

Multivariate Realized Stock Market Volatility

Number of pages: 59 Posted: 19 Oct 2006

Gregory H. Bauer and Keith Vorkink

University of Rochester - Simon School and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 16

Abstract:

8.

Why Do Firms with Diversification Discounts Have Higher Expected Returns?

Number of pages: 38 Posted: 27 Sep 2006 Last Revised: 31 Jul 2008

Todd Mitton and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 8

Abstract:

9.

The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions

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Citation 15

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The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions

Fisher College of Business Working Paper No. 2016-03-011, Charles A. Dice Center Working Paper No. 2016-11

Number of pages: 52 Posted: 02 Jul 2016 Last Revised: 26 Aug 2017

Taylor Nadauld, Berk A. Sensoy, Keith Vorkink and Michael S. Weisbach

Brigham Young University, Vanderbilt University - Finance, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 256 (149,944)

Citation 2

Abstract:

The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions

NBER Working Paper No. w22404

Number of pages: 43 Posted: 11 Jul 2016 Last Revised: 21 Mar 2021

Taylor Nadauld, Berk A. Sensoy, Keith Vorkink and Michael S. Weisbach

Brigham Young University, Vanderbilt University - Finance, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

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Citation 14

Abstract:

10.

Private Equity Indices Based on Secondary Market Transactions

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Private Equity Indices Based on Secondary Market Transactions

Fisher College of Business Working Paper No. 2018-03-021, Charles A. Dice Center Working Paper No. 2018-21

Number of pages: 55 Posted: 25 Oct 2018 Last Revised: 14 Sep 2019

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 194 (195,700)

Abstract:

Private Equity Indices Based on Secondary Market Transactions

NBER Working Paper No. w25207

Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 17 May 2021

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 82 (375,390)

Abstract:

11.

Correlated Collateral

Number of pages: 63 Posted: 22 Mar 2010 Last Revised: 16 Jan 2012

Taylor Nadauld, Shane M. Sherlund and Keith Vorkink

Brigham Young University, Board of Governors of the Federal Reserve System and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 4

Abstract:

12.

Advertising, Visibility, and Stock Turnover

Number of pages: 44 Posted: 18 Mar 2010

Keith Vorkink, Eric DeRosia, Glenn Christensen and Grant Richard McQueen

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - Department of Business Management, Brigham Young University - Department of Business Management and Brigham Young University - Department of Business Management

Downloads 200 (190,574)

Citation 1

Abstract:

13.

Neighborhood Effects on Speculative Behavior

Number of pages: 40 Posted: 31 Aug 2012 Last Revised: 15 Sep 2017

Todd Mitton, Keith Vorkink and Ian J. Wright

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Goldman Sachs - Goldman Sachs

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Citation 4

Abstract:

14.

Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions

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Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions

Fisher College of Business Working Paper No. 2021-03-004, Charles A. Dice Center Working Paper No. 2021-04

Number of pages: 61 Posted: 12 Apr 2021

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

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Abstract:

Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions

NBER Working Paper No. w28691

Number of pages: 61 Posted: 19 Apr 2021 Last Revised: 24 May 2021

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

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Abstract:

15.

Asset Pricing Theory and the Valuation of Canadian Paintings

Number of pages: 27 Posted: 12 Jul 2004

Douglas J. Hodgson and Keith Vorkink

University of Quebec at Montreal (UQAM) - Department of Economics and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Downloads 14 (684,772)

Citation 1

Add to Cart

Abstract:

16.

Expected Idiosyncratic Skewness

The Review of Financial Studies, Vol. 23, Issue 1, pp. 169-202, 2009

Posted: 25 Jan 2010

Brian Boyer, Todd Mitton and Keith Vorkink

Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

17.

Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach

Journal of Real Estate Finance and Economics, Vol. 32, No. 2, 2006

Posted: 09 Sep 2005

Douglas J. Hodgson, Barrett A. Slade, Barrett A. Slade and Keith Vorkink

University of Quebec at Montreal (UQAM) - Department of Economics, Brigham Young UniversityIndependent and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

18.

Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach

Journal of Applied Economics, Vol. 7, No. I, pp. 325-353, 2004

Posted: 28 Feb 2005

Douglas J. Hodgson, Oliver B. Linton and Keith Vorkink

University of Quebec at Montreal (UQAM) - Department of Economics, University of Cambridge and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Scholarly Papers (18)

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Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions

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Asset Pricing Theory and the Valuation of Canadian Paintings

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