J. Kenton Zumwalt

Colorado State University, Fort Collins - Department of Finance & Real Estate

Fort Collins, CO 80523

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 21,564

SSRN RANKINGS

Top 21,564

in Total Papers Downloads

2,327

SSRN CITATIONS
Rank 25,785

SSRN RANKINGS

Top 25,785

in Total Papers Citations

25

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

Fear and the Fama-French Factors

Number of pages: 29 Posted: 26 Feb 2007
Robert B. B. Durand, Dominic Lim and J. Kenton Zumwalt
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, The University of Western Australia - Department of Accounting and Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 816 (30,634)
Citation 5

Abstract:

Loading...

Asset-pricing, market volatility, VIX

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Journal of Futures Markets, 34, 980-1001, 2014
Number of pages: 27 Posted: 01 Sep 2011 Last Revised: 11 Feb 2018
Hong Miao, Sanjay Ramchander and J. Kenton Zumwalt
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 368 (83,813)

Abstract:

Loading...

Macroeconomic News, Jumps, Index Futures, Trading Strategy

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Journal of Futures Markets, 36, 980-1001, 2014
Number of pages: 27 Posted: 15 Sep 2011 Last Revised: 11 Feb 2018
Hong Miao, Sanjay Ramchander and J. Kenton Zumwalt
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 215 (148,713)
Citation 2

Abstract:

Loading...

Macroeconomic News, Jumps, Index Futures, Trading Strategy

3.

Loan Loss Reserves and Bank Stock Returns: Evidence from Asian Banks

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 20 Posted: 15 Aug 2008 Last Revised: 11 Oct 2010
Bank Indonesia, University of New South Wales (UNSW) - Australian School of Business, Murdoch University and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 349 (89,830)
Citation 2

Abstract:

Loading...

bank stock returns, loan loss reserves, credit risk, Asian banks

4.

Investor Sentiment and Momentum and Contrarian Trading Strategies: Mutual Fund Evidence

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 52 Posted: 17 Aug 2011
Grant Cullen, Dominic Gasbarro, Gary S. Monroe and J. Kenton Zumwalt
Murdoch University, Murdoch University, University of New South Wales (UNSW) - Australian School of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 326 (96,903)

Abstract:

Loading...

Investor sentiment, Momentum, Contrarian, Mutual fund

5.

Stochastic Dominance and Behavior towards Risk: The Market for iShares

Number of pages: 26 Posted: 22 Mar 2009 Last Revised: 19 Jan 2012
Dominic Gasbarro, Wing-Keung Wong and J. Kenton Zumwalt
Murdoch University, Asia University, Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 138 (219,662)
Citation 19

Abstract:

Loading...

stochastic dominance; risk aversion, risk seeking

6.

Mutual Fund Trades: Timing Sentiment and Managing Tracking Error Variance

25th Australasian Finance and Banking Conference 2012
Number of pages: 58 Posted: 19 Aug 2012
Dominic Gasbarro, Grant Cullen, Gary S. Monroe and J. Kenton Zumwalt
Murdoch University, Murdoch University, University of New South Wales (UNSW) - Australian School of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 82 (315,231)
Citation 1

Abstract:

Loading...

Sentiment betas, tracking error variance

7.

Market Response to Syndicated Loan Announcements During the Global Financial Crisis: Failed vs. Acquiring Banks

31st Australasian Finance and Banking Conference 2018
Number of pages: 37 Posted: 30 Jul 2018
Murdoch University, Murdoch University, Colorado State University and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 33 (475,113)

Abstract:

Loading...

Syndicated Loans; Bank Loans; Financial Crisis; Bank Failures

8.

Market Response to Syndicated Loan Announcements from High‐Profile Failed and Acquiring Banks During the Global Financial Crisis

Accounting & Finance, Vol. 60, Issue 1, pp. 435-470, 2020
Number of pages: 36 Posted: 19 Mar 2020
Murdoch University, affiliation not provided to SSRN, Colorado State University and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 0 (698,711)
  • Add to Cart

Abstract:

Loading...

Bank failures, Bank heterogeneity, Financial crisis, Relationship lending, Syndicated loans

9.

Evidence on the Mean-Reverting Tendencies of Closed-End Fund Discounts

Financial Review, Vol. 38, No. 2, May 2003
Posted: 21 Jul 2003
Dominic Gasbarro, Richard David Johnson and J. Kenton Zumwalt
Murdoch University, Colorado State University and Colorado State University, Fort Collins - Department of Finance & Real Estate

Abstract:

Loading...

10.

Syndicated Loan Announcements and Borrower Value

Journal of Financial Research, Forthcoming
Posted: 24 Jun 2003
Murdoch University, Murdoch University, Colorado State University, Fort Collins - College of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate

Abstract:

Loading...