Maria G. Vivero

The University of Dayton

300 College Park

Dayton, OH 45469

United States

SCHOLARLY PAPERS

6

DOWNLOADS

900

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

Is Idiosyncratic Risk Priced? The International Evidence

Number of pages: 51 Posted: 21 Mar 2009 Last Revised: 05 Nov 2012
Paul Brockman, Maria G. Vivero and Wayne Yu
Lehigh University - College of Business, The University of Dayton and City University of Hong Kong
Downloads 727 (34,765)
Citation 10

Abstract:

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Idiosyncratic risk, Expected returns, Pricing, International markets

2.

Comovement, Passive Investing and Price Informativeness

Number of pages: 53 Posted: 24 Oct 2012 Last Revised: 08 Sep 2015
Jared DeLisle, Dan W. French and Maria G. Vivero
Utah State University, Lamar University and The University of Dayton
Downloads 160 (189,263)

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comovement, volatility, informed trading, correlated trading, passive investing, institutional ownership, price informativeness

3.

Stock Return Comovement in the New Millennium

Number of pages: 14 Posted: 26 Sep 2019
Maria G. Vivero
The University of Dayton
Downloads 12 (582,339)

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stock return comovement; stock correlations; systematic volatility, idiosyncratic volatility; structural break

4.

Passive Institutional Ownership, R2 Trends, and Price Informativeness

Financial Review, Vol. 52, Issue 4, pp. 627-659, 2017
Number of pages: 33 Posted: 10 Oct 2017
R. Jared DeLisle and Maria G. Vivero
Utah State University and The University of Dayton
Downloads 1 (664,243)
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comovement, volatility, informed trading, correlated trading, passive investing, institutional ownership, price informativeness

5.

Comovement, Information Production, and the Business Cycle

Journal of Financial Economics (JFE), Vol. 97, No. 1, 2010
Posted: 26 Oct 2012
Paul Brockman, Ivonne A. Liebenberg and Maria G. Vivero
Lehigh University - College of Business, affiliation not provided to SSRN and The University of Dayton

Abstract:

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information production, volatility, comovement, business cycle, financial development

6.

Do Security Analysts Reduce Noise?

Financial Analysts Journal, Vol. 65, No. 3, 2009
Posted: 05 Jun 2009
Maria G. Vivero and Emre Unlu
The University of Dayton and University of Nebraska at Lincoln

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Equity Investments, Fundamental Analysis and Valuation Models, Research Sources