Maria G. Vivero

The University of Dayton

300 College Park

Dayton, OH 45469

United States

SCHOLARLY PAPERS

6

DOWNLOADS

1,124

SSRN CITATIONS

2

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.

Is Idiosyncratic Risk Priced? The International Evidence

Number of pages: 50 Posted: 21 Mar 2009 Last Revised: 10 Dec 2020
Paul Brockman, Tao Guo, Maria G. Vivero and Wayne Yu
Lehigh University - College of Business, William Paterson University, The University of Dayton and City University of Hong Kong
Downloads 861 (40,489)
Citation 14

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 206 (209,559)

Abstract:

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

3.
Downloads 30 (641,815)

Abstract:

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Inequality, Stock Market Participation, Household Finance, Financial Risk Taking, Quasi-natural experiments

4.

Stock Return Comovement in the New Millennium

Number of pages: 14 Posted: 26 Sep 2019
Maria G. Vivero
The University of Dayton
Downloads 27 (662,257)

Abstract:

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

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, University of Mississippi - School of Business Administration 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