Robert A. Weigand

Washburn University School of Business

Professor of Finance and Brenneman Professor of Business Strategy

Topeka, KS

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 10,219

in Total Papers Downloads

3,826

CITATIONS
Rank 28,904

SSRN RANKINGS

Top 28,904

in Total Papers Citations

8

Scholarly Papers (13)

1.

The Cross-Sectional Dispersion of Stock Returns, Alpha and the Information Ratio

Journal of Investing, Forthcoming
Number of pages: 37 Posted: 06 Aug 2009 Last Revised: 09 Feb 2010
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business
Downloads 1,382 (8,526)
Citation 3

Abstract:

Alpha, Information Ratio, Cross-Sectional Dispersion, Volatility, VIX

2.

The Role of Cross-Sectional Dispersion in Active Portfolio Management

Forthcoming in Investment Management and Financial Innovations
Number of pages: 25 Posted: 12 Sep 2008 Last Revised: 12 Jul 2010
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business
Downloads 684 (27,474)
Citation 3

Abstract:

Dispersion, Active Management, Volatility, IC

3.

The Financial Performance of US Commercial Banks 2001-2010

Number of pages: 22 Posted: 30 Jul 2011
Robert A. Weigand and Robert R. Irons
Washburn University School of Business and Dominican University - Brennan School of Business
Downloads 444 (40,974)

Abstract:

Commercial Banking, Bank Capital, Regulation, Executive Compensation

4.

A Tale of Two Banking Systems: The Performance of U.S. and European Banks in the 21st Century

Number of pages: 32 Posted: 11 Jan 2015
Robert A. Weigand
Washburn University School of Business
Downloads 223 (55,913)

Abstract:

Commercial Banking, Bank Capital, Regulation, Risk, Stock Returns, Profits

5.

The Relative Valuation of US Equities at Bear Market Bottoms: A Perspective on the Equity Risk Premium

Number of pages: 30 Posted: 20 Oct 2011
Robert A. Weigand and Robert R. Irons
Washburn University School of Business and Dominican University - Brennan School of Business
Downloads 174 (137,451)

Abstract:

Forecasting Models, Stock Returns, Earnings Yields, Bond Yields

6.

Measuring Alpha Based Performance: Implications for Alpha Focused, Structured Products

Number of pages: 15 Posted: 14 Oct 2009
Larry Gorman and Robert A. Weigand
Cal Poly, San Luis Obispo and Washburn University School of Business
Downloads 155 (141,571)
Citation 2

Abstract:

Portable Alpha, 130/30, Information Ratio, Fama-French, Active Investing, Absolute Return, Relative Return, Mis-specification

7.

The Recovery of US Commercial Banking: An Analysis of Revenues, Profits, Dividends, Capital and Value Creation

Number of pages: 20 Posted: 16 Sep 2013
Robert A. Weigand
Washburn University School of Business
Downloads 83 (204,846)

Abstract:

Commercial Banking, Bank Capital, Regulation, Risk, Stock Returns, Profits

8.

Could US Stocks Be Fairly-Valued under the 'New Normal' Paradigm?

Number of pages: 28 Posted: 30 Nov 2012
Robert A. Weigand
Washburn University School of Business
Downloads 50 (316,238)

Abstract:

Stock Valuation, P/E Ratio, Efficient Markets Hypothesis, Adaptive Markets Hypothesis

9.

The Market P/E Ratio: Stock Returns, Earnings, and Mean Reversion

Posted: 17 Mar 2005
Robert A. Weigand and Robert R. Irons
Washburn University School of Business and Dominican University - Brennan School of Business

Abstract:

Fed Model, P/E Ratios, Bond Yields, Mean Reversion, Unit Roots, Nonstationarity, Cointegration

10.

The Ex-Dividend Day Behavior of American Depository Receipts

Journal of Multinational Financial Management, Forthcoming
Posted: 27 May 2003
Larry R. Gorman, Arvind Mahajan and Robert A. Weigand
California Polytechnic State University, Texas A&M University - Department of Finance and Washburn University School of Business

Abstract:

American depository receipts, ADRs, Dividends, Ex-dividend day, Foreign exchange risk, investments, stock market, trading

11.

The Information Content of Dividend Initiations: Additional Evidence

Financial Management, Vol. 27, No. 3, Autumn 1998, Special Issue: Dividends
Posted: 09 Feb 1999
Edward Alexander Dyl and Robert A. Weigand
University of Arizona and Washburn University School of Business

Abstract:

12.

Explaining Persistence in Mutual Fund Performance

Financial Services Review, Vol. 7, No. 1
Posted: 03 Sep 1998
F. Larry Detzel and Robert A. Weigand
California State University San Marcos and Washburn University School of Business

Abstract:

13.

Changes in the Stock Price Reaction of Small Firms to Common Information

Journal of Financial Research
Posted: 05 Mar 1998
Robert A. Weigand and Neil L. Fargher
Washburn University School of Business and Australian National University (ANU)

Abstract: