Robert A. Weigand

Washburn University School of Business

Professor of Finance and Brenneman Professor of Business Strategy

Topeka, KS

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 29,748

SSRN RANKINGS

Top 29,748

in Total Papers Downloads

3,506

TOTAL CITATIONS

4

Scholarly Papers (14)

1.

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 1,030 (45,069)

Abstract:

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Dispersion, Active Management, Volatility, IC

2.

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 757 (68,564)
Citation 1

Abstract:

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

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 660 (81,834)

Abstract:

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Commercial Banking, Bank Capital, Regulation, Executive Compensation

4.

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 275 (225,745)
Citation 2

Abstract:

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

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 258 (240,702)

Abstract:

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Forecasting Models, Stock Returns, Earnings Yields, Bond Yields

6.

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 219 (282,428)
Citation 1

Abstract:

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

7.

Firm Performance and Earnings Management Around Dividend Change Announcements

Number of pages: 42 Posted: 24 Apr 2018
Reza Espahbodi, Nan Liu and Robert A. Weigand
Ball State University, Peking University and Washburn University School of Business
Downloads 212 (291,308)

Abstract:

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Earnings Management, Dividend Changes, Firm Performance

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 95 (557,202)

Abstract:

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

9.

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

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2010.19.3.113
Posted: 21 May 2019
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, Analytic Investors, Inc. and Washburn University School of Business

Abstract:

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

10.

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:

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

11.

The Ex-Dividend Day Behavior of American Depository Receipts

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:

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

12.

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:

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13.

Explaining Persistence in Mutual Fund Performance

Posted: 03 Sep 1998
F. Detzel and Robert A. Weigand
California State University San Marcos and Washburn University School of Business

Abstract:

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14.

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)

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