Author Page for Miles Livingston

A Highly Accurate Measure of Bond Price Sensitivity to Interest Rates

Number of pages: 36 Posted: 07 Feb 2003

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 535 (50,754)

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Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields

Journal of Money, Credit and Banking, Forthcoming

Number of pages: 43 Posted: 12 Mar 2010

Miles Livingston, Jie (Diana) Wei and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Northern Illinois University - Department of Finance

Downloads 387 (75,569)

Citation 1

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3.

Asset Opaqueness, Split Bond Ratings, and Rating Migration

Number of pages: 35 Posted: 02 Jun 2005

Miles Livingston, Andy Naranjo and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Warrington College of Business Administration and Northern Illinois University - Department of Finance

Downloads 343 (86,899)

Citation 4

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4.

Are Chinese Credit Ratings Relevant? A Study of the Chinese Bond Market and Credit Rating Industry

Journal of Banking and Finance 87 (2018) 216–232

Number of pages: 17 Posted: 07 Jan 2017 Last Revised: 05 Feb 2018

Miles Livingston, Winnie P.H. Poon and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Lingnan University, Hong Kong and Northern Illinois University - Department of Finance

Downloads 300 (100,709)

Citation 1

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Is Risk Arbitrage Compensated? Evidence from the European STRIPS Market

Number of pages: 19 Posted: 28 Jun 2010 Last Revised: 02 Jul 2010

Joop Huij, Miles Livingston and Laurens Swinkels

Erasmus University - Rotterdam School of Management, University of Florida - Department of Finance, Insurance and Real Estate and Erasmus University Rotterdam (EUR)

Downloads 240 (127,302)

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Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Downloads 171 (174,765)

Citation 1

3

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Forthcoming, Journal of Applied Finance

Number of pages: 24 Posted: 08 Jun 2013

Miles Livingston and David A. Rakowski

University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington

Downloads 101 (264,856)

Abstract:

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Number of pages: 24 Posted: 03 Oct 2012 Last Revised: 04 Oct 2012

Miles Livingston and David A. Rakowski

University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington

Downloads 48 (401,931)

Citation 1

Abstract:

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 23, No. 2, 2013

Number of pages: 9 Posted: 07 Nov 2015

Miles Livingston and David A. Rakowski

University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington

Downloads 22 (526,930)

Abstract:

7.

Split Bond Ratings and Information Opacity Premium

Financial Management, Forthcoming

Number of pages: 33 Posted: 07 Jul 2009

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 170 (175,746)

Citation 1

Abstract:

8.

The Determinants of Treasury Bond Stripping Level

24th Australasian Finance and Banking Conference 2011 Paper

Number of pages: 49 Posted: 22 Aug 2011

Marck Bulter, Miles Livingston and Lei Zhou

Dutch Central Bank (DNB), University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 74 (319,108)

Abstract:

9.

A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA

Financial Markets Institutions & Instruments, V. 8, N. 4, August 1999

Number of pages: 45 Posted: 25 Jan 2018

Jeffrey Jay Jewell and Miles Livingston

Lipscomb University - Department of Accounting, Finance & Economics and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 65 (342,315)

Citation 2

Abstract:

10.

The Stripping of U.S. Treasury Securities

Salomon Brothers Monograph Series and Finance and Economics, Monograph 1989-1

Number of pages: 73 Posted: 04 Apr 2017

Miles Livingston and Deborah Gregory

University of Florida - Department of Finance, Insurance and Real Estate and Bentley University - Department of Finance

Downloads 65 (342,315)

Abstract:

11.

The Volatility of Mutual Fund Performance

Journal of Economics and Business, Forthcoming

Number of pages: 19 Posted: 21 Mar 2019

Miles Livingston, Ping Yao and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Northern Illinois University and Northern Illinois University - Department of Finance

Downloads 48 (394,959)

Abstract:

12.

Information Opacity and Fitch Bond Ratings

Journal of Financial Research, Vol. 39, No. 4, 2016

Number of pages: 29 Posted: 07 Feb 2017 Last Revised: 11 Feb 2017

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 35 (444,644)

Abstract:

13.

Moody’s and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields

Journal of Money, Credit and Banking, Vol. 42, No. 7 (October 2010) DOI/10.1111/j.1538-4616.2010.00341.x

Number of pages: 27 Posted: 18 Jul 2019

Miles Livingston, Jie (Diana) Wei and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Northern Illinois University - Department of Finance

Downloads 7 (601,509)

Citation 2

Abstract:

14.

The Decline in Idiosyncratic Values of US Treasury Securities

Journal of Banking and Finance, Forthcoming

Number of pages: 21 Posted: 24 Aug 2019

Miles Livingston, Yanbin Wu and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Emory University - Goizueta Business School and Northern Illinois University - Department of Finance

Downloads 6 (608,152)

Abstract:

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The Components of Mutual Fund Fees

Financial Markets, Institutions & Instruments, Vol. 17, Issue 3, pp. 197-223, August 2008

Number of pages: 27 Posted: 18 Jul 2008

Xiaohui Gao Bakshi and Miles Livingston

University of Maryland - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 4 (621,823)

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Abstract:

16.

A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA

Financial Markets, Institutions & Instruments, Vol. 8, Issue 4, pp. 1-45, 1999

Number of pages: 45 Posted: 10 Jul 2017

Jeffrey Jay Jewell and Miles Livingston

Lipscomb University - Department of Accounting, Finance & Economics and University of Florida - Department of Finance, Insurance and Real Estate

Downloads 0 (669,642)

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Abstract:

17.

A Long‐Term Perspective on the Determinants of Treasury Bond Stripping Levels

Financial Markets, Institutions & Instruments, Vol. 23, Issue 4, pp. 179-210, 2014

Number of pages: 32 Posted: 10 Oct 2014

Marck Bulter, Miles Livingston and Lei Zhou

Dutch Central Bank (DNB), University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 0 (669,642)

Citation 1

Add to Cart

Abstract:

18.

Mutual Fund Liquidity and Fiduciary Conflicts of Interest

Journal of Applied Finance, Spring/Summer 2013, Volume 23, No. 1

Posted: 16 Jul 2013

Miles Livingston and David A. Rakowski

University of Florida - Department of Finance, Insurance and Real Estate and University of Texas at Arlington

Abstract:

19.

Exponential Duration: A More Accurate Estimation of Interest Rate Risk

Journal of Financial Research, Forthcoming

Posted: 03 Aug 2004

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Abstract:

20.

The Impact of Rule 144a Debt Offerings Upon Bond Yields and Underwriter Fees

Financial Management, Vol. 31, No. 4, Winter 2002

Posted: 26 Feb 2003

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

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21.

A Proposal for Quoting Money Market Rates

Financial Analysts Journal, Vol. 58, No. 2, March/April 2002

Posted: 14 May 2002

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Abstract:

22.

Investment Bank Reputation and the Underwriting of Nonconvertible Debt

Financial Management, Vol. 29, No. 2, Summer 2000

Posted: 02 Jul 2001

Miles Livingston and Robert E. Miller

University of Florida - Department of Finance, Insurance and Real Estate and affiliation not provided to SSRN

Abstract:

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The Long-Run Performance of Firms Issuing Bonds

Journal of Fixed Income, Fall 1997

Posted: 03 May 1998

Jeffrey Jay Jewell and Miles Livingston

Lipscomb University - Department of Accounting, Finance & Economics and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

24.

The Cost of Mutual Fund Distribution Fees

Journal of Financial Research

Posted: 07 Apr 1998

Edward S. O'Neal and Miles Livingston

Wake Forest University - Babcock Graduate School of Management and University of Florida - Department of Finance, Insurance and Real Estate

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25.

Split Ratings, Bond Yields, and Underwriter Spreads for Industrial Bonds

The Journal of Financial Research

Posted: 05 Mar 1998

Miles Livingston and Jeffrey Jay Jewell

University of Florida - Department of Finance, Insurance and Real Estate and Lipscomb University - Department of Accounting, Finance & Economics

Miles Livingston

University of Florida - Department of Finance, Insurance and Real Estate

Professor of Finance

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Scholarly Papers (25)

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The Components of Mutual Fund Fees

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A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA

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A Long‐Term Perspective on the Determinants of Treasury Bond Stripping Levels

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