Miles Livingston

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

Professor of Finance

P.O. Box 117168

Gainsville, FL 32611-7168

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 20,197

SSRN RANKINGS

Top 20,197

in Total Papers Downloads

2,556

SSRN CITATIONS
Rank 13,331

SSRN RANKINGS

Top 13,331

in Total Papers Citations

16

CROSSREF CITATIONS

59

Scholarly Papers (25)

1.

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 543 (53,847)

Abstract:

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duration, interest rate, interest rate risk, price estimation, convexity

2.

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 390 (80,660)
Citation 2

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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 347 (92,314)
Citation 6

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bond rating, split rating, asset opaqueness, rating migration, rating change

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 319 (101,374)
Citation 4

Abstract:

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Chinese bond, bond yield, credit rating

5.

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 255 (128,705)

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Arbitrage, Bonds, Risk Arbitrage, Strips

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 102 (281,299)

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Mutual Funds, Fiduciary Conflicts of Interests

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 49 (424,877)
Citation 1

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Mutual Funds, Fees

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 24 (548,179)

Abstract:

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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 172 (186,319)
Citation 3

Abstract:

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bond rating, split rating, bond yield, information opacity

8.

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 78 (330,527)
Citation 2

Abstract:

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bond ratings, Fitch, three ratings

9.

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 76 (335,595)

Abstract:

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STRIPS, Taxation

10.

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 75 (338,171)

Abstract:

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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 61 (377,410)

Abstract:

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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 38 (460,948)
Citation 1

Abstract:

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Bonds, Fitch Bond Ratings, Three Ratings

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 13 (601,031)
Citation 2

Abstract:

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bond ratings, bond yields, reputation capital

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 10 (621,359)

Abstract:

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US Treasuries, Arbitrage, Bond Liquidity

15.

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
Fox School of Business, Temple University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 4 (662,988)
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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 (710,038)
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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 (710,038)
Citation 1
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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:

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Open-end Mutual Fund, Net asset value, non-trading investors

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:

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Duration, interest rate risk

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

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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

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23.

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

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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

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