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 19,426

SSRN RANKINGS

Top 19,426

in Total Papers Downloads

2,450

SSRN CITATIONS
Rank 12,927

SSRN RANKINGS

Top 12,927

in Total Papers Citations

8

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 535 (50,754)

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 387 (75,569)
Citation 1

Abstract:

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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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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 300 (100,709)
Citation 1

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 240 (127,302)

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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 101 (264,856)

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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 48 (401,931)
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 22 (526,930)

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 170 (175,746)
Citation 1

Abstract:

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bond rating, split rating, bond yield, information opacity

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)

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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:

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bond ratings, Fitch, three ratings

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:

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STRIPS, Taxation

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:

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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 35 (444,644)

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 7 (601,509)
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 6 (608,152)

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
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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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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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
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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

Abstract:

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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

Abstract:

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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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