Author Page for Brian H. Boyer

Expected Idiosyncratic Skewness

Number of pages: 54 Posted: 04 Feb 2008 Last Revised: 17 May 2011

Brian H. Boyer, Todd Mitton and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 84

Abstract:

2.

Stock Options as Lotteries

Journal of Finance, Forthcoming

Number of pages: 57 Posted: 18 Mar 2011 Last Revised: 21 Jun 2013

Brian H. Boyer and Keith Vorkink

Brigham Young University - J. Willard and Alice S. Marriott School of Management and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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Citation 38

Abstract:

3.

Who Moves the Market? A Study of Stock Prices and Investment Cashflows

AFA 2003 Washington, DC Meetings

Number of pages: 36 Posted: 21 Nov 2002

Brian H. Boyer and Lu Zheng

Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business

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Citation 14

Abstract:

4.

The Limits of Factor Model Spanning

Number of pages: 72 Posted: 23 Nov 2021 Last Revised: 20 Feb 2025

Fahiz Baba Yara, Brian H. Boyer and Carter Davis

Indiana University - Kelley School of Business, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Kelley School of Business, Indiana University

Downloads 1,124 (42,410)

Abstract:

5.

Discount-Rate Risk in Private Equity: Evidence from Secondary Market Transactions

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3

Discount-Rate Risk in Private Equity: Evidence from Secondary Market Transactions

Journal of Finance, Forthcoming

Number of pages: 71 Posted: 16 Jun 2022 Last Revised: 02 Feb 2023

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

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Abstract:

Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions

Fisher College of Business Working Paper No. 2021-03-004, Charles A. Dice Center Working Paper No. 2021-04

Number of pages: 61 Posted: 12 Apr 2021

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 172 (375,018)

Abstract:

Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions

NBER Working Paper No. w28691

Number of pages: 61 Posted: 19 Apr 2021 Last Revised: 25 May 2023

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 38 (978,049)

Abstract:

6.

Private Equity Indices Based on Secondary Market Transactions

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Citation 1

2

Private Equity Indices Based on Secondary Market Transactions

Fisher College of Business Working Paper No. 2018-03-021, Charles A. Dice Center Working Paper No. 2018-21

Number of pages: 55 Posted: 25 Oct 2018 Last Revised: 14 Sep 2019

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 508 (119,371)

Citation 1

Abstract:

Private Equity Indices Based on Secondary Market Transactions

NBER Working Paper No. w25207

Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 18 May 2023

Brian H. Boyer, Taylor Nadauld, Keith Vorkink and Michael S. Weisbach

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Brigham Young University, Brigham Young University - J. Willard and Alice S. Marriott School of Management and Ohio State University (OSU) - Department of Finance

Downloads 169 (381,013)

Abstract:

7.

Style Investing and the Book-to-Market Factor

Number of pages: 64 Posted: 19 Jul 2004

Brian H. Boyer

Brigham Young University - J. Willard and Alice S. Marriott School of Management

Downloads 625 (92,943)

Citation 3

Abstract:

8.

How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices

Number of pages: 58 Posted: 30 Oct 2002

Brian H. Boyer, Kathy Yuan and Tomomi Kumagai

Brigham Young University - J. Willard and Alice S. Marriott School of Management, London School of Economics & Political Science (LSE) - Department of Finance and Wayne State University - Department of Economics

Downloads 401 (159,388)

Citation 73

Abstract:

9.

Investor Flows and Stock Market Returns

Journal of Empirical Finance, Vol. 16, No. 1, pp. 87-100, 2011

Number of pages: 35 Posted: 13 May 2011

Brian H. Boyer and Lu Zheng

Brigham Young University - J. Willard and Alice S. Marriott School of Management and University of California, Irvine - Paul Merage School of Business

Downloads 332 (196,441)

Citation 9

Abstract:

10.

Good Variance, Bad Variance: Cash-Flows, Discount Rates, and the Risk-Return Relationship

Number of pages: 61 Posted: 16 Apr 2025 Last Revised: 12 May 2025

Brandon Bates, Brian H. Boyer, Carter Davis and Tyler Shumway

affiliation not provided to SSRN, Brigham Young University - J. Willard and Alice S. Marriott School of Management, Kelley School of Business, Indiana University and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business

Downloads 48 (963,863)

Abstract:

11.

Style Related Comovement: Fundamentals or Labels?

Journal of Finance, Forthcoming

Posted: 02 May 2010

Brian H. Boyer

Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

12.

Evaluating Forecasts of Correlation Using Option Pricing

Posted: 15 Feb 1998

Michael S. Gibson and Brian H. Boyer

Board of Governors of the Federal Reserve System and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Abstract:

13.

Pitfalls in Tests for Changes in Correlations

Posted: 10 Feb 1998

Brian H. Boyer, Michael S. Gibson and Mico Loretan

Brigham Young University - J. Willard and Alice S. Marriott School of Management, Board of Governors of the Federal Reserve System and Swiss National Bank

Brian H. Boyer

Brigham Young University - J. Willard and Alice S. Marriott School of Management

Assistant Professor of Finance

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Scholarly Papers (13)

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