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

Downloads 1,465 (15,986)

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

Downloads 1,151 (22,941)

Citation 14

Abstract:

4.

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

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Citation 3

Abstract:

5.

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 370 (100,885)

Citation 58

Abstract:

6.

Private Equity Indices Based on Secondary Market Transactions

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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 194 (194,410)

Abstract:

Private Equity Indices Based on Secondary Market Transactions

NBER Working Paper No. w25207

Number of pages: 57 Posted: 05 Nov 2018 Last Revised: 17 May 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 82 (373,062)

Abstract:

7.

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 253 (151,281)

Citation 3

Abstract:

8.

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

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2

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 89 (354,538)

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: 24 May 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 5 (782,728)

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Abstract:

9.

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:

10.

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:

11.

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 (11)

Expected Idiosyncratic Skewness

Abstract:

Stock Options as Lotteries

Abstract:

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

Abstract:

Style Investing and the Book-to-Market Factor

Abstract:

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

Abstract:

Private Equity Indices Based on Secondary Market Transactions

Private Equity Indices Based on Secondary Market Transactions

Abstract:

Private Equity Indices Based on Secondary Market Transactions

Abstract:

Investor Flows and Stock Market Returns

Abstract:

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

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

Abstract:

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

Abstract:

Style Related Comovement: Fundamentals or Labels?

Abstract:

Evaluating Forecasts of Correlation Using Option Pricing

Abstract:

Pitfalls in Tests for Changes in Correlations

Abstract: