Brian H. Boyer

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

Assistant Professor of Finance

Provo, UT 84602

United States

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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 10,454

SSRN RANKINGS

Top 10,454

in Total Papers Downloads

7,951

SSRN CITATIONS
Rank 5,224

SSRN RANKINGS

Top 5,224

in Total Papers Citations

290

CROSSREF CITATIONS

29

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

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
Downloads 2,022 (13,838)
Citation 84

Abstract:

Loading...

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 1,738 (17,573)
Citation 38

Abstract:

Loading...

options, skewness, behavioral finance

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 1,195 (30,770)
Citation 14

Abstract:

Loading...

4.

The Factor Model Failure Puzzle

Number of pages: 132 Posted: 23 Nov 2021 Last Revised: 12 Feb 2023
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 722 (62,004)

Abstract:

Loading...

asset pricing, machine learning, factor models, stochastic discount factors, mean-variance efficiency, random forests, neural networks, prediction, Sharpe ratio optimization

5.

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 596 (78,940)
Citation 3

Abstract:

Loading...

Style Investing, Comovement, Book-to-Market, Asset Pricing, Behavioral Finance

6.

Private Equity Indices Based on Secondary Market Transactions

Downloads 495 (99,621)
Citation 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 357 (144,333)
Citation 1

Abstract:

Loading...

Private Equity, Secondary Market for Private Equity Funds, Market Index

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 138 (355,701)

Abstract:

Loading...

7.

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

Downloads 494 (99,863)
Citation 6

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
Downloads 318 (163,541)

Abstract:

Loading...

Private Equity, Secondary Market for Private Equity Funds, Market Index

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 155 (323,567)

Abstract:

Loading...

Private Equity, Secondary Market for Private Equity Funds, Market Index

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 21 (898,697)

Abstract:

Loading...

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 384 (133,741)
Citation 69

Abstract:

Loading...

crises, contagion, limits to arbitrage

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 305 (171,423)
Citation 7

Abstract:

Loading...

stock market, stock price, investor flow, mutual fund, pension fund, foreign investors

10.

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:

Loading...

Comovement, Style Investing

11.

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:

Loading...

12.

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

Abstract:

Loading...