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

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163

CROSSREF CITATIONS

27

Scholarly Papers (12)

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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 1,795 (13,461)
Citation 84

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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 1,552 (16,865)
Citation 38

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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 1,164 (25,896)
Citation 14

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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
Downloads 572 (67,963)
Citation 3

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

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 372 (113,245)
Citation 58

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crises, contagion, limits to arbitrage

6.

The Factor Model Failure Puzzle

Number of pages: 101 Posted: 23 Nov 2021 Last Revised: 15 Mar 2022
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 362 (117,168)

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

7.

Private Equity Indices Based on Secondary Market Transactions

Downloads 309 (138,418)

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 217 (196,182)

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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 2022
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 92 (385,760)

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8.

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 275 (155,996)
Citation 3

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

9.

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

Downloads 209 (203,454)

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 126 (310,635)

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

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

Journal of Finance, Forthcoming
Number of pages: 75 Posted: 16 Jun 2022
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 76 (433,111)

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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 2022
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 7 (853,461)
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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

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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

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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

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