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

10

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115

Scholarly Papers (10)

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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 1,387 (12,809)
Citation 50

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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 1,239 (15,223)
Citation 3

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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 1,116 (17,845)
Citation 8

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4.

Style Investing and the Book-to-Market Factor

EFA 2004 Maastricht Meetings Paper No. 5077
Number of pages: 64 Posted: 19 Jul 2004
Brian H. Boyer
Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 544 (48,522)
Citation 2

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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

AFA 2003 Washington, DC Meetings
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 363 (79,565)
Citation 44

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crises, contagion, limits to arbitrage

6.

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 235 (127,126)
Citation 8

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

7.

Private Equity Indices Based on Secondary Market Transactions

Downloads 178 (165,015)

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: 57 Posted: 25 Oct 2018
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 125 (221,919)

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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
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 53 (376,048)
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8.

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

9.

Evaluating Forecasts of Correlation Using Option Pricing

FRB International Finance Discussion Paper No. 600
Posted: 15 Feb 1998
Michael S. Gibson and Brian H. Boyer
Federal Reserve Board and Brigham Young University - J. Willard and Alice S. Marriott School of Management

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10.

Pitfalls in Tests for Changes in Correlations

FRB International Finance Discussion Paper No. 597
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, Federal Reserve Board and Swiss National Bank

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