Brian H. Boyer

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

Assistant Professor of Finance

Provo, UT 84602

United States

SCHOLARLY PAPERS

11

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5,826

SSRN CITATIONS
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Top 7,025

in Total Papers Citations

163

CROSSREF CITATIONS

27

Scholarly Papers (11)

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 1,654 (13,211)
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 1,465 (15,986)
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 1,151 (22,941)
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 563 (61,024)
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 370 (100,885)
Citation 58

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crises, contagion, limits to arbitrage

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
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)

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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: 17 May 2021
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)

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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

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

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
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)

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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: 24 May 2021
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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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

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Comovement, Style Investing

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

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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

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