Ryan McKeon

University of San Diego

Assistant Professor

5998 Alcala Park

San Diego, CA 92110-2492

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 21,778

SSRN RANKINGS

Top 21,778

in Total Papers Downloads

1,676

CITATIONS

1

Scholarly Papers (9)

1.

What Caused the 1987 Stock Market Crash and Lessons for the 2008 Crash

Review of Accounting and Finance, 2009, Vol.8, No. 2, pp.123-137.
Number of pages: 29 Posted: 22 Jan 2009 Last Revised: 20 Oct 2015
Ryan McKeon and Jeffry M. Netter
University of San Diego and University of Georgia - Department of Banking and Finance
Downloads 757 (20,995)

Abstract:

crash, stock market, Black Monday, volatility

2.

Can a Realistically Constrained Fund Manager Beat the Benchmark Index Using Anomaly-Based Strategies?

Number of pages: 28 Posted: 19 Mar 2007
Ryan McKeon
University of San Diego
Downloads 243 (92,441)

Abstract:

active management, long-short

3.

Expected Call Option Returns: A Reconciliation of Stock and Index Options and the Significance of Holding Period

Number of pages: 39 Posted: 10 Jun 2009 Last Revised: 10 Sep 2013
Ryan McKeon
University of San Diego
Downloads 241 (95,957)
Citation 1

Abstract:

options, returns, derivatives

4.

The Information in Book-to-Market Profits for Momentum

Number of pages: 37 Posted: 14 Apr 2008
Ryan McKeon
University of San Diego
Downloads 155 (151,118)

Abstract:

momentum, value, growth, book-to-market

5.

Traders Reacting to Bad News: The SEC versus Goldman Sachs

Number of pages: 36 Posted: 19 Sep 2011 Last Revised: 15 Mar 2012
Ryan McKeon
University of San Diego
Downloads 60 (265,031)

Abstract:

trading, market efficiency, market crash

6.

Empirical Patterns of Time Value Decay in Options

Number of pages: 26 Posted: 01 Feb 2016
Ryan McKeon
University of San Diego
Downloads 0 (239,921)

Abstract:

options, time decay, volatility trading

7.

Returns from Trading Call Options

Journal of Investing, Vol. 22, No. 2, pp. 64-77, Summer 2013
Posted: 17 Sep 2013
Ryan McKeon
University of San Diego

Abstract:

8.

Short-Sale Constraints and Securities Lending by Exchange-Traded Funds

Managerial Finance, Vol. 39, No. 5, pp. 444 - 456 (2013)
Posted: 11 Nov 2012 Last Revised: 19 Apr 2013
Naresh Bansal, Ryan McKeon and Marko Svetina
Saint Louis University - Department of Finance, University of San Diego and University of San Diego

Abstract:

Exchange-traded funds, short-sale constraints, short interest, securities lending

9.

Variation in Option Returns: The Importance of Moneyness, Maturity and Skewness

Quarterly Journal of Finance & Accounting, Winter 2011, Volume 50, No.1, pp. 51-73
Posted: 11 Apr 2011 Last Revised: 10 Sep 2013
Ryan McKeon
University of San Diego

Abstract:

options returns, moneyness