Lee M. Dunham

Creighton University - College of Business Administration

SCHOLARLY PAPERS

9

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1,609

CITATIONS
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SSRN RANKINGS

Top 33,400

in Total Papers Citations

11

Scholarly Papers (9)

1.

Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination

Number of pages: 47 Posted: 20 Mar 2007
Paul A. Weller, Geoffrey C. Friesen and Lee M. Dunham
University of Iowa - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Creighton University - College of Business Administration
Downloads 1,306 (14,234)
Citation 11

Abstract:

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Technical Analysis, Trading Rules, Equity Jumps, Momentum, Confirmatory Bias

2.

Do Index Fund Managers Trade Opportunistically Around Index Changes? An Empirical Examination of S&P 500 Index Funds

Journal of Index Investing, Vol. 1, pp. 58-64, Winter 2010
Number of pages: 17 Posted: 18 Aug 2011
Lee M. Dunham and Thuy H. Simpson
Creighton University - College of Business Administration and University of Nebraska-Lincoln
Downloads 132 (214,125)
Citation 3

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index funds, S&P 500 index, index arbitrage, tracking error

3.

Managerial Hedging Ability and Firm Risk

Journal of Economics and Finance, Vol. 36, No. 4, 2012
Number of pages: 19 Posted: 11 Aug 2011 Last Revised: 08 May 2017
Lee M. Dunham
Creighton University - College of Business Administration
Downloads 72 (320,221)

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Executive Compensation, Managerial Hedging, Firm Risk, Restricted Stock, Unrestricted Stock

4.

An Empirical Analysis of the Dynamic Relation among Investment, Earnings and Dividends

Managerial Finance, Volume 40, Number 2, p. 118-136, 2014
Number of pages: 41 Posted: 10 May 2017
Richard A. DeFusco, Lee M. Dunham and John M. Geppert
University of Nebraska at Lincoln - Department of Finance, Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance
Downloads 64 (341,031)

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Dividends, Investment, Granger Causality, Impulse Response, Variance Decomposition

5.

Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations

Journal of Business Ethics, Vol. 139, No. 1, 2016
Number of pages: 23 Posted: 10 May 2017
Lee M. Dunham, Randy D. Jorgensen and Kenneth Washer
Creighton University - College of Business Administration, Creighton University and Texas A&M University - Department of Economics and Finance
Downloads 35 (439,304)
Citation 1

Abstract:

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Securities Lending, Ethics, Business Ethics, Mutual Funds, ETFs

6.

Building a Better Mousetrap: Enhanced Dollar Cost Averaging

Journal of Wealth Management, 2012, Volume 15, Number 1, 41-50., https://doi.org/10.3905/jwm.2012.15.1.041
Posted: 20 May 2019
Lee M. Dunham and Geoffrey C. Friesen
Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance

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dollar cost averaging, optimal investment strategies, dollar-weighted returns, behavioral finance

7.

An Analysis of the Impact of Securities Lending on the Performance of ETFs

Journal of Wealth Management, Volume 17, Number 4, p. 75-84, 2015, https://doi.org/10.3905/jwm.2015.17.4.075
Posted: 20 May 2019
Lee M. Dunham and Thuy H. Simpson
Creighton University - College of Business Administration and University of Nebraska-Lincoln

Abstract:

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Securities Lending, ETFs, Tracking Error

8.

The Ethics of Hedging by Executives

Journal of Business Ethics, Vol. 111, No. 2, 2012
Posted: 10 May 2017
Lee M. Dunham and Kenneth Washer
Creighton University - College of Business Administration and Texas A&M University - Department of Economics and Finance

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Executive Compensation, Managerial Hedging, Ethics, Business Ethics

9.

An Empirical Examination of Jump Risk in U.S Equity and Bond Markets

North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Posted: 19 Aug 2011
Lee M. Dunham and Geoffrey C. Friesen
Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance

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jump volatility, volatility jumps