Author Page for Andy Fodor

11th Annual Mid-Atlantic Research Conference in Finance (MARC), 28th Annual Conference on Financial Economics and Accounting, Management Science, Forthcoming

Number of pages: 48 Posted: 02 Jan 2015 Last Revised: 16 Aug 2022

David Weinbaum, Andy Fodor, Dmitriy Muravyev and Martijn Cremers

Syracuse University, Ohio University, Michigan State University - Department of Finance and University of Notre Dame

Downloads 1,986 (14,278)

Citation 7

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4.

Call-Put Implied Volatility Spreads and Option Returns

Review of Asset Pricing Studies, 2013(3): 258-290

Number of pages: 49 Posted: 15 Jul 2010 Last Revised: 14 Jan 2014

James Doran, Andy Fodor and Danling Jiang

University of New South Wales, Ohio University and College of Business, Stony Brook University

Downloads 1,724 (17,765)

Citation 6

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5.

Do Hedge Funds Arbitrage Market Anomalies?

Number of pages: 41 Posted: 09 Jan 2008 Last Revised: 26 Oct 2009

Andy Fodor, Dan Lawson and David R. Peterson

Ohio University, Gonzaga University and Florida State University - Department of Finance

Downloads 1,023 (38,359)

Citation 2

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6.

Do Option Open-Interest Changes Foreshadow Future Equity Returns?

Downloads 985 (40,514)

Citation 2

2

Do Option Open-Interest Changes Foreshadow Future Equity Returns?

Number of pages: 29 Posted: 04 Jul 2010 Last Revised: 15 Jul 2010

Andy Fodor, Kevin Krieger and James Doran

Ohio University, University of West Florida and University of New South Wales

Downloads 985 (39,915)

Citation 2

Abstract:

Do Option Open-Interest Changes Foreshadow Future Equity Returns?

Financial Markets and Portfolio Management, Vol. 25, No. 3, pp. 265-280, 2011

Posted: 29 Aug 2011

Andy Fodor, Kevin Krieger and James Doran

Ohio University, University of West Florida and University of New South Wales

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7.

The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns

Number of pages: 36 Posted: 02 Dec 2008

Dean Diavatopoulos, James Doran, Andy Fodor and David R. Peterson

Seattle University, University of New South Wales, Ohio University and Florida State University - Department of Finance

Downloads 827 (51,608)

Citation 9

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8.

Option Trading after the Opening Bell and Intraday Stock Return Predictability

Financial Management, 49(3), 769-804.

Number of pages: 70 Posted: 05 Jan 2018 Last Revised: 16 Oct 2020

Kelley Bergsma Lovelace, Andy Fodor, Vijay Singal and Jitendra Tayal

Ohio University, Ohio University, Virginia Tech and Ohio University

Downloads 824 (51,953)

Citation 4

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9.

Firm Specific Option Risk and Implications for Asset Pricing

Journal of Risk Vol 12, No.1, pp.17-52, Fall 2009

Number of pages: 37 Posted: 29 Sep 2007 Last Revised: 03 Aug 2010

James Doran and Andy Fodor

University of New South Wales and Ohio University

Downloads 590 (79,998)

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10.

Predicting Extreme Returns and Portfolio Management Implications

Number of pages: 29 Posted: 20 Jan 2011 Last Revised: 15 May 2012

Kevin Krieger, Greg Stevenson, Andy Fodor and Nathan Mauck

University of West Florida, University of Tulsa, Ohio University and University of Missouri - Kansas City

Downloads 513 (95,016)

Citation 1

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11.

Show Me the Money: Option Moneyness Concentration and Future Stock Returns

Bergsma K, Csapi V, Diavatopoulos D, Fodor A. Show me the money: Option moneyness concentration and future stock returns. Journal of Futures Markets. 2020;40:761–775.

Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 23 Apr 2020

Kelley Bergsma Lovelace, Vivien Csapi, Dean Diavatopoulos and Andy Fodor

Ohio University, University of Pécs, Seattle University and Ohio University

Downloads 490 (100,481)

Citation 1

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12.

Option Implied Dividends Predict Dividend Cuts: Evidence from the Financial Crisis

Forthcoming, Journal of Business Finance & Accounting

Number of pages: 36 Posted: 19 Jan 2012 Last Revised: 12 Apr 2017

Andy Fodor, David L. Stowe and John D. Stowe

Ohio University, Ohio University and Ohio University

Downloads 438 (114,746)

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13.

Does Corporate Governance Matter for Equity Returns?

Number of pages: 33 Posted: 02 Feb 2010 Last Revised: 25 Dec 2013

Dean Diavatopoulos and Andy Fodor

Seattle University and Ohio University

Downloads 433 (116,298)

Citation 2

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14.

Financial Market Reactions to a Company Disaster: The BP Case

Downloads 400 (127,895)

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Financial Market Reactions to a Company Disaster: The BP Case

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 1, 2012

Number of pages: 16 Posted: 17 Nov 2015

Andy Fodor and John D. Stowe

Ohio University and Ohio University

Downloads 400 (126,760)

Citation 1

Abstract:

Financial Market Reactions to a Company Disaster: The BP Case

Journal of Applied Finance, Spring/Summer 2012, Volume 22, Issue 1, pp. 88-103

Posted: 29 Jul 2012

Andy Fodor and John D. Stowe

Ohio University and Ohio University

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15.

On the Demand for Portfolio Insurance

Number of pages: 41 Posted: 09 Jul 2010 Last Revised: 08 Oct 2012

Andy Fodor, James Doran, James M. Carson and David Kirch

Ohio University, University of New South Wales, University of Georgia and Ohio University - School of Accountancy

Downloads 391 (130,822)

Abstract:

16.

The Value and Use of the IRA Recharacterization Option

Financial Analysts Journal, Vol. 69, No. 5, 2013

Number of pages: 45 Posted: 13 Jan 2011 Last Revised: 31 Aug 2016

David L. Stowe, Andy Fodor and John D. Stowe

Ohio University, Ohio University and Ohio University

Downloads 369 (139,603)

Citation 1

Abstract:

17.

Financial Clusters, Industry Groups, and Stock Return Correlations

Number of pages: 43 Posted: 15 Jun 2017

Andy Fodor, Randy D. Jorgensen and John D. Stowe

Ohio University, Creighton University and Ohio University

Downloads 366 (141,683)

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18.

Option Market Efficiency and Analyst Recommendations

Number of pages: 27 Posted: 11 Sep 2008

James Doran, Andy Fodor and Kevin Krieger

University of New South Wales, Ohio University and University of West Florida

Downloads 322 (161,723)

Abstract:

19.

Informational Differences in NFL Point Spread and Moneyline Markets

Number of pages: 16 Posted: 29 Apr 2012

Andy Fodor, Kevin Krieger, David Kirch and Andrew Kreutzer

Ohio University, University of West Florida, Ohio University - School of Accountancy and Ohio University

Downloads 282 (185,731)

Citation 1

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20.

Anchoring and Probability Weighting in Option Prices

Journal of Futures Markets 37(6), 614-638.

Number of pages: 36 Posted: 09 Feb 2015 Last Revised: 16 Jul 2017

Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Kevin Krieger

Utah State University, Seattle University, Ohio University and University of West Florida

Downloads 279 (187,747)

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21.

Insiders versus Outsiders with Employee Stock Options: Who Knows Best About Future Firm Risk and Implications for Stock Returns

Number of pages: 26 Posted: 19 Feb 2007

James Doran, Andy Fodor and David R. Peterson

University of New South Wales, Ohio University and Florida State University - Department of Finance

Downloads 248 (211,119)

Citation 2

Abstract:

22.

A Closer Look at the Disposition Effect in U.S. Equity Option Markets

Journal of Behavioral Finance, Vol. 21, 66-77.

Number of pages: 31 Posted: 21 Jun 2016 Last Revised: 27 Mar 2020

Kelley Bergsma Lovelace, Andy Fodor and Emily Tedford

Ohio University, Ohio University and 84.51˚

Downloads 247 (212,007)

Citation 1

Abstract:

23.

Does Firm Life Cycle Stage Affect Investor Perceptions? Evidence from Earnings Announcement Reactions

Review of Accounting Studies, forthcoming.

Number of pages: 62 Posted: 08 Sep 2020 Last Revised: 09 Mar 2023

Andy Fodor, Kelley Bergsma Lovelace, Vijay Singal and Jitendra Tayal

Ohio University, Ohio University, Virginia Tech and Ohio University

Downloads 206 (251,794)

Citation 3

Abstract:

24.

REIT Volatility and the Introduction of Listed Equity Options

Number of pages: 24 Posted: 09 Jan 2009 Last Revised: 20 Jan 2009

Dean Diavatopoulos, Andy Fodor, Shawn D. Howton and Shelly Howton

Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business

Downloads 193 (269,704)

Abstract:

25.

Early Season NFL Over/Under Bias

Number of pages: 15 Posted: 29 Apr 2012

Michael DiFilippo, Justin L. Davis, Andy Fodor and Kevin Krieger

Ohio University, University of West Florida, Ohio University and University of West Florida

Downloads 189 (273,554)

Citation 2

Abstract:

26.

Does Jet Lag Create a Profitable Opportunity for NFL Bettors?

Number of pages: 21 Posted: 28 Apr 2013

Andy Fodor and Kevin Krieger

Ohio University and University of West Florida

Downloads 176 (289,724)

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27.

The Interactive Effect of Turnover and Task Interdependence on Performance in High Performance Strategic Work Teams: Evidence in the NFL

Number of pages: 34 Posted: 21 Apr 2013

Justin L. Davis, Andy Fodor, Michael Pfahl and Jason Stoner

University of West Florida, Ohio University, Ohio University and Ohio University - College of Business

Downloads 172 (295,666)

Abstract:

28.

Option Implied Volatilities and the Cost of Issuing Equity

Journal of Banking and Finance, Forthcoming

Number of pages: 49 Posted: 18 Apr 2013 Last Revised: 19 Jun 2014

Andy Fodor and Sinan Gokkaya

Ohio University and Department of Finance, Ohio University

Downloads 146 (339,020)

Abstract:

29.

The Sensitivity of Findings of Expected Bookmaker Profitability

Number of pages: 33 Posted: 14 Apr 2011

Kevin Krieger, Andy Fodor and Greg Stevenson

University of West Florida, Ohio University and University of Tulsa

Downloads 115 (406,302)

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30.

In the Eyes of the Beholder: The Rationality of Status Anxiety-Based Decision-Making

Number of pages: 55 Posted: 28 Apr 2012

Justin L. Davis, Andy Fodor and James Doran

University of West Florida, Ohio University and University of New South Wales

Downloads 104 (436,846)

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31.

Price Movements and the Prevalence of Informed Traders: The Case of Line Movement in College Basketball

Number of pages: 30 Posted: 19 Jan 2012

Kevin Krieger and Andy Fodor

University of West Florida and Ohio University

Downloads 91 (477,426)

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32.

The Impact of Option Introduction on Real Estate Investment Trusts

Number of pages: 29 Posted: 24 Jan 2011

Dean Diavatopoulos, Andy Fodor, Shawn D. Howton and Shelly Howton

Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business

Downloads 90 (480,609)

Citation 1

Abstract:

33.

The Brazilian Banking Sector and the Effects of Bank Privatization: 1980-2012

Number of pages: 77 Posted: 28 Dec 2014

Leigh Oczkowski and Andy Fodor

Ohio University and Ohio University

Downloads 79 (519,954)

Citation 1

Abstract:

34.

The Power of Wagering on Power Conferences

Number of pages: 17 Posted: 05 Mar 2013

Kevin Krieger, Clay Girdner, Andy Fodor and David Kirch

University of West Florida, Ohio University, Ohio University and Ohio University - School of Accountancy

Downloads 79 (519,954)

Abstract:

35.

Do REIT Repurchases Signal Value Changes in Rivals? An Analysis of the Stock Price Reaction of Non-Repurchasing REITs

Number of pages: 24 Posted: 08 Jan 2009 Last Revised: 20 Jan 2009

Dean Diavatopoulos, Andy Fodor, Shawn D. Howton and Shelly Howton

Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business

Downloads 77 (531,754)

Abstract:

36.

Variability of Mispricing Characteristics and Future Stock Returns

Number of pages: 26 Posted: 26 Sep 2022

Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haim Kassa

Utah State University, Seattle University, Ohio University and Miami University

Downloads 52 (644,559)

Abstract:

37.

Turkish Currency Crisis: Examining Behavior Across Investor Types

Number of pages: 52 Posted: 12 Dec 2022

Andy Fodor and Cagri Onuk

Ohio University and Wenzhou-Kean University

Downloads 44 (691,712)

Abstract:

38.

Bank Asset Structure and Deposit Insurance Pricing

Journal of Banking and Finance, Vol. 114, 2020

Number of pages: 19 Posted: 27 Apr 2022

António Câmara, Travis Davidson and Andy Fodor

affiliation not provided to SSRN, Ohio University - Department of Finance and Ohio University

Downloads 33 (768,222)

Abstract:

39.

Variation in Option Implied Volatility Spread and Future Stock Returns

Posted: 20 May 2020

Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haim Kassa

Utah State University, Seattle University, Ohio University and Miami University

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40.

Returns to Option Strategies Following Class Action Lawsuits

(2019) The Journal of Investing 29(1), 119-131.

Posted: 20 May 2020

Dean Diavatopoulos, Andy Fodor and Kevin Krieger

Seattle University, Ohio University and University of West Florida

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41.

Implied Volatility Changes as Evidence of Stock Price Disequilibrium

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2017.26.3.129

Posted: 21 May 2019

Dean Diavatopoulos and Andy Fodor

Seattle University and Ohio University

Andy Fodor

Ohio University

Associate Professor

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Scholarly Papers (41)

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