Andy Fodor

Ohio University

Associate Professor

514 Copeland Hall

Athens, OH 45701

United States

SCHOLARLY PAPERS

34

DOWNLOADS
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Top 1,884

in Total Papers Downloads

16,235

CITATIONS
Rank 18,559

SSRN RANKINGS

Top 18,559

in Total Papers Citations

17

Scholarly Papers (34)

1.

The BP Oil Disaster: Stock and Option Market Reactions

Number of pages: 33 Posted: 30 Jun 2010 Last Revised: 26 Dec 2010
Andy Fodor and John D. Stowe
Ohio University and Ohio University
Downloads 3,435 (2,742)
Citation 1

Abstract:

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BP, Oil Spill, Market Behavior, Implied Volatility, Expected Dividend, CDS, Bond Spread

2.

Is There Money to Be Made Investing in Options? A Historical Perspective

Number of pages: 35 Posted: 04 Jan 2006 Last Revised: 16 Jul 2008
James Doran and Andy Fodor
University of New South Wales and Ohio University
Downloads 3,413 (2,768)
Citation 1

Abstract:

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Portfolio Returns, Option Strategies, Option Pricing, Sharpe Ratios, S&P 500

3.

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 1,039 (19,545)

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Implied Volatility Spread, Stock Returns, Option Returns, Option Demand

4.

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 956 (22,174)
Citation 3

Abstract:

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hedge funds, market anomalies, arbitrage, asset growth, earnings momentum

5.

How Do Informed Option Traders Trade? Option Trading Activity, News Releases, and Stock Return Predictability

11th Annual Mid-Atlantic Research Conference in Finance (MARC), 28th Annual Conference on Financial Economics and Accounting
Number of pages: 56 Posted: 02 Jan 2015 Last Revised: 08 Feb 2019
University of Notre Dame, Ohio University, Boston College - Department of Finance and Syracuse University
Downloads 900 (24,175)

Abstract:

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Option Trading, News Releases, Informed Traders

6.

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
Seattle University, University of New South Wales, Ohio University and Florida State University - Department of Finance
Downloads 702 (34,192)
Citation 4

Abstract:

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Earnings announcements, Option Prices, Higher-Order Moments

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, and University of New South Wales
Downloads 604 (41,146)

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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, and University of New South Wales

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options, open interest, market efficiency, investor sentiment

8.

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 544 (47,849)
Citation 4

Abstract:

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Option Prices, Idiosyncratic Volatility Risk, Portfolio Returns

9.

Predicting Extreme Returns and Portfolio Management Implications

Number of pages: 29 Posted: 20 Jan 2011 Last Revised: 15 May 2012
, University of Tulsa, Ohio University and University of Missouri - Kansas City
Downloads 464 (58,538)
Citation 1

Abstract:

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predicting extreme returns

10.

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 387 (72,762)

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corporate governance, stock returns, Nasdaq bubble

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 343 (83,187)

Abstract:

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dividend cuts and omissions, financial crisis, implied dividends, implied volatility, put–call parity

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

Journal of Business Finance & Accounting, Vol. 44, Issue 5-6, pp. 755-779, 2017
Number of pages: 25 Posted: 05 May 2017
Andy Fodor, David L. Stowe and John D. Stowe
Ohio University, Ohio University and Ohio University
Downloads 1 (655,410)
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dividend cuts and omissions, financial crisis, implied dividends, implied volatility, put–call parity

12.
Downloads 336 ( 85,763)

On the Demand for Portfolio Insurance

Number of pages: 41 Posted: 09 Jul 2010 Last Revised: 08 Oct 2012
Ohio University, University of New South Wales, University of Georgia and Ohio University - School of Accountancy
Downloads 335 (85,440)

Abstract:

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Portfolio Insurance, Hedging, Volatility, VIX

On the Demand for Portfolio Insurance

Risk Management and Insurance Review, Vol. 16, Issue 2, pp. 167-193, 2013
Number of pages: 27 Posted: 16 Nov 2013
Ohio University, University of New South Wales, University of Georgia and Ohio University - School of Accountancy
Downloads 1 (655,410)
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13.

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 326 (88,710)

Abstract:

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Recharacterization option, IRA, Roth conversion, Asset allocation, Option Pricing, Retirement Planning

14.
Downloads 287 (102,000)
Citation 2

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
Downloads 286 (101,879)
Citation 2

Abstract:

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Analyst Recommendations, Market Efficiency, Option Returns

Option Market Efficiency and Analyst Recommendations

Journal of Business Finance & Accounting, Vol. 37, Issue 5-6, pp. 560-590, June/July 2010
Number of pages: 31 Posted: 13 Jul 2010
James Doran, Andy Fodor and Kevin Krieger
University of New South Wales, Ohio University and
Downloads 1 (655,410)
Citation 2
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15.

Option Trading after the Opening Bell and Intraday Stock Return Predictability

Number of pages: 65 Posted: 05 Jan 2018 Last Revised: 04 Mar 2019
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 227 (129,837)

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Intraday trading; options; volume; stock return predictability; transaction costs; earnings news

16.

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
Utah State University, Seattle University, Ohio University and
Downloads 226 (130,408)

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Prospect theory, Mental accounting, Option prices

17.

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 195 (150,010)

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Employee Stock Options, Black-Scholes, Volatility, Firm Risk

18.

Informational Differences in NFL Point Spread and Moneyline Markets

Number of pages: 16 Posted: 29 Apr 2012
Ohio University, , Ohio University - School of Accountancy and Ohio University
Downloads 187 (155,878)

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Market Efficiency, NFL, Sports Betting, Information Incorporation, Information Flow, Point Spread, Moneyline

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 183 (158,921)

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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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BP, Gulf of Mexico, financial market, disaster, shares, volatility

20.

Financial Clusters, Industry Groups, and Stock Return Correlations

Number of pages: 43 Posted: 15 Jun 2017
Ohio University, Creighton University and Ohio University
Downloads 162 (176,833)

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Stock groups; Industries; Stock return correlations; Common size statements; Cluster analysis; Benchmarks; Financial statement analysis

21.

REIT Volatility and the Introduction of Listed Equity Options

Number of pages: 24 Posted: 09 Jan 2009 Last Revised: 20 Jan 2009
Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business
Downloads 162 (176,833)

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REIT, Volatility, Implied Volatility, Idiosyncratic Volatility

22.

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

Number of pages: 31 Posted: 21 Jun 2016 Last Revised: 21 Mar 2019
Kelley Bergsma, Andy Fodor and Emily Tedford
Ohio University, Ohio University and 84.51?
Downloads 140 (199,596)

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Disposition effect, options, behavioral finance, reference price.

23.

Early Season NFL Over/Under Bias

Number of pages: 15 Posted: 29 Apr 2012
Ohio University, University of West Florida, Ohio University and
Downloads 130 (211,862)

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Over/Under, Totals, NFL, Sports Betting, Behavioral, Holdover Bias, Market Efficiency

24.

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
Downloads 117 (229,341)

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NFL, Sports wagering, Jet-lag effect, Gambling market inefficiency

25.

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 112 (236,709)

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Seasoned Equity Offerings, Flotation Costs, Underwriting Fees, Implied Volatility, Equity Options

26.

Implied Volatility Changes as Evidence of Stock Price Disequilibrium

Journal of Investing, Forthcoming
Number of pages: 30 Posted: 27 Mar 2017
Dean Diavatopoulos and Andy Fodor
Seattle University and Ohio University
Downloads 108 (242,934)

Abstract:

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option volume, implied volatility, short-term momentum, stock returns, disequilibrium

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
University of West Florida, Ohio University, Ohio University and Ohio University - College of Business
Downloads 106 (246,153)

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Turnover, Task Interdependence, Human Resource Management, Sport

28.

The Sensitivity of Findings of Expected Bookmaker Profitability

Number of pages: 33 Posted: 14 Apr 2011
Kevin Krieger, Andy Fodor and Greg Stevenson
, Ohio University and University of Tulsa
Downloads 79 (297,061)
Citation 1

Abstract:

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Sports Linemaking, Market Efficiency, Bookmaking, Gambling

29.

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 76 (303,907)

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Status Anxiety, Investor Fear, Market Volatility, Agency Theory, Implied Volatility, SEC, Fraud, Accounting Fraud, Financial Fraud, Corporate Deviance, Enron, Arthur Andersen, Audit Quality, Auditor Quality

30.
Downloads 69 (320,716)

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Sports gambling, line movement, price changes and information

31.

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
Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business
Downloads 60 (344,685)

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REIT, Open Market Repurchase, Information Asymmetry

32.

The Impact of Option Introduction on Real Estate Investment Trusts

Number of pages: 29 Posted: 24 Jan 2011
Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business
Downloads 59 (347,426)

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REIT, Options, Returns, Volatility

33.

The Power of Wagering on Power Conferences

Number of pages: 17 Posted: 05 Mar 2013
, Ohio University, Ohio University and Ohio University - School of Accountancy
Downloads 51 (372,043)

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Sports Wagering, Efficient Markets, College Football, Point Spreads, NCAA, Bookmakers

34.

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 49 (378,522)

Abstract:

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Banking; Privatization; Brazilian, Inflation