R. Brian Balyeat

Xavier University - Department of Finance

Assistant Professor of Finance

3800 Victory Parkway

Cincinnati, OH 45207

United States

SCHOLARLY PAPERS

3

DOWNLOADS

808

SSRN CITATIONS

1

CROSSREF CITATIONS

16

Scholarly Papers (3)

1.

Option Prices as Predictors of Aggregate Stock Returns

Number of pages: 39 Posted: 17 May 2005
R. Brian Balyeat and Bilal Erturk
Xavier University - Department of Finance and Texas A&M University - Department of Finance
Downloads 493 (110,130)

Abstract:

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Future returns, predictability, option values, cubic spline, implied volatility

2.

A Decomposition of Conditional Correlations in Us Equities

Number of pages: 38 Posted: 03 Jun 2003
R. Brian Balyeat and Jayaram Muthuswamy
Xavier University - Department of Finance and Kent State University
Downloads 200 (285,585)

Abstract:

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Large returns, conditional correlation, equity portfolios, diversification, portfolio performance, heteroscedasticity

The Correlation Structure of Unexpected Returns in U.S. Equities

Number of pages: 38 Posted: 12 Jan 2007
R. Brian Balyeat and Jayaram Muthuswamy
Xavier University - Department of Finance and Kent State University
Downloads 115 (452,681)

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Large returns, conditional correlation, equity portfolios, diversification, portfolio performance, heteroskedasticity

The Correlation Structure of Unexpected Returns in U.S. Equities

The Financial Review, Vol. 44, No. 2, May 2009
Posted: 20 Feb 2009
R. Brian Balyeat and Jayaram Muthuswamy
Xavier University - Department of Finance and Kent State University

Abstract:

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G11, G12