R. Brian Balyeat

Xavier University - Department of Finance

Assistant Professor of Finance

3800 Victory Parkway

Cincinnati, OH 45207

United States

SCHOLARLY PAPERS

4

DOWNLOADS

748

SSRN CITATIONS
Rank 42,613

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Top 42,613

in Total Papers Citations

1

CROSSREF CITATIONS

16

Scholarly Papers (4)

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 458 (77,557)

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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 172 (213,054)

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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 92 (342,296)

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

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

Financial Review, Vol. 44, Issue 2, pp. 263-290, May 2009
Number of pages: 28 Posted: 16 Jun 2009
R. Brian Balyeat and Jayaram Muthuswamy
Xavier University - Department of Finance and Kent State University
Downloads 1 (813,473)
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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

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G11, G12

4.

Futures Trading Activity and Commodity Cash Price Volatility

Journal of Business Finance & Accounting, Vol. 32, No. 1-2, pp. 297-323, January 2005
Number of pages: 27 Posted: 06 Feb 2005
Jian Yang, R. Brian Balyeat and David J. Leatham
University of Colorado at Denver - Business School, Xavier University - Department of Finance and Texas A&M University - Department of Agricultural Economics
Downloads 25 (594,275)
Citation 2
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