R. Brian Balyeat

Xavier University - Department of Finance

Assistant Professor of Finance

3800 Victory Parkway

Cincinnati, OH 45207

United States

  • Xavier University - Department of Finance

    • Email
    • Tel: 513 745-3013
    • Fax: 513 745-4383
SCHOLARLY PAPERS

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Scholarly Papers (3)

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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 473 (97,856)

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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 190 (253,665)

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

3.

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

Downloads 107 (400,412)

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 107 (402,812)

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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

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G11, G12