Kevin Krieger

University of West Florida

11000 University Parkway

Pensacola, FL 32514-5750

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 16,829

SSRN RANKINGS

Top 16,829

in Total Papers Downloads

3,005

SSRN CITATIONS
Rank 47,222

SSRN RANKINGS

Top 47,222

in Total Papers Citations

2

CROSSREF CITATIONS

9

Scholarly Papers (18)

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 744 (34,213)
Citation 1

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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

2.

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 Tulsa, Ohio University and University of Missouri - Kansas City
Downloads 474 (62,467)
Citation 1

Abstract:

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predicting extreme returns

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 290 (109,406)

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 (714,340)
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4.

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 237 (135,582)

Abstract:

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Prospect theory, Mental accounting, Option prices

5.

Predicting Stock Splits with the Help of Prior Firm-Specific Experiences

Number of pages: 29 Posted: 25 Oct 2007
Kevin Krieger and David R. Peterson
and Florida State University - Department of Finance
Downloads 198 (160,884)

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Stock splits, prediction model, market efficiency

6.

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, , Ohio University - School of Accountancy and Ohio University
Downloads 196 (162,420)
Citation 1

Abstract:

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

7.

Early Season NFL Over/Under Bias

Number of pages: 15 Posted: 29 Apr 2012
Ohio University, University of West Florida, Ohio University and
Downloads 146 (209,687)
Citation 1

Abstract:

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

8.

The Uncertainty Resolution of FOMC Meeting Days

Number of pages: 26 Posted: 22 Aug 2010
Kevin Krieger, Nathan Mauck and Denghui Chen
, University of Missouri - Kansas City and Government of the United States of America - Risk Analysis Division
Downloads 132 (227,309)
Citation 3

Abstract:

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VIX, FOMC federal funds target rate, monetary policy

9.

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 128 (232,758)

Abstract:

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

10.

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 83 (312,676)

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Sports Linemaking, Market Efficiency, Bookmaking, Gambling

11.

Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements

Number of pages: 29 Posted: 15 Jan 2014 Last Revised: 05 Apr 2014
Kevin Krieger, Nathan Mauck and Joseph Vazquez
, University of Missouri - Kansas City and University of Missouri at Kansas City
Downloads 81 (317,226)
Citation 1

Abstract:

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FOMC, ECB, VIX, VDAX, Monetary policy, Volatility spillover

Do Senior Citizens Prefer Dividends? Local Clienteles vs. Firm Characteristics

Number of pages: 44 Posted: 16 Sep 2011 Last Revised: 15 Mar 2012
Kevin Krieger, Bong-Soo Lee and Nathan Mauck
, Florida State University and University of Missouri - Kansas City
Downloads 42 (445,041)

Abstract:

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Payout Policy, Clientele Effect

Do Senior Citizens Prefer Dividends? Local Clienteles vs. Firm Characteristics

Number of pages: 44 Posted: 15 Mar 2012
Kevin Krieger, Bong-Soo Lee and Nathan Mauck
, Florida State University and University of Missouri - Kansas City
Downloads 37 (467,200)

Abstract:

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Payout Policy, Clientele Effect

13.

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
and Ohio University
Downloads 70 (344,714)

Abstract:

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Sports gambling, line movement, price changes and information

14.

An Evaluation of Earnings Announcements’ Timing and Consistency with Subsequent Financial Statements

Number of pages: 8 Posted: 03 Mar 2017
Sherwood Lambert, Kevin Krieger and Nathan Mauck
University of West Florida, and University of Missouri - Kansas City
Downloads 69 (347,384)

Abstract:

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15.

The Power of Wagering on Power Conferences

Number of pages: 17 Posted: 05 Mar 2013
Kevin Krieger, Clay Girdner, Andy Fodor and David Kirch
, Ohio University, Ohio University and Ohio University - School of Accountancy
Downloads 56 (386,154)

Abstract:

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

16.

Analyzing the Efficiency of Response to News Regarding Legalization of Sports Wagering

Number of pages: 25 Posted: 15 Nov 2018
Kevin Krieger and Justin L. Davis
and University of West Florida
Downloads 20 (546,202)

Abstract:

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17.

The Unintended Consequences of High Expectations and Pressure on New CEOs

Journal of Business Finance & Accounting, Vol. 40, Issue 3-4, pp. 501-526, 2013
Number of pages: 26 Posted: 26 Apr 2013
Kevin Krieger and James S. Ang
and Florida State University
Downloads 1 (681,074)
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CEO performance, pressure, expectations

Implications for Asset Returns in the Implied Volatility Skew

Financial Analysts Journal, Forthcoming
Posted: 09 Dec 2009
James Doran and Kevin Krieger
University of New South Wales and

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Option Prices, Implied Volatility Skew, Portfolio Returns

Implications for Asset Returns in the Implied Volatility Skew

Financial Analysts Journal, Vol. 66, No. 1, 2010
Posted: 16 Feb 2010
James Doran and Kevin Krieger
University of New South Wales and

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Equity Investments, Fundamental Analysis and Valuation Models, Research Sources, Portfolio Management, Equity Strategies