Kenneth Roskelley

Mississippi State University - Department of Finance & Economics

Assistant Professor of Finance

Mississippi State, MS 39762

United States

  • Mississippi State University - Department of Finance & Economics

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    • Tel: 662-325-1979
SCHOLARLY PAPERS

11

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836

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7

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Scholarly Papers (11)

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1.

Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model

Downloads 192 (251,304)

Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model

Number of pages: 43 Posted: 27 Dec 2005 Last Revised: 14 Apr 2008
Kenneth Roskelley and Chris Lamoureux
Mississippi State University - Department of Finance & Economics and University of Arizona - Department of Finance
Downloads 123 (363,605)

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Testing Models of Arbitrage, Forecasting Interest Rates

Empirically Confronting Stochastic Singularity: An Application to the Cox, Ingersoll, and Ross Model

Number of pages: 44 Posted: 16 Feb 2009
Christopher G. Lamoureux and Kenneth Roskelley
University of Arizona and Mississippi State University - Department of Finance & Economics
Downloads 69 (531,092)

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Testing arbitrage models, Forecasting interest rates

2.

The Determinants of the Debt Maturity Decision for Real Estate Investment Trusts

Downloads 174 (274,121)

The Determinants of the Debt Maturity Decision for Real Estate Investment Trusts

Journal of Real Estate Research, Vol. 29, No. 2, 2007
Number of pages: 28 Posted: 12 Apr 2007
Michael J. Highfield, Kenneth Roskelley and Fang Zhao
Mississippi State University - Department of Finance and Economics, Mississippi State University - Department of Finance & Economics and Siena College
Downloads 174 (274,156)

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REITs, Maturity, Incremental Maturity, Weighted-Average Maturity

The Determinants of the Debt Maturity Decision for Real Estate Investment Trusts

Journal of Real Estate Research, Vol. 29, No. 2, 2007
Posted: 10 Jun 2011
Michael J. Highfield, Kenneth Roskelley and Fang Zhao
Mississippi State University - Department of Finance and Economics, Mississippi State University - Department of Finance & Economics and Siena College

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G39, L85

3.

Asymmetric Revisions to Primary and Secondary Shares in Seasoned Equity Offerings

Number of pages: 54 Posted: 21 Feb 2011 Last Revised: 17 Mar 2011
Kenneth Roskelley and Sinan Gokkaya
Mississippi State University - Department of Finance & Economics and Department of Finance, Ohio University
Downloads 155 (302,278)
Citation 1

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Seasoned Equity Offering, Wealth-Maximization, Agency Theory, Market Timing, Signaling Theory

4.

Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem

Number of pages: 34 Posted: 27 Dec 2005
Kenneth Roskelley
Mississippi State University - Department of Finance & Economics
Downloads 95 (434,086)

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Bayesian Econometrics, Variable Selection, Model Uncertainty, Point-Null Hypothesis, Return Predictability

5.

Do Motivated Institutional Investors Monitor Firm Payout and Performance?

Journal of Financial Research, Vol. 38, No. 3, 2015
Number of pages: 39 Posted: 29 May 2016
Gregory Leo Nagel, Arif Qayyum and Kenneth Roskelley
Middle Tennessee State University, Cameron University and Mississippi State University - Department of Finance & Economics
Downloads 76 (496,989)
Citation 2

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institutional monitoring, payout policy, motivated investor

6.

International Housing Returns and the Financial Crisis: Disentangling Credit Supply and Demand Shocks

Number of pages: 58 Posted: 26 Jan 2018 Last Revised: 31 Jan 2018
Randall Campbell and Kenneth Roskelley
Mississippi State University - Department of Finance and Economics and Mississippi State University - Department of Finance & Economics
Downloads 71 (516,167)

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7.

Institutional Monitoring, Motivated Investors, and Firm Performance

Journal of Real Estate Research, Vol. 39, No. 3, 2017
Number of pages: 40 Posted: 10 Dec 2018
William G. Hardin, Gregory Leo Nagel, Kenneth Roskelley and Philip Seagraves
Florida International University (FIU) - College of Business Administration, Middle Tennessee State University, Mississippi State University - Department of Finance & Economics and Middle Tennessee State University
Downloads 45 (639,061)
Citation 2

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Agency, Monitoring, Institutional Investor, Motivated, Returns, REIT

8.

Testing Arbitrage Models Without Adding an Error Model: An Application to Cox, Ingersoll, and Ross

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 42 Posted: 25 Aug 2012
Kenneth Roskelley and Christopher G. Lamoureux
Mississippi State University - Department of Finance & Economics and University of Arizona
Downloads 28 (749,753)

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9.

Augmenting the Taylor Rule: Monetary Policy and the Bond Market

Economics Letters, Vol. 144, No. July, 2016
Posted: 29 May 2016
Kenneth Roskelley
Mississippi State University - Department of Finance & Economics

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Taylor rule, monetary policy, yield curve, principal components

10.

An Examination of IPO Secondary Market Returns

Journal of Corporate Finance, Vol. 15, No. 3, 2009
Posted: 10 Jun 2011
Daniel Bradley, John Gonas, Michael J. Highfield and Kenneth Roskelley
University of South Florida, Belmont University, Mississippi State University - Department of Finance and Economics and Mississippi State University - Department of Finance & Economics

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IPO secondary returns, Underpricing, Partial adjustment, Sentiment investors, Aggregate demand uncertainty

11.

The Effect of Reputation and Competition on the Advice of Real Estate Agents

Journal of Real Estate Finance and Economics, Vol. 37, No. 4, 2008
Posted: 22 Aug 2008
Hilde Patron and Kenneth Roskelley
State University of West Georgia and Mississippi State University - Department of Finance & Economics

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bargaining game, real estate agent, reputation