Grant R. McQueen

William Edwards Professor of Finance
Finance, Department of

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Office: 636 TNRB
Phone: (801) 422-3017
Email: mcqueen@byu.edu
Home Page: marriottschool.byu.edu/emp/grm/
Expertise:
  • Finance
  • Financial markets
  • Investments
  • Markets efficiency
Research:
  • Effects of macroeconomic news on stock prices
  • Signaling and IPO lockups
  • Mortgage defaults
  • Data mining and stock trading rules
Education:
  • PHD, FINANCE DEPT, UNIV OF WASHINGTON, 1989
  • MBA, FINANCE DEPT, BRIGHAM YOUNG UNIVERSITY, 1984
  • BA, ECONOMICS, BRIGHAM YOUNG UNIVERSITY, 1981
Group Affiliations:
  • Finance and Economics - Primary
Selected Publications:
  • "Estimating Hazard Functions for Discrete Lifetimes," Communications in Statistics: Simulation and Computation Volume 34, Issue 1, Pages 451-463, October, 2005    V I E W   A B S T R A C T
  • "Lockups Revisited," Journal of Financial and Quantative Analysis Volume 40, Issue 3, Pages 519-530, September, 2005    V I E W   A B S T R A C T
  • "Whence GARCH? A Preference-Based Explanation for Conditional Volatility," The Review of Financial Studies Volume 17, Issue 4, Pages 915-950, October, 2004    V I E W   A B S T R A C T
  • "Do Out-of-State Buyers pay more for Real Estate? An Examination of Anchoring-Induced Bias and Search Costs," Real Estate Economics Volume 32, Issue 1, Pages 85-126, April, 2004    V I E W   A B S T R A C T
  • "The Effects of Inflation on High Frequency Stock Returns," Journal of Business Volume 77, Issue 3, Pages 547-574, July, 2004    V I E W   A B S T R A C T
  • "Some Loans Are More Equal than Others: Third-Party Originations and Defaults in the Subprime Mortgage Industry," Real Estate Economics Volume 30, Issue 4, Pages 667-697, November, 2002    V I E W   A B S T R A C T
  • "Investment Strategy Claims: Dont Fall into the Data Mine," AAII Journal Volume 22, Issue 2, Pages 2-7, February, 2000    
  • "Cross-autocorrelation in Asian Stock Markets," Pacific-Basin Finance Journal Volume 7, Issue 5, Pages 471-494, December, 1999    V I E W   A B S T R A C T
  • "Revisiting the Stock Price Impact of Quality Awards," OMEGA, The International Journal of Management Science Volume 27, Issue 4, Pages 595-604, November, 1999    V I E W   A B S T R A C T
  • "Mining Fools Gold," Financial Analysts Journal Volume 55, Issue 2, Pages 61-72, March, 1999    V I E W   A B S T R A C T
  • "Bubbles and Duration Dependence in Asian Stock Markets," Pacific-Basin Finance Journal Volume 6, Issue 1-2, Pages 125-151, May, 1998    V I E W   A B S T R A C T
  • "Do Investors Learn? Evidence from a Gold Market Anomaly," The Financial Review Volume 32, Issue 3, Pages 501-526, August, 1997    
  • "Does the Dow-10 Investment Strategy Beat the Dow Statistically and Economically?," Financial Analysts Journal Volume 53, Issue 4, Pages 66-72, July, 1997    
  • "Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolia Returns," Journal of Finance Volume 51, Issue 3, Pages 889-920, July, 1996    
  • "Geneva Steel: Initial Public Offering Case," Journal of Financial Education Volume 22, Pages 82-100, January, 1996    
Experience:
   Teaching
  • William Edwards Professor of Finance, Brigham Young University, 1999
  • Visiting Associate Professor, Arizona State University, 1998-1999
  • Associate Professor, Brigham Young University, 1995-1999
  • Assistant Professor, Brigham Young University, 1988-1995
  • Instructor, Brigham Young University, 1984-1985
   Professional
  • The Society for Financial Studies
  • American Finance Association
  • Financial Management Association
  • Western Finance Association
Awards:
  • Phi Kappa Phi Faculty Award, 2007 , BYU , 2007
  • MBA Professor of the Year , Marriott School, BYU , 2006
  • Outstanding Faculty Award , Marriott School, BYU , 2003
  • Outstanding Teaching Award , Marriott School, BYU , 2002
  • MBA Core Instructor of the Year , Marriott School, BYU , 2001
  • MBA Core Instructor of the Year , Marriott School, BYU , 2000
  • Goldman Sachs Fellowship, 1997-1999 , Brigham Young University , 1997
  • Outstanding Research Award , Marriott School, BYU , 1997
  • Outstanding Colleague , Business Management Department, BYU , 1993
  • Albert O. Foster Fellowship, 1986-1989 , University of Washington , 1986
Web Links: Languages:
  • Swedish
  • English
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