Brian Boyer

Associate Professor of Finance, H. Taylor Peery Fellow,
Finance, Department of

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Selected Publications

"Stock options as lotteries", Journal of Finance, Volume 69, Pages 1485-1528, 2014.
"Style related comovement: fundamentals or labels?", Journal of Finance, Volume 66, Pages 307-332, 2011.
"Expected idiosyncratic skewness", (with B. Boyer and K. Vorkink), Review of Financial Studies, Volume 23, Pages 169-202, 2010.
"Investor flows and stock market returns", Journal of Empirical Finance, Volume 16, Pages 87-100, 2009.
"How do crises spread? Evidence from accessible and inaccessible stock indices", Journal of Finance, Volume 61, Pages 957-1003, 2006.
"A comparison of partially adaptive and reweighted least squares estimation", Econometric Reviews, Volume 22, Pages 115-134, 2003.
"Evaluating forecasts of correlation using option pricing", Journal of Derivatives, Volume 6, Pages 18-38, 1998.
"Pitfalls in tests for changes in correlations", International Finance Discussion Papers, Volume 597, Board of Governors of the Federal Reserve System, 1997.