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Brian Boyer
Brian Boyer
Associate Professor of Finance, Brigham Young University
Verified email at byu.edu
Title
Cited by
Cited by
Year
Expected idiosyncratic skewness
B Boyer, T Mitton, K Vorkink
The Review of Financial Studies 23 (1), 169-202, 2010
11112010
Pitfalls in tests for changes in correlations
BH Boyer, MS Gibson, M Loretan
6761999
How do crises spread? Evidence from accessible and inaccessible stock indices
BH Boyer, T Kumagai, K Yuan
The journal of finance 61 (2), 957-1003, 2006
5762006
Stock options as lotteries
BH Boyer, K Vorkink
The Journal of Finance 69 (4), 1485-1527, 2014
3292014
Style‐related comovement: Fundamentals or labels?
BH Boyer
The Journal of Finance 66 (1), 307-332, 2011
250*2011
Investor flows and stock market returns
B Boyer, L Zheng
Journal of Empirical Finance 16 (1), 87-100, 2009
181*2009
How do crises spread
BH Boyer, T Kumagai, K Yuan
Evidence from, 2006
512006
Evaluating forecasts of correlation using option pricing
MS Gibson, BH Boyer
441998
Private equity indices based on secondary market transactions
B Boyer, TD Nadauld, KP Vorkink, MS Weisbach
National Bureau of Economic Research, 2018
202018
A comparison of partially adaptive and reweighted least squares estimation
BH Boyer, JB McDonald, WK Newey
Econometric Reviews 22 (2), 115-134, 2003
202003
Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions
BH Boyer, TD Nadauld, KP Vorkink, MS Weisbach
The Journal of Finance 78 (2), 835-885, 2023
172023
The factor model failure puzzle
F Baba Yara, BH Boyer, C Davis
Brian H. and Davis, Carter, The Factor Model Failure Puzzle (November 19, 2021), 2021
72021
The Term Structure of the Equity Risk Premium
B Seegmiller, B Boyer
Journal of Undergraduate Research 2017 (1), 253, 2017
2017
Investor trading behavior and equity prices
BH Boyer
University of Michigan, 2004
2004
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Articles 1–14