Brian Boyer
Associate Professor of Finance
Marriott School of Business
Brigham Young University
Provo, UT 84602
801-422-7641
bhb@byu.edu
Research papers:
- Messy Asset Pricing: Can AI Models Lead to a Consensus? working paper, with Fahiz Baba-Yara and Carter David
[PDF]
- Private Equity Indices Based on Secondary Market Transactions, 2023, Journal of Finance, 78, 835-885, with Taylor Nadauld, Keith Vorkink, and Michael Weisbach, winner of 2022 Q-Group Jack Treynor Prize.
[PDF] [Index Data]
- Stock Options as Lotteries, 2014, Journal of Finance, 69, 1485-1528, with Keith Vorkink.
[PDF] [Appendix]
- Style-related Comovement: Fundamentals or Labels? 2011, Journal of Finance, 66, 307-332.
[PDF] [Appendix I] [Appendix II] [Index Constituent Data]
- Expected Idiosyncratic Skewness, 2010, Review of Financial Studies, 23, 169-202, with Todd Mitton and Keith Vorkink.
[PDF] [Data] - Investor Flows and Stock Market Returns, 2009, Journal of Empirical Finance, 16, 87-100, with Lu Zheng.
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- How do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices, 2006, Journal of Finance, 61, 957-1003, with Tomomi Kumagai and Kathy Yuan.
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Before graduate school:
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation, 2003, Econometric Reviews, 22, 115-134, with James McDonald and Whitney Newey.
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- Evaluating Forecasts of Correlation Using Option Pricing, 1998, Journal of Derivatives, 6, 18-38, with Michael Gibson.
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- Pitfalls in Tests for Changing Correlations, 1997, Board of Governors of the Federal Reserve System International Finance Discussion Papers, 597, with Michael Gibson and Mico Loretan.
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