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Brian Boyer
Associate Professor of Finance

Marriott School of Business
Brigham Young University
Provo, UT 84602

801-422-7641
bhb@byu.edu

CV
BYU Seminars
Red Rock Conference

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]
  • 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.
    [PDF]
  • How do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices, 2006,  Journal of Finance, 61, 957-1003, with Tomomi Kumagai and Kathy Yuan. 
    [PDF]

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.  
    [PDF]
  • Evaluating Forecasts of Correlation Using Option Pricing, 1998,  Journal of Derivatives, 6, 18-38, with Michael Gibson. 
    [PDF]
  • 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. 
    [PDF]