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Marriott School
Brian Boyer
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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
Red Rock Conference (opens in a new tab)

Research papers:

  • Good Variance, Bad Variance: Cash-Flows, Discount Rates, and the Risk-Return Relationship, working paper, with Brandon Bates, Carter Davis, and Tyler Shumway
    [PDF] (opens in a new tab)
  • The Limits of Factor Model Spanning, working paper, with Fahiz Baba-Yara and Carter Davis, revise and resubmit, Review of Financial Studies
    [PDF] (opens in a new tab)
  • 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 (opens in a new tab)] [Index Data]
  • 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] (opens in a new tab)

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] (opens in a new tab)
  • Evaluating Forecasts of Correlation Using Option Pricing, 1998,  Journal of Derivatives, 6, 18-38, with Michael Gibson. 
    [PDF] (opens in a new tab)
  • 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] (opens in a new tab)