Keith Vorkink: search on Z-Library

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1

Investor Overconfidence and Trading Volume

Statman, Meir, Thorley, Steven, Vorkink, Keith

Journal:

Review of Financial Studies

Year:

2006

Language:

english

File:

PDF, 270 KB

english, 2006

2

Equilibrium Underdiversification and the Preference for Skewness

Mitton, Todd, Vorkink, Keith

Journal:

Review of Financial Studies

Year:

2007

Language:

english

File:

PDF, 559 KB

english, 2007

3

Stock Options as Lotteries

BOYER, BRIAN H., VORKINK, KEITH

Journal:

The Journal of Finance

Year:

2014

Language:

english

File:

PDF, 649 KB

english, 2014

4

Case Study: The Case Of Cooley Savings Bank: Interest Rate Sensitivity

Eric Nelson and Keith Vorkink

Journal:

Journal of Financial Education

Year:

2003

Language:

english

File:

PDF, 860 KB

english, 2003

5

Forecasting multivariate realized stock market volatility

Gregory H. Bauer, Keith Vorkink

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 374 KB

english, 2011

6

nThe liquidity cost of private equity investments: Evidence from secondary market transactions

Nadauld, Taylor D., Sensoy, Berk A., Vorkink, Keith, Weisbach, Michael S.

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 3.66 MB

english, 2018

7

Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach

Douglas J. Hodgson, Oliver Linton, Keith Vorkink

Journal:

Journal of Applied Econometrics

Year:

2002

Language:

english

File:

PDF, 209 KB

english, 2002

8

Investor Overconfidence and Trading Volume

Meir Statman, Steven Thorley and Keith Vorkink

Journal:

Review of Financial Studies

Year:

2006

Language:

english

File:

PDF, 3.49 MB

english, 2006

9

Why Do Firms with Diversification Discounts Have Higher Expected Returns?

Mitton, Todd, Vorkink, Keith

Journal:

Journal of Financial and Quantitative Analysis

Year:

2010

Language:

english

File:

PDF, 147 KB

english, 2010

10

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

Grant McQueen and Keith Vorkink

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 1010 KB

english, 2004

11

Correlated Collateral

Nadauld, Taylor, Sherlund, Shane M., Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 722 KB

english, 2011

12

Idiosyncratic Volatility and Skewness: Time-Series Relations and the Cross-Section of Expected Returns

Boyer, Brian, Mitton, Todd, Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 176 KB

english, 2007

13

Testing Forward Exchange Rate Unbiasedness Efficiently: A Semiparametric Approach

Hodgson, Douglas J., Linton, Oliver, Vorkink, Keith

Journal:

Journal of Applied Economics

Year:

2004

Language:

english

File:

PDF, 278 KB

english, 2004

14

High resolution Chromatographic characterization of depolymerized coals of different rank: aliphatic and aromatic hydrocarbons

Richard E. Carlson, Scott Critchfield, William P. Vorkink, Ji-Zhou Dong, Ronald J. Pugmire, Milton L. Lee, Yuan Zhang, Joseph Shabtai, Keith D. Bartle

Journal:

Year:

1992

Language:

english

File:

PDF, 1.13 MB

english, 1992

15

Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach

Douglas J. Hodgson, Barrett A. Slade, Keith P. Vorkink

Journal:

The Journal of Real Estate Finance and Economics

Year:

2006

Language:

english

File:

PDF, 420 KB

english, 2006

16

Asset pricing theory and the valuation of Canadian paintings

Douglas J. Hodgson, Keith P. Vorkink

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2004

Language:

english

File:

PDF, 231 KB

english, 2004

17

Efficient Estimation of Conditional Asset-Pricing Models

Hodgson, Douglas J, Vorkink, Keith P

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 385 KB

english, 2003

18

Efficient Estimation of Conditional Asset-Pricing Models

Douglas J. Hodgson and Keith P. Vorkink

Journal:

Journal of Business and Economic Statistics

Year:

2003

Language:

english

File:

PDF, 575 KB

english, 2003

19

Asset Pricing Theory and the Valuation of Canadian Paintings

Douglas J. Hodgson and Keith P. Vorkink

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2004

Language:

english

File:

PDF, 2.90 MB

english, 2004

20

Expected Idiosyncratic Skewness

Boyer, Brian, Mitton, Todd, Vorkink, Keith

Journal:

Review of Financial Studies

Year:

2010

Language:

english

File:

PDF, 457 KB

english, 2010

21

Equilibrium Underdiversification and the Preference for Skewness

Todd Mitton and Keith Vorkink

Journal:

Review of Financial Studies

Year:

2007

Language:

english

File:

PDF, 3.45 MB

english, 2007

22

Return Distributions and Improved Tests of Asset Pricing Models

Journal:

Review of Financial Studies

Year:

2003

Language:

english

File:

PDF, 804 KB

english, 2003

23

Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach

Douglas J. Hodgson, Oliver Linton and Keith Vorkink

Journal:

Journal of Applied Econometrics

Year:

2002

Language:

english

File:

PDF, 719 KB

english, 2002

24

Neighborhood effects on speculative behavior

Mitton, Todd, Vorkink, Keith, Wright, Ian

Journal:

Journal of Economic Behavior & Organization

Year:

2018

Language:

english

File:

PDF, 1.43 MB

english, 2018

25

Neighborhood Effects on Speculative Behavior

Mitton, Todd, Vorkink, Keith, Wright, Ian

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 312 KB

english, 2012

26

Whence GARCH? A Preference-Based Explanation for Conditional Volatility

McQueen, Grant Richard, Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 547 KB

english, 2002

27

Expected Idiosyncratic Skewness

Boyer, Brian H., Mitton, Todd, Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 451 KB

english, 2009

28

Equilibrium Underdiversification and the Preference for Skewness

Mitton, Todd, Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2004

Language:

english

File:

PDF, 453 KB

english, 2004

29

Why Do Firms with Diversification Discounts Have Higher Expected Returns?

Mitton, Todd, Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 320 KB

english, 2008

30

The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions

Nadauld, Taylor, Sensoy, Berk A., Vorkink, Keith, Weisbach, Michael S.

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 1000 KB

2017

31

Private Equity Indices Based on Secondary Market Transactions

Boyer, Brian H., Nadauld, Taylor, Vorkink, Keith, Weisbach, Michael S.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.25 MB

english, 2018

32

Multivariate Realized Stock Market Volatility

Bauer, Gregory H., Vorkink, Keith

Journal:

SSRN Electronic Journal

Year:

2006

File:

PDF, 727 KB

2006