User profiles for Richard A. Defusco
Richard a DeFuscoUniversity of Nebraska-Lincoln Verified email at unl.edu Cited by 2042 |
The effect of executive stock option plans on stockholders and bondholders
RA DeFusco, RR Johnson, TS Zorn - The Journal of Finance, 1990 - Wiley Online Library
Executive stock option plans have asymmetric payoffs that could induce managers to take
on more risk. Evidence from traded call options and stock return data supports this notion. …
on more risk. Evidence from traded call options and stock return data supports this notion. …
[BOOK][B] Quantitative investment analysis
RA DeFusco, DW McLeavey, JE Pinto, DE Runkle… - 2015 - books.google.com
Your complete guide to quantitative analysis in the investment industry Quantitative Investment
Analysis, Third Edition is a newly revised and updated text that presents you with a blend …
Analysis, Third Edition is a newly revised and updated text that presents you with a blend …
Long‐run diversification potential in emerging stock markets
RA DeFusco, JM Geppert, GP Tsetsekos - Financial Review, 1996 - Wiley Online Library
In this paper we use cointegration tests to examine the long‐run diversification potential of
13 emerging capital markets. The Johansen [18] and Johansen and Juselius [19] …
13 emerging capital markets. The Johansen [18] and Johansen and Juselius [19] …
The association between executive stock option plan changes and managerial decision making
RA DeFusco, TS Zorn, RR Johnson - Financial Management, 1991 - JSTOR
This paper examines the behavior of managerial investment, dividend, and capital structure
decisions subsequent to the adoption of stock options as part of the compensation package. …
decisions subsequent to the adoption of stock options as part of the compensation package. …
The exchange traded funds' pricing deviation: analysis and forecasts
RA DeFusco, SI Ivanov, GV Karels - Journal of Economics and Finance, 2011 - Springer
In this paper, we study the pricing deviations of the three most liquid Exchange Traded Funds
from the price of the underlying index. We examine Spider, Diamonds, and Cubes and find …
from the price of the underlying index. We examine Spider, Diamonds, and Cubes and find …
The effects of airline strikes on struck and nonstruck carriers
RA De Fusco, SM Fuess Jr - ILR Review, 1991 - journals.sagepub.com
… * Richard DeFusco is Assistant Professor of Finance and Scott Fuess is Assistant Professor
… from Richard DeFusco, Department of Finance, University of Nebraska, Lincoln, NE 68588. …
… from Richard DeFusco, Department of Finance, University of Nebraska, Lincoln, NE 68588. …
Day of the week effects: A test of the information timing hypothesis
RA DeFusco, GM McCabe… - Journal of Business …, 1993 - Wiley Online Library
Many explanations have been offered for the negative Monday effect. An obvious conjecture
is that the negative return might be due to firms timing the release of information after the …
is that the negative return might be due to firms timing the release of information after the …
SKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS.
RA DeFusco, GV Karels… - Journal of Business …, 1996 - search.ebscohost.com
There is much evidence that stock returns are skewed. Tests of skewness persistence to date
are indirect and neglect the sampling error of skewness. The persistence of skewness in …
are indirect and neglect the sampling error of skewness. The persistence of skewness in …
Portfolio performance, managerial ownership, and the size effect
GP Tsetsekos, RA DeFusco - Journal of Portfolio Management, 1990 - search.proquest.com
The extent to which portfolio returns depend on the degree of convergence of interest between
managers and shareholders is examined using managerial holdings as a proxy for the …
managers and shareholders is examined using managerial holdings as a proxy for the …
Changes in the information efficiency of stock prices: Additional evidence
Previous research shows, using data from three quarters after the implementation of regulation
fair disclosure (Reg FD), that there is an improvement in the informational efficiency of …
fair disclosure (Reg FD), that there is an improvement in the informational efficiency of …