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Analysts’ forecasts timeliness and accuracy post-XBRL
Lambert, S. L., Krieger, K., & Mauck, N. (2019). Analysts’ forecasts timeliness and accuracy post-XBRL. International Journal of Accounting & Information Management, 27(1). doi:0.1108/IJAIM-05-2017-0061
Price movements and the prevalence of informed traders
Krieger, K., & Fodor, A. (2013). Price movements and the prevalence of informed traders: The case of line movement in college basketball. Journal of Economics and Business, 68. doi:10.1016/j.jeconbus.2013.04.002
The power of wagering on power conferences
Krieger, K., Girdner, C., & Fodor, A. (2013). The power of wagering on power conferences. Journal of Prediction Markets, 7(1).
Does jet lag create a profitable opportunity for NFL bettors?
Fodor, A., & Krieger, K. (2014). Does jet lag create a profitable opportunity for NFL bettors?. Journal of Gambling, Business and Economics, 8(1). doi:10.5750/jgbe.v8i1.621
Relevance of goodwill impairments to cash flow prediction and forecasting
Bostwick, E. D., Krieger, K., & Sherwood, L. L. (2015). Relevance of goodwill impairments to cash flow prediction and forecasting. Journal of Accounting, Auditing and Finance, 31(3). doi:10.1177/0148558X15596201
Do option open-interest changes foreshadow future equity returns?
Fodor, A., Krieger, K., & Doran, J. S. (2011). Do option open-interest changes foreshadow future equity returns?. Financial Markets and Portfolio Management, 25, 265-280. doi:10.1007/s11408-011-0164-z
Implications for asset returns in the implied volatility skew
Doran, J. S., & Krieger, K. (2010). Implications for asset returns in the implied volatility skew. Financial Analysts Journal, 66(1), 65-76. doi:10.2469/faj.v66.n1.9
Predicting stock splits with the help of firm-specific experiences
Krieger, K., & Peterson, D. R. (2009). Predicting stock splits with the help of firm-specific experiences. Journal of Economics and Finance, 33(4), 410-421. doi:10.1007/s12197-008-9054-2
Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, K., Mauck, N., & Vazquez, J. (2015). Comparing U.S. and European market volatility responses to interest rate policy announcements. International Review of Financial Analysis, 39. doi:10.1016/j.irfa.2015.03.003
Post-accident stock returns of aircraft manufacturers based on potential fault
Krieger, K., & Chen, D. (2015). Post-accident stock returns of aircraft manufacturers based on potential fault. Journal of Air Transport Management, 43. doi:10.1016/j.jairtraman.2015.01.002
Do instructors practice full disclosure when teaching the CAPM?
Krieger, K., Fodor, A., & Peterson, D. I. (2008). Do instructors practice full disclosure when teaching the CAPM?. Advances in Financial Education, 34, 89-101.
Predicting extreme returns and portfolio management implications
Krieger, K., Fodor, A., Mauck, N., & Stevenson, G. (2013). Predicting extreme returns and portfolio management implications. Journal of Financial Research, 36(4). doi:10.1111/jfir.12020
Inefficient pricing from holdover bias in NFL point spread markets
Fodor, A., DiFilippo, M., Krieger, K., & Davis, J. (2013). Inefficient pricing from holdover bias in NFL point spread markets. Applied Financial Economics, 23(17). doi:10.1080/09603107.2013.829201
Exploiting week 2 bias in the NFL betting markets
Davis, J., McElfresh, L., Krieger, K., & Fodor, A. (2015). Exploiting week 2 bias in the NFL betting markets. Journal of Prediction Markets, 9(1).
Informational differences in NFL point spread and moneyline markets
Fodor, A., Krieger, K., Kirch, D., & Kreutzer, A. (2012). Informational differences in NFL point spread and moneyline markets. The Journal of Prediction Markets, 6(2).
Option market efficiency and analyst recommendations
Doran, J. S., Fodor, A., & Krieger, K. (2010). Option market efficiency and analyst recommendations. Journal of Business Finance & Accounting, 37(5), 560-590. doi:10.1111/j.1468-5957.2010.02189.x
Anchoring and probability weighting in option prices
DeLisle, R. J., Diavatopoulos, D., Fodor, A., & Krieger, K. (2017). Anchoring and probability weighting in option prices. The Journal of Futures Markets, 37(6), 614-638. doi:10.1002/fut.21833
Do senior citizens prefer dividends?
Krieger, K., Bong-Soo, L., & Mauck, N. (2013). Do senior citizens prefer dividends?: Local clienteles vs. firm characteristics. Journal of Corporate Finance, 23. doi:10.1016/j.jcorpfin.2013.08.002
The unintended consequences of high expectations and pressure on new CEOs
Krieger, K., & Ang, J. S. (2013). The unintended consequences of high expectations and pressure on new CEOs. Journal of Business Finance & Accounting, 40(3). doi:10.1111/jbfa.12021
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