Current Membership in Professional Organizations




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Curriculum Vitae


David R. Peterson


April 24, 2012


General Information


University address: Department of Finance
College of Business
Florida State University
Tallahassee, Florida 32306-1110
Phone: (850) 644-8200; Fax: (850) 644-4225

E-mail address: dpeterson@cob.fsu.edu


Professional Preparation


1981 Ph.D., University of North Carolina, Chapel Hill, N.C. Major: Business Administration. Finance.


1976 B.S., Miami University, Oxford, Ohio. Major: Economics.


Professional Experience


1998–present Wells Fargo Professor of Finance, Florida State University.


1990–1998 Professor of Finance, Florida State University.


1986–1990 Associate Professor of Finance, Florida State University.


1981–1986 Assistant Professor of Finance, Florida State University.


1979–1981 Lecturer, Fuqua School of Business, Duke University.


Honors, Awards, and Prizes


Salary Plan for Professors Award, Florida State University (2011).

Professorial Excellence Program Award, Florida State University (1999).

Teaching Incentive Program Award, Florida State University (1995).

Developing Scholar Award, Florida State University (1989).


Current Membership in Professional Organizations


American Finance Association


Teaching


Courses Taught


Investments (FIN4504)

Doctoral Seminar in Finance - Investments (FIN6527)

Doctoral Financial Theory II (FIN5935)

Security Analysis and Portfolio Management (FIN4514)


Doctoral Committee Chair


Brisker, E., graduate. (2012).

Smedema, A., graduate. (2011).

Bray, D. E., graduate. (2010).

Price, S. M., graduate. (2010).

Delisle, R. J., graduate. (2010).

Moll, C. R., graduate. (2010).

Banerjee, P., graduate. (2008).

Diavatopoulos, C., graduate. (2008).

Boney, V., graduate. (2007).

Wright, C., graduate. (2007).

Price, R., graduate. (2006).

Cotten, B., graduate. (2005).

Prati, R., graduate. (2004).

Keene, M., graduate. (2004).

Lawrence, K., graduate. (2001).

Howton, S., graduate. (1997).

Higgins, E., graduate. (1996).

Conover, C. M., graduate. (1995).

Richardson, T., graduate. (1994).

Niendorf, B., graduate. (1994).

St Pierre, E., graduate. (1993).

Goff, D., graduate. (1991).

Gunter, M., graduate. (1990).

Klein, L., graduate. (1987).

Hoffmann, A., doctoral candidate. (2013).


Doctoral Committee Cochair


Turk, G., graduate. (2006).

Genin, V., graduate. (1993).


Doctoral Committee Member


Mauck, N. A., graduate. (2011).

Harman, Y., graduate. (2000).

Alexander, J., graduate. (1991).

Dukas, S., graduate. (1990).

Dickinson, A., graduate. (1989).

Sullivan, M., graduate. (1988).

Woan, R., graduate. (1988).

Fehrs, D., graduate. (1987).

Tucker, A., graduate. (1986).

Yoo, T., graduate. (1984).

Gehy, D., doctoral candidate. (2013).


Doctoral Committee University Representative


Meyer, K. S., graduate. (2009).

Doyle, C., graduate. (2005).

Moffit, J., graduate. (2001).

Richards, K., doctoral candidate. (2013).


Research and Original Creative Work


Publications


Refereed Journal Articles


DeLisle, R., Doran, J., & Peterson, D. R. (submitted). Implied Systematic Moments and the Cross- Section of Stock Returns. Manuscript submitted for publication.


Doran, J., Jiang, D., & Peterson, D. R. (submitted). Short Sale Constraints and the Idiosyncratic Volatility Puzzle. Manuscript submitted for publication.


Doran, J., Jiang, D., & Peterson, D. R. (in press). Gambling Preference and the New Year Effect of Assets with Lottery Features. Review of Finance.


Doran, J., Peterson, D. R., & Price, S. (in press). Earnings Conference Call Content and Stock Price: The Case of REITs. Journal of Real Estate Finance and Economics.


Price, S., Doran, J., Peterson, D. R., & Bliss, B. (2012). Earnings Conference Calls and Stock Returns: The Incremental Informativeness of Textual Tone. Journal of Banking and Finance, 36 (4), 992-1011.


Diavatopoulos, C., Doran, J., Fodor, A., & Peterson, D. R. (2012). The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns. Journal of Banking and Finance, 36 (3), 786-802.


Peterson, D. R., & Smedema, A. (2011). The Return Impact of Realized and Expected Idiosyncratic Volatility. Journal of Banking and Finance, 35 (10), 2547-2558.


DeLisle, R., Doran, J., & Peterson, D. R. (2011). Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns. Journal of Futures Markets, 31, 34-54.


Doran, J., Peterson, D. R., & Wright, C. (2010). Confidence, Opinions of Market Efficiency, and Investment Behavior of Finance Professors. Journal of Financial Markets, 13, 174-195.


Krieger, K., & Peterson, D. R. (2009). Predicting Stock Splits with the Help of Prior Firm-Specific Experiences. Journal of Economics and Finance, 33, 410-421.


Autore, D., Bray, D., & Peterson, D. R. (2009). Intended Use of Proceeds and the Long-Run Performance of Seasoned Equity Issuers. Journal of Corporate Finance, 15, 358-367.


Diavatopoulos, C., Doran, J., & Peterson, D. R. (2008). The Information Content in Implied Idiosyncratic Volatility and the Cross-Section of Stock Returns: Evidence from the Option Markets. Journal of Futures Markets, 28, 1013-1039.


Banerjee, P., Doran, J., & Peterson, D. R. (2007). Implied Volatility and Future Portfolio Returns. Journal of Banking and Finance, 31, 3183-3199.


Doran, J., Peterson, D. R., & Tarrant, B. (2007). Is there Information in the Volatility Skew? Journal of Futures Markets, 27, 921-959.


Boney, V., Doran, J., & Peterson, D. R. (2007). The Effect of the Spider Exchange Traded Fund on the Demand for S&P Index Mutual Funds. 6th Annual Guide to Exchange Traded Funds and Indexing Innovations, 61-74.


Keene, M., & Peterson, D. R. (2007). The Importance of Liquidity as a Factor in Asset Pricing. Journal of Financial Research, 30, 91-109.


Nagel, G., Peterson, D. R., & Prati, R. (2007). The Effect of Risk Factors on Estimating Cost of Equity. Quarterly Journal of Business and Economics, 46, 61-87.


Higgins, E., & Peterson, D. R. (2001). The Significance of Serial Cross-Correlations After Controlling for a Specific Factor Structure in Security Returns. Quarterly Journal of Business and Economics, 40, 117-140.


Higgins, E., & Peterson, D. R. (1999). Day-of-the-Week Autocorrelations, Cross-Autocorrelations, and the Weekend Phenomenon. Financial Review, 34, 159-170.


Howton, S., & Peterson, D. R. (1999). A Cross-Sectional Empirical Test of a Dual-State Multi-Factor Pricing Model. Financial Review, 34, 47-63.


Conover, C., & Peterson, D. R. (1999). The Lead-Lag Relationship Between the Option and Stock Markets Prior to Substantial Earnings Surprises and the Effect of Securities Regulation. Journal of Financial and Strategic Decisions, 12, 41-52.


Richardson, T., & Peterson, D. R. (1999). The Cross-Autocorrelation of Size-Based Portfolio Returns is Not an Artifact of Portfolio Autocorrelation. Journal of Financial Research, 22, 1-13.


Higgins, E., & Peterson, D. R. (1998). The Power of One and Two-Sample t-statistics Given Event-Induced Variance Increases and Nonnormal Stock Returns: A Comparative Study. Quarterly Journal of Business and Economics, 37, 27-49.


Howton, S., & Peterson, D. R. (1998). An Examination of Cross-Sectional Realized Stock Returns Using a Varying-Risk Beta Model. Financial Review, 33, 199-212.


Richardson, T., & Peterson, D. R. (1997). Causes of Cross-Autocorrelation in Security Returns: Transaction Costs versus Information Quality. Journal of Economics and Finance, 21, 29-40.


Friday, H., & Peterson, D. R. (1997). January Return Seasonality in Real Estate Investment Trusts: Information versus Tax-Loss Selling Effects. Journal of Financial Research, 24, 33-51.


Niendorf, B., & Peterson, D. R. (1997). The Impact of Option Introduction on Stock Return Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and Intrinsic Variances. Financial Review, 32, 125-144.


Perfect, S., & Peterson, D. R. (1997). Day-of-the-Week Effects in the Long-Run Performance of Initial Public Offerings. Financial Review, 32, 49-70.


Niendorf, B., & Peterson, D. R. (1996). The Cross-Sectional Effect of Option Listing on Firm Stock Return Variances: Differential Effects on the Bid-Ask Spread, Return Autocorrelations, and Intrinsic Variances. Journal of Financial Research, 19, 515-539.


Peterson, D. R. (1996). The Negative Relation Between Daily Index Return Serial Correlations and Conditional Variances: Does it Have Mathematical or Economic Origins. Journal of Financial Research, 19, 429-442.


Peterson, D. R. (1995). The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights. Journal of Financial and Quantitative Analysis, 30, 607-618.


Peterson, D. R., & Peterson, P. (1995). Abnormal Returns and Analysts' Earnings Forecast Revisions Associated with the Publication of Stock Highlights by the Value Line Investment Survey.". Journal of Financial Research, 18, 465-477.


Perfect, S., Peterson, D. R., & Peterson, P. (1995). Self-tender Offers: The Effects of Free Cash Flow, Cash Flow Signaling, and the Measurement of Tobin's q. Journal of Banking and Finance, 19, 1005-1023.


Fant, L., & Peterson, D. R. (1995). The Effect of Size, Book-to-Market Equity, Prior Returns, and Beta on Stock Returns: January versus the Remainder of the Year. Journal of Financial Research, 18, 129-142.


Wall, L., & Peterson, D. R. (1995). Bank Holding Company Capital Targets in the Early 1990s: The Regulators versus the Markets. Journal of Banking and Finance, 19, 563-574.


Peterson, D. R. (1995). The Influence of Organized Options Trading on Stock Price Behavior Following Large One-Day Stock Price Declines. Journal of Financial Research, 18, 33-44.


Goff, D., & Peterson, D. R. (1995). Value Line's Predictive Ability: Is it due to the Size, Earnings/Price, or Share Price Anomalies. Advances in Investment Analysis and Portfolio Management, 3, 51-67.


Cox, D., & Peterson, D. R. (1994). Stock Returns Following Large One-Day Declines: Evidence on Short-term Reversals and Longer Term Performance. Journal of Finance, 49, 255-267.


Peterson, D. R., & Peterson, P. (1994). Variance Increases Following Large Stock Distributions: The Role of Changing Bid-Ask Spreads and True Variances. Journal of Banking and Finance, 18, 199-206.


Dickinson, A., & Peterson, D. R. (1993). Overreaction in the Options Market: Seasonal Patterns. Journal of Financial and Strategic Decisions, 6, 23-31.


Peterson, D. R., & Peterson, P. (1993). Dutch Auction versus Fixed-Price Self-Tender Offers: Do Firms Overpay in Fixed-Price Offers. Journal of Financial Research, 16, 39-48.


Peterson, D. R., & Peterson, P. (1992). A Further Understanding of Stock Distributions: The Case of Reverse Stock Splits. Journal of Financial Research, 15, 189-205.


Dickinson, A., Peterson, D. R., & Christiansen, W. (1991). An Empirical Investigation Into the Failure of First RepublicBank: Is There a Contagion Effect? Financial Review, 26, 303-318.


Peterson, D. R., & Peterson, P. (1991). The Medium of Exchange in Mergers and Acquisitions. Journal of Banking and Finance, 15, 383-405.


Sullivan, M., Peterson, P., & Peterson, D. R. (1990). Two-Stage Acquisitions, Free-Riding, and Corporate Control. Financial Review, 25, 405-419.


Wall, L., & Peterson, D. R. (1990). The Effect of Continental Illinois' Failure on the Financial Performance of Other Banks. Journal of Monetary Economics, 26, 77-99.


Peterson, D. R. (1990). A Transaction Data Study of Day-of-the-Week and Intraday Patterns in Option Returns. Journal of Financial Research, 13, 117-131.


Peterson, D. R. (1990). Stock Return Seasonalities and Earnings Information. Journal of Financial and Quantitative Analysis, 25, 187-201.


Klein, L., & Peterson, D. R. (1989). Earnings Forecast Revisions Associated with Stock Split Announcements. Journal of Financial Research, 12, 319-328.


Dickinson, A., & Peterson, D. R. (1989). Seasonality in the Options Market. Financial Review, 24, 529-540.


Tucker, A., Peterson, D. R., & Scott, E. (1988). Tests of the Black-Scholes and Constant Elasticity of Variance Currency Call Option Valuation Models. Journal of Financial Research, 11, 201-213.


Fehrs, D., Benesh, G., & Peterson, D. R. (1988). Evidence of a Relation Between Stock Price Reactions Around Cash Dividend Changes and Yields. Journal of Financial Research, 11, 111-123.


Wall, L., & Peterson, D. R. (1988). Capital Changes at Large Affiliated Banks. Journal of Financial Services Research, 1, 253-275.


Klein, L., & Peterson, D. R. (1988). Investor Expectations of Volatility Increases Around Large Stock Splits as Implied in Call Option Premia. Journal of Financial Research, 11, 71-80.


Peterson, D. R., & Tucker, A. (1988). Implied Spot Rates as Predictors of Currency Returns: A Note. Journal of Finance, 43, 247-258.


Peterson, D. R. (1987). Security Price Reactions to Initial Reviews of Common Stock by the Value Line Investment Survey. Journal of Financial and Quantitative Analysis, 22, 483-494.


Wall, L., & Peterson, D. R. (1987). The Effect of Capital Adequacy Guidelines on Large Bank Holding Companies. Journal of Banking and Finance, 11, 581-600.


Peterson, P., Peterson, D. R., & Moore, N. (1987). The Adoption of New-Issue Dividend Reinvestment Plans and Shareholder Wealth. Financial Review, 22, 221-232.


Peterson, D. R. (1986). An Empirical Test of an Ex-Ante Model of the Determination of Stock Return Volatility. Journal of Financial Research, 9, 203-214.


Moore, N., Peterson, D. R., & Peterson, P. (1986). Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings. Journal of Finance, 41, 451-463.


Pruitt, S., & Peterson, D. R. (1986). Security Price Reactions Around Product Recall Announcements. Journal of Financial Research, 9, 113-122.


Ang, J., Peterson, D. R., & Peterson, P. (1986). The Neglected Stock Anomaly: Further Evidence. Review of Business and Economic Research, 21, 44-52.


Ang, J., & Peterson, D. R. (1986). Optimal Debt Versus Debt Capacity: A Disequilibrium Model of Corporate Debt Behavior. Research in Finance, 6, 51-72.


Ang, J., Peterson, P., & Peterson, D. R. (1985). Investigations into the Determinants of Risk: A New Look. Quarterly Journal of Business and Economics, 24, 3-20.


Ang, J., & Peterson, D. R. (1985). Return, Risk, and Yield: Evidence from Ex-Ante Data. Journal of Finance, 40, 537-548.


Peterson, P., Peterson, D. R., & Ang, J. (1985). Direct Evidence on the Marginal Rate of Taxation on Dividend Income. Journal of Financial Economics, 14, 267-282.


Ang, J., Peterson, D. R., & Peterson, P. (1985). Marginal Tax Rates: Evidence from Nontaxable Corporate Bonds: A Note. Journal of Finance, 40, 327-332.


Peterson, P., Peterson, D. R., & Ang, J. (1985). The Extinguishment of Debt Through In-Substance Defeasance. Financial Management, 14, 59-67.


Ang, J., & Peterson, D. R. (1984). Empirical Properties of the Elasticity Coefficient in the Constant Elasticity of Variance Stochastic Process of Securities. Financial Review, 19, 372-380.


Ang, J., & Peterson, D. R. (1984). An Empirical Study of the Diffusion Process of Securities and Portfolios. Journal of Financial Research, 7, 219-229.


Peterson, D. R., & Waldman, D. (1984). A Model of Heterogeneous Expectations as a Determinant of Short Sales. Journal of Financial Research, 7, 1-16.


Peterson, D. R., & Peterson, P. (1982). The Effect of Changing Expectations Upon Stock Returns. Journal of Financial and Quantitative Analysis, 17, 799-813.


Peterson, P., & Peterson, D. R. (1982). Divergence of Opinion and Return. Journal of Financial Research, 3, 125-134.


Peterson, D. R., & Rice, M. (1980). A Note on Ambiguity in Portfolio Performance Measures. Journal of Finance, 35, 1251-1256.

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