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Keith Vorkink
Keith Vorkink
Professor of Finance, Brigham Young University
Verified email at byu.edu
Title
Cited by
Cited by
Year
Investor overconfidence and trading volume
M Statman, S Thorley, K Vorkink
The Review of Financial Studies 19 (4), 1531-1565, 2006
13042006
Expected idiosyncratic skewness
B Boyer, T Mitton, K Vorkink
The Review of Financial Studies 23 (1), 169-202, 2010
11222010
Equilibrium underdiversification and the preference for skewness
T Mitton, K Vorkink
The Review of Financial Studies 20 (4), 1255-1288, 2007
10032007
Stock options as lotteries
BH Boyer, K Vorkink
The Journal of Finance 69 (4), 1485-1527, 2014
3322014
Forecasting multivariate realized stock market volatility
GH Bauer, K Vorkink
Journal of Econometrics 160 (1), 93-101, 2011
1932011
Asset pricing theory and the valuation of Canadian paintings
DJ Hodgson, KP Vorkink
Canadian Journal of Economics/Revue canadienne d'économique 37 (3), 629-655, 2004
1282004
Whence GARCH? A preference-based explanation for conditional volatility
G McQueen, K Vorkink
Review of Financial Studies 17 (4), 915-949, 2004
1062004
Testing the capital asset pricing model efficiently under elliptical symmetry: A semiparametric approach
DJ Hodgson, O Linton, K Vorkink
Journal of applied econometrics 17 (6), 617-639, 2002
1012002
The liquidity cost of private equity investments: Evidence from secondary market transactions
TD Nadauld, BA Sensoy, K Vorkink, MS Weisbach
Journal of Financial Economics 132 (3), 158-181, 2019
972019
Why do firms with diversification discounts have higher expected returns?
T Mitton, K Vorkink
Journal of Financial and Quantitative Analysis 45 (6), 1367-1390, 2010
692010
Efficient estimation of conditional asset-pricing models
DJ Hodgson, KP Vorkink
Journal of Business & Economic Statistics 21 (2), 269-283, 2003
392003
Return distributions and improved tests of asset pricing models
K Vorkink
The Review of Financial Studies 16 (3), 845-874, 2003
342003
Multivariate realized stock market volatility
GH Bauer, K Vorkink
Available at SSRN 938151, 2006
272006
The liquidity cost of private equity investments: Evidence from secondary market transactions
TD Nadauld, BA Sensoy, K Vorkink, MS Weisbach
National Bureau of Economic Research, 2016
222016
Constructing commercial indices: A semiparametric adaptive estimator approach
DJ Hodgson, BA Slade, KP Vorkink
The Journal of Real Estate Finance and Economics 32, 151-168, 2006
222006
Neighborhood effects on speculative behavior
T Mitton, K Vorkink, I Wright
Journal of Economic Behavior & Organization 151, 42-61, 2018
212018
Private equity indices based on secondary market transactions
B Boyer, TD Nadauld, KP Vorkink, MS Weisbach
National Bureau of Economic Research, 2018
202018
Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions
BH Boyer, TD Nadauld, KP Vorkink, MS Weisbach
The Journal of Finance 78 (2), 835-885, 2023
192023
Testing forward exchange rate unbiasedness efficiently: A semiparametric approach
DJ Hodgson, O Linton, K Vorkink
Journal of applied Economics 7 (1), 325-353, 2004
182004
Idiosyncratic volatility and skewness: time-series relations and the cross-section of expected returns
B Boyer, T Mitton, K Vorkink
Available at SSRN 972668, 2007
152007
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