David Weinbaum
- Email Contact Me
- Phone 315-443-3476
- Department Finance
- Office 620
- Resume
Publications
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Inferring Aggregate Market Expectations from the Cross-Section of Stock Prices
2024 Journal of Financial and Quantitative Analysis, Bali, T., Nichols, C.
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Financial Reporting Quality and Investment Efficiency: The Role of Strategic Alliances
2023 Journal of Contemporary Accounting & Economics, Huang, H., Yehuda, N.
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Option Trading Activity, News Releases, and Stock Return Predictability
2023 Management Science, Muravyev, D., Fodor, A., Cremers, M.
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The Economic Consequences of Perk Disclosure
2017 Contemporary Accounting Research,34, Grinstein, Y., Yehuda, N.
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Aggregate Jump and Volatility Risk in the Cross ? Section of Stock Returns
2015 Journal of Finance, The, Cremers, M., Halling, M.
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Preference Heterogeneity and Asset Prices: An Exact Solution,
2011 Journal of Banking & Finance,34,9,2238 ‐ 2246,
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Deviations from put-call parity and stock return predictability
2010 Journal of Financial and Quantitative Analysis,45,2,335-367, Cremers, M.
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Does skin in the game matter? Director incentives and governance in the mutual fund industry
2009 Journal of Financial and Quantitative Analysis,44,6,1345-1373, Cremers, M., Driessen, J., Maenhout, P.
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Investor heterogeneity, asset pricing and volatility dynamics
2009 Journal of Economic Dynamics and Control,33,7,1379-1397,
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Assessing the historical performance of hospitality stocks: The investor's perspective
2009 Cornell Hospitality Quarterly,50,1,113-125,
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Individual stock-option prices and credit spreads
2008 Journal of Banking & Finance,32,12,2706-2715, Cremers, M., Driessen, J., Maenhout, P.
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A conditional extreme value volatility estimator based on high-frequency returns
2007 Journal of Economic Dynamics and Control,31,2,361-397, Bali, T.
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A comparative study of alternative extreme-value volatility estimators
2005 Journal of Futures Markets,25,9,873-892, Bali, T.
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Subsistence consumption, habit formation and the demand for the long-term bonds
2005 Journal of Economics and Business,57,4,273-287,
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Sep 01, 2016
2016 Whitman faculty teaching award
Whitman School of Management -
Jan 01, 2014
Harris Fellow in Finance
Whitman -
Jan 01, 2008
Wheeler award for quantitative and behavioral research in finance
Numeric Investors -
Jan 01, 2008
Crowell memorial award
PanAgora Asset Management -
Jan 01, 2007
Johnson Globe award for excellence in teaching
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Jan 01, 2001
American association of individual investors award for best paper in investments
Financial Management Association