Frank Thomas Magiera

Frank Thomas Magiera's AcademicInfluence.com Rankings

Business

#809

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Accounting

#156

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Frank Thomas Magiera's Degrees

PhD Accounting Stanford University
Bachelors Economics Princeton University

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Frank Thomas Magiera's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings (1997) (1562)
There Is a Risk–Return Trade-Off After All (2005) (506)
Is the 2007 US Sub-Prime Financial Crisis So Different? An International Historical Comparison (2008) (479)
Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001) (386)
News Related to Future GDP Growth as a Risk Factor in Equity Returns (2003) (342)
Repeated Accounting Write-Offs and the Information Content of Earnings (1998) (274)
Macroeconomic Factors Do Influence Aggregate Stock Returns (2002) (210)
Political Elections and the Resolution of Uncertainty: The International Evidence (2001) (184)
Are the Fama and French Factors Global or Country Specific (2002) (144)
Evidence on the Speed of Convergence to Market Efficiency (2005) (122)
Analyzing the Analysts: When Do Recommendations Add Value? (2004) (119)
Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates (2001) (79)
Some Reflections on Accounting Adjustments and Economic Value Added (1999) (76)
Transparency and the Corporate Bond Market (2008) (76)
Investigating the Behavior of Idiosyncratic Volatility (2004) (73)
What Drives Firm-Level Stock Returns? (2002) (71)
Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers: 1983–2003 (2005) (69)
Book-to-Market across Firm Size, Exchange, and Seasonality: Is There an Effect? (1998) (68)
The Performance of Socially Responsible Investments: Investment Funds and Indices (2005) (67)
Disclosure Level and Compliance with IASs: A Comparison of Companies with and without U.S. Listings and Filings (2001) (67)
Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures (2008) (62)
International Portfolio Diversification Benefits: Cross-Country Evidence from a Local Perspective (2007) (59)
Explaining Credit Spread Changes: New Evidence from Option-Adjusted Bond Indexes (2004) (56)
Is It Fair to Blame Fair Value Accounting for the Financial Crisis (2010) (48)
Corporate Governance and Value Creation (2005) (46)
The Long-Run Return to Investors in Share Issue Privatization (2001) (41)
New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor (2002) (37)
Corporate Governance Ratings and Firm Performance (2009) (33)
Investing in Emerging Markets (2003) (33)
Risk and Volatility: Econometric Models and Financial Practice (2005) (29)
REIT Return Behavior in Advancing and Declining Stock Markets (1999) (28)
Socially Responsible Investments: Goody-Two-Shoes or Bad to the Bone? (2007) (27)
Contagion and Causality: An Empirical Investigation of Four Asian Crisis Episodes (2003) (25)
Demographics, Stock Market Flows, and Stock Returns (2004) (25)
Economies of Scale in Mutual Fund Administration (2000) (24)
Why Central Banks Should Not Burst Bubbles (2006) (24)
On the Valuation of Tax-Advantaged Retirement Accounts (2003) (23)
Why Active Fund Managers Often Underperform the S&P 500: The Impact of Size and Skewness (1999) (23)
Understanding Asset Values: Stock Prices, Exchange Rates, and the ‘Peso Problem,’ (2001) (23)
The Declining January Effect: Evidences from the U.S. Equity Markets (2003) (22)
Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns (2001) (22)
Trade Execution Costs and Market Quality after Decimalization (2004) (22)
The Performance of Hedge Funds: Risk, Return, and Incentives (2000) (21)
Sector Investment Growth Rates and the Cross Section of Equity Returns (2006) (21)
Hedge Fund and Commodity Fund Investments in Bull and Bear Markets (2002) (20)
The Dynamics of the Hedge Fund Industry (2005) (20)
Can Precious Metals Make Your Portfolio Shine (2009) (19)
Why Good Leaders Make Bad Decisions (2009) (19)
Global Imbalances: Globalization, Demography, and Sustainability (2009) (19)
How the Quest for Efficiency Corroded the Market (2004) (18)
Merton Unraveled: A Flexible Way of Modeling Default Risk (2006) (18)
Resolving the Global Imbalance: The Dollar and the U.S. Saving Rate (2009) (17)
Investment Management for Taxable Private Investors (2006) (17)
Diversification in Portfolios of Individual Stocks: 100 Stocks Are Not Enough (2008) (16)
Teaching Managerial Finance Through Compressed Video: An Alternative for Distance Education (1994) (16)
Has Financial Market Integration Increased during the Nineties (2002) (15)
All Things Considered, Taxes Drive the January Effect (2005) (15)
Backwardation and Commodity Futures Performance: Evidence from Evolving Agricultural Markets (2007) (14)
Forecasting Volatility in Financial Markets: A Review (2004) (14)
The Increasing Importance of Industry Factors (2001) (13)
Capital Cash Flows: A Simple Approach to Valuing Risky Cash Flows (2002) (12)
Issues in Comprehensive Personal Financial Planning (2002) (12)
Sovereign Wealth Funds: A Growing Global Force in Corporate Finance (2008) (12)
An Alternative Approach to After-Tax Valuation (2008) (12)
Currency Hedging for International Stock Portfolios: The Usefulness of Mean–Variance Analysis (2003) (11)
Strategic Options in Capital Budgeting and Program Selection under Fee‐For-Service and Managed Care (1996) (11)
Refining the Sharpe Ratio (2010) (10)
Emphasizing Low-Correlated Assets: The Volatility of Correlation (2008) (10)
Country Risk and a Quick Look at Latin America (1999) (10)
Heuristics and Biases in Retirement Savings Behavior (2008) (10)
Re-Examining Long-Run Purchasing Power Parity (1999) (9)
The Rise of Sector Effects in Major Equity Markets (2001) (9)
The Impact of Demographic Change on U.S. Labor Markets (2002) (9)
The Option Value of an Early-Stage Biotechnology Investment (2003) (9)
Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis (2006) (8)
Leverage Cycles and the Anxious Economy (2009) (8)
Long-Run Returns Following Open Market Share Repurchases (2007) (8)
The Fabrication of Entrepreneurial Fable: A Biographical Analysis (2006) (8)
The Risk and Return from Factors (1999) (8)
Market Reaction to Changes in the S&P SmallCap 600 Index (2007) (8)
Corporate Earnings and the Equity Premium (2005) (8)
Life without Treasury Securities (2001) (8)
International Portfolio Investment Flows (1998) (8)
The Psychology of Ethics in the Finance and Investment Industry (2007) (7)
A Performance Benchmark for Commercial Mortgages (1997) (7)
Why Fiscal Stimulus Is Unlikely to Work (2009) (7)
Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management (1998) (6)
How Long Can You Hold Leveraged ETFs (2009) (6)
Credit Risk in Japan's Corporate Bond Market (2000) (6)
Monetary Policy in an Interest-Free Economy (1999) (5)
The Index Futures Markets: Is Screen Trading More Efficient? (2004) (5)
Teaching Personal Investments via Long-Distance (1995) (5)
10 Things That Investors Should Know about Hedge Funds (2003) (5)
The Social Responsibility of the Investment Profession (2006) (5)
On Simple Indicators of Investment Performance (2005) (4)
The Closed-End Fund Puzzle: A Review (2000) (4)
The Revolution in Active Investing: Creating Wealth and Better Governance (2007) (4)
Everything You Wanted to Know about Credit Default Swaps: But Were Never Told (2010) (4)
The Role of Investment Philosophy in Evaluating Investment Managers: A Consultant’s Perspective on Distinguishing Alpha from Noise (2006) (4)
Distributional Properties of Spot and Forward Interest Rates: USD, DEM, GBP, and JPY (1999) (4)
The Changing Role of Supervision (1998) (4)
Geography of Venture Capital Financing: A Global Perspective (2007) (4)
Adding Risks: Samuelson's Fallacy of Large Numbers Revisited (2000) (4)
Private Equity in China: Why the Time Is Right (2002) (4)
Compliance with SEC Disclosure Requirements about Market Risk (2000) (4)
Optimizing the Initiation of Social Security Benefits (2007) (3)
The Next Step: 100% Equity Allocation for Pension Plans (2002) (3)
Reformulating Ankrim's Risk-Adjusted Performance Attribution (2006) (3)
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? (2001) (3)
The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2004) (3)
How Distance, Language, and Culture Influence Stockholdings and Trades (2002) (3)
Just Because We Can Doesn't Mean We Should: Why Daily Observation Frequency in Performance Attribution Is Not Better (2004) (3)
Does Corporate Diversification Destroy Value (2002) (3)
International Comparisons of Productivity Growth: Recent Developments (2002) (3)
The Case for a New Model of Financial Performance (1998) (3)
European Exchange-Traded Funds: An Overview (2003) (3)
The Cost of Tax Policy Uncertainty: Evidence from the Municipal Swap Market (2003) (3)
Asset-Pricing Anomalies in Global Industry Indexes (2000) (2)
Germany’s Eurozone Crisis Nightmare (2010) (2)
Modeling the Risk Premium on Eurodollar Bonds (2000) (2)
Five Principles to Hold Onto (Even When Your Boss Says the Opposite) (2009) (2)
Communists among Us in a Market Economy: Accountancy in the People's Republic of China (2000) (2)
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? (2008) (2)
Can Baby-Boomers’ Retirement Increase Stock Prices? (2006) (2)
Morningstar Ratings and Mutual Fund Performance (2001) (2)
The Structure of Interdependence in International Stock Markets (2003) (2)
Diversification and Yield Enhancement with Hedge Funds (2003) (2)
Delaying Social Security Payments: A Bootstrap (2007) (2)
Recovering Market Expectations of FOMC Rate Changes with Options on Federal Funds Futures (2006) (2)
Transitioning from Aggressive Acquirer to Efficient Operator (2006) (1)
The effect of divestiture motives on shareholder risk and return (1978) (1)
The Impact of S Corporation Status on Fair Market Value (2002) (1)
Employee Stock Options and Equity Valuation (2004) (1)
Outside Directors and Corporate Board Decisions (2005) (1)
Ethics under the Carpet (2000) (1)
The Regulatory Record of the Greenspan Fed (2006) (1)
Don't Count On It! The Perils of Numeracy (2004) (1)
Short Selling and Trading Abuses on Nasdaq (1997) (1)
Emerging Markets Benchmarks: Understanding an Evolving Asset Class (1997) (1)
Exploitable Patterns in Retirement Annuity Returns: Evidence from TIAA/CREF (2002) (1)
New Lists: Fundamentals and Survival Rates (2005) (1)
Linkages between Secondary and Primary Markets for Mortgages (2002) (1)
Dividend Taxation in Firm Valuation: New Evidence (2000) (1)
Does High Short Interest Lead Underperformance (2002) (1)
Agency Conflicts in Delegated Portfolio Management: Evidence from Namesake Mutual Funds (2008) (1)
Firm Valuation and Accounting for Employee Stock Options (1997) (1)
Monetary Policy and Fixed Income Returns (2003) (1)
Cross-Sectional Learning and Short-Run Persistence in Mutual Fund Performance (2007) (1)
Will Future Equity Risk Premium Decline (2008) (1)
Favoritism in Mutual Fund Families? Evidence on Strategic Cross-Fund Subsidization (2006) (1)
Realizing the Potential of Real Options: Does Theory Meet Practice? (2006) (1)
Blaming China Will Not Solve America’s Problem (2010) (1)
Bond Market Volatility vs. Stock Market Volatility: The Swiss Experience (2005) (1)
Greek Alphabet Soup and Risk-Adjusted Performance (2006) (1)
Challenges in Quantitative Equity Management (2008) (1)
Why Do Central Banks Intervene (1998) (1)
NAFTA and the Geography of North American Trade (2003) (1)
The Case for Commodities (2010) (1)
Overreaction and Insider Trading: Evidence from Growth and Value Portfolios (1998) (1)
Duration, Convexity, and Time as Components of Bond Returns (1997) (1)
Sustaining Price Stability (2005) (1)
Share Restrictions and Asset Pricing: Evidence from the Hedge Fund Industry (2007) (1)
India’s Demographic Moment (2010) (1)
Bad Beta, Good Beta (2005) (1)
New Kids on the Block (2005) (1)
Who Charges More: Hedge Funds or Mutual Funds? (2008) (1)
Conditional Performance Evaluation, Revisited (2005) (1)
Do You Need More Than One Manager for a Given Equity Style (1999) (1)
Abstract: Usefulness of Historical Risk Data to Estimate the Probability of Future Loss for Common Stocks (1972) (1)
The Shareholder Wealth Effects of CALPER's Focus List (2004) (0)
Are Alternatives the Next Bubble (2007) (0)
Why This Bust Is Different (2010) (0)
What a Portfolio Manager Needs to Implement a Tax-Efficient Strategy (2003) (0)
Ethics: That Thing Called Trust (1999) (0)
Do Losses Linger (2008) (0)
High–Frequency Performance Monitoring (2002) (0)
Why the United Kingdom Should Not Join the Eurozone (2009) (0)
Time Series Analysis, Cointegration, and Applications (2005) (0)
Globalization and Its Challenges (2004) (0)
The Relationship between Investor Attachment Style and Financial Advisor Loyalty (2009) (0)
China and the Water Sector (2008) (0)
Futures versus Physicals: Implementing an International Portfolio (2000) (0)
The Capital Asset Pricing Model and Market Microstructure (1999) (0)
Liabilities: The True Objective (2000) (0)
Why Can't We “Get” Insider Trading? (1999) (0)
Price Discovery and the International Flow of Information (2002) (0)
The Franchise Value Approach to the Leveraged Company (2003) (0)
On the Information Uncertainty Risk and the January Effect (2007) (0)
Volatility and Trading Demands in Stock Index Futures (2003) (0)
The Usefulness of Derivative-Related Accounting Disclosures (2002) (0)
Zero-Risk Market Returns for the Ultra-Conservative Client (2009) (0)
How Long Do Junk Bonds Spend in Default (1999) (0)
Synchronization Risk and Delayed Arbitrage (2003) (0)
How Much International Exposure Is Advantageous in a Domestic Portfolio (2000) (0)
Domestic Accounting Standards, International Accounting Standards, and the Predictability of Earnings (2002) (0)
The Case for Frontier Equity Markets (2008) (0)
Finding the [Financial] Cost of Socially Responsible Investing (2008) (0)
What Determines Corporate Transparency (2004) (0)
Equity Returns: Local GAAP versus U.S. GAAP for Foreign Issuers from Developing Countries (1999) (0)
A Note on Common Interest Rate Risk Measures (2004) (0)
Private Equity Investment Opportunities in Real Estate (2003) (0)
Why Institutions Systematically Underperform Broadly Based Market Indexes (1999) (0)
If Best Execution Is a Process, What Does That Process Look Like? (2008) (0)
Irrational Exuberance and Option Smiles (2000) (0)
Protecting Appreciation in Taxable Investment Securities and Portfolios with Hedging Strategies (2003) (0)
The Shrinking Equity Premium (2000) (0)
Stochastic Optimization of Retirement Portfolio Asset Allocations and Withdrawals (2009) (0)
Why the Euro Will Not Rival the Dollar (2008) (0)
Equity Manager Selection and Performance (2001) (0)
Drivebys Systematically Underperform (2006) (0)
Global Pricing of Equity (2002) (0)
Pension Plan Governance Models (2002) (0)
Rethinking the Bright New World of Global Finance (2008) (0)
Homeownership and Mixed–Asset Portfolio Allocations (2009) (0)
Capturing the Research Advantage (1999) (0)
Investment Results from Exploiting Turn-of-the-Month Effects (1997) (0)
Does Globalization Weaken Monetary Policy (2008) (0)
Trading Costs in Three U.S. Bond Markets (2004) (0)
Investment Strategies in Private Equity (2004) (0)
Lifetime Financial Advice: Human Capital, Asset Allocation, and Insurance (2007) (0)
Choosing Managers and Funds (2000) (0)
Items of Interest (1895) (0)
Brokerage Firm Analysts: How Good Are the Forecasts? (2001) (0)
The Rise and Fall of the ‘Dogs of the Dow,’ (1999) (0)
Allocating Shareholder Capital to Pension Plans (2006) (0)
Optimal Rebalancing for Taxable Portfolios (2003) (0)
Measuring the Cost of Capital in an International CAPM Framework (2000) (0)
Trends in Quantitative Finance (2006) (0)
CMBS: Moody's Approach to Terrorism Insurance for U.S. Commercial Real Estate (2002) (0)
Business Models for Asset Management (2006) (0)
How Dangerous Is the U.S. Current Account Deficit (2006) (0)
The 7 Habits of Highly Suspicious Hedge Funds (2010) (0)
A Factor Approach to Asset Allocation (2006) (0)
Do Investors Value Smooth Performance (2009) (0)
The DJIA Crossed 652,230 (2000) (0)
Short Selling: Examining the Wake of the Short Sale Restriction (2009) (0)
Social Security Privatization (2000) (0)
ETHICAL AND PROFESSIONAL STANDARDS (1999) (0)
Real Options and Investment Valuation (2002) (0)
Anomalies and Efficient Portfolio Formation (2003) (0)
Tax-Advantaged Savings Accounts and Tax-Efficient Wealth Accumulation (2005) (0)
Exchange-Traded Funds: From Passive to Active (2002) (0)
Security Analyst Independence (2004) (0)
Global Financial Services and a Global Single Currency (2007) (0)
What Do Entrepreneurs Pay for Venture Capital Affiliation (2005) (0)
Monetary Policy and the Long Boom (1999) (0)
The Defensive Asset Class: A New Paradigm in Plan Diversification (2002) (0)
Breakdown of Accounting Controls at Barings and Daiwa: Benefits of Using Opportunity-Cost Measures for Trading Activity (2000) (0)
Tax Increases Reduce GDP (2008) (0)
A Universal Performance Measure (2003) (0)
How Long Can Real Estate Investments Defy Weak Supply/Demand Conditions? (2004) (0)
Do Funds of Funds Make Sense (2006) (0)
Measuring Risk in the Hedge Fund Sector (2008) (0)
Search, Adverse Selection, and the Services of Financial Experts (2004) (0)
Stock Return Predictability and Model Uncertainty (2003) (0)
Active Risk and Information Ratio (2005) (0)
Do Exotic Currencies Improve the Risk-Adjusted Performance of Dynamic Currency Overlays? (2002) (0)
Why the Euro Will Rival the Dollar (2008) (0)
A More Efficient Frontier (1999) (0)
Facing Facts about America's True Financial Condition and Fiscal Outlook (2005) (0)
TIPS as an Asset Class (2002) (0)
Tracking Stocks and the Acquisition of Real Options (2001) (0)
Hedge Fund Survey: Risk Management Overview (2001) (0)
Tax-Adjusted Portfolio Optimization and Asset Location: Extensions and Synthesis (2009) (0)
Adapting to Tomorrow's Markets (1999) (0)
The ABCs of HELs (2006) (0)
Options Analysis of Managed Care Contracting and Regulation: Theory and Evidence (2000) (0)
Does Allowing Alternative Hedge Designations Affect Financial Statement Comparability (2005) (0)
Are Dividend Changes a Sign of Firm Maturity? (corrected) (2003) (0)
How Much New Information Is There in Earnings (2009) (0)
Animal Foraging and Investors’ Portfolios: Why the Decision Similarity? (2009) (0)
The Effectiveness of Institutional Activism (2002) (0)
Improving Pension Fund Performance (1999) (0)
The Benefits of International Small Capitalization Stocks in a Global Portfolio (2002) (0)
As Boomers Slow Down, So Might the Economy (2008) (0)
Benchmarks and Investment Management (2003) (0)
Differences in Trading Behavior across NYSE Specialist Firms (1999) (0)
A Capital Markets View of Mortgage Servicing Rights (2002) (0)
Idiosyncratic Risk Matters (2003) (0)
The Extended Portfolio in Private Wealth Management (2008) (0)

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What Schools Are Affiliated With Frank Thomas Magiera?

Frank Thomas Magiera is affiliated with the following schools:

Northern Arizona University

Frank Thomas Magiera's Academic­Influence.com Rankings