Geoffrey C. Friesen

University of Nebraska at Lincoln - Department of Finance

Associate Professor of Finance

Department of Finance

Lincoln, NE 68588-0489

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 9,055

SSRN RANKINGS

Top 9,055

in Total Papers Downloads

6,412

SSRN CITATIONS
Rank 10,457

SSRN RANKINGS

Top 10,457

in Total Papers Citations

22

CROSSREF CITATIONS

98

Ideas:
“  The role of Finance in promoting human flourishing and the common good.  ”

Scholarly Papers (15)

1.

Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability

Journal of Banking and Finance, Vol. 31, pp. 2796-2816, 2007
Number of pages: 36 Posted: 20 Jan 2007 Last Revised: 10 Aug 2009
Geoffrey C. Friesen and Travis Sapp
University of Nebraska at Lincoln - Department of Finance and Iowa State University - Department of Finance
Downloads 2,023 (9,347)
Citation 12

Abstract:

Loading...

Mutual fund performance, fund cash flows, investor timing, fund clienteles

2.

Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination

Number of pages: 47 Posted: 20 Mar 2007
Paul A. Weller, Geoffrey C. Friesen and Lee M. Dunham
University of Iowa - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Creighton University - College of Business Administration
Downloads 1,367 (17,428)
Citation 5

Abstract:

Loading...

Technical Analysis, Trading Rules, Equity Jumps, Momentum, Confirmatory Bias

Quantifying Cognitive Biases in Analyst Earnings Forecasts

Number of pages: 55 Posted: 03 Feb 2003
Geoffrey C. Friesen and Paul A. Weller
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 582 (56,918)

Abstract:

Loading...

Quantifying Cognitive Biases in Analyst Earnings Forecasts

Journal of Financial Markets, Forthcoming
Number of pages: 46 Posted: 14 Dec 2005
Geoffrey C. Friesen and Paul A. Weller
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 428 (83,143)

Abstract:

Loading...

Cognitive Biases, Behavioral Finance, Overconfidence, Analyst Forecasts, Information Content

4.

Investor Timing and Fund Distribution Channels

Number of pages: 27 Posted: 12 Dec 2007 Last Revised: 17 Feb 2010
Mercer Bullard, Geoffrey C. Friesen and Travis Sapp
University of Mississippi - School of Law, University of Nebraska at Lincoln - Department of Finance and Iowa State University - Department of Finance
Downloads 726 (43,092)
Citation 4

Abstract:

Loading...

Mutual fund performance, fund cash flows, investor timing, fund share classes

5.

Mutual Fund Investor Learning and the Economic Cost of Seeking Alpha

Number of pages: 79 Posted: 29 Apr 2018 Last Revised: 06 Apr 2019
Geoffrey C. Friesen and Viet Nguyen
University of Nebraska at Lincoln - Department of Finance and University of Nebraska at Lincoln - Department of Finance, Students
Downloads 318 (117,405)
Citation 2

Abstract:

Loading...

Mutual Fund Investor Behavior, Return-chasing, Smart Money, Dumb Money, Alpha Persistence

6.

Is the Average Mutual Fund Better than We Think? Analyzing Mutual Funds with a Bayesian Hierarchical Model

Number of pages: 57 Posted: 23 Dec 2003
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 307 (121,884)

Abstract:

Loading...

Mutual funds, performance evaluation, Bayesian hierarchical models, MCMC

7.

A Note on the Dangers of Using Regressions to Analyze Earnings Forecasts

Number of pages: 30 Posted: 20 Sep 2006
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 223 (168,207)

Abstract:

Loading...

Bayesian Hierarchical Model, Analyst Earnings Forecasts, Overconfidence, Herding

8.

Using Hierarchical Models to Shrink Alphas and Interpret Residual Covariance in Mutual Fund Returns

Number of pages: 48 Posted: 13 Dec 2005
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 214 (174,920)

Abstract:

Loading...

Performance Evaluation, Bayesian MCMC, Hierarchcial Models, Mutual Funds

9.

Heterogeneous Beliefs and Risk Neutral Skewness

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 40 Posted: 19 Sep 2011
Geoffrey C. Friesen, Thomas S. Zorn and Yi Zhang
University of Nebraska at Lincoln - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Prairie View A&M University
Downloads 139 (253,960)
Citation 6

Abstract:

Loading...

On the Lack of Participating Policy Usage by Stock Insurance Companies

Journal of Risk and Insurance, Forthcoming
Number of pages: 31 Posted: 14 Dec 2005
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 67 (412,607)

Abstract:

Loading...

Insurance, Organizational Form, Risk Sharing

On the Lack of Participating Policy Usage by Stock Insurance Companies

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 185-206, March 2007
Number of pages: 22 Posted: 04 Mar 2007
Geoffrey C. Friesen
University of Nebraska at Lincoln - Department of Finance
Downloads 18 (663,656)
  • Add to Cart

Abstract:

Loading...

11.

The Effect of Unsuccessful Past Repurchases on Future Repurchasing Decisions

Management Science (https://doi.org/10.1287/mnsc.2020.3875)
Posted: 15 Mar 2021
Geoffrey C. Friesen, Noel Pavel Jeutang and Emre Unlu
University of Nebraska at Lincoln - Department of Finance, affiliation not provided to SSRN and University of Nebraska at Lincoln

Abstract:

Loading...

behavior and behavioral decision making, repurchase and dividend payout policy, the effect of past experiences on future decisions, agency costs and risk-taking

12.

Building a Better Mousetrap: Enhanced Dollar Cost Averaging

Journal of Wealth Management, 2012, Volume 15, Number 1, 41-50., https://doi.org/10.3905/jwm.2012.15.1.041
Posted: 20 May 2019
Lee M. Dunham and Geoffrey C. Friesen
Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance

Abstract:

Loading...

dollar cost averaging, optimal investment strategies, dollar-weighted returns, behavioral finance

13.

The Relationship between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

International Review of Financial Analysis, Vol. 41, No. 62, October 2015
Posted: 29 Aug 2015
Shu Feng, Yi Zhang and Geoffrey C. Friesen
Boston University, Prairie View A&M University and University of Nebraska at Lincoln - Department of Finance

Abstract:

Loading...

belief differences, risk-neutral skewness, idiosyncratic skewness

14.

An Empirical Examination of Jump Risk in U.S Equity and Bond Markets

North American Actuarial Journal, Vol. 11, pp. 76-91, October 2007
Posted: 19 Aug 2011
Lee M. Dunham and Geoffrey C. Friesen
Creighton University - College of Business Administration and University of Nebraska at Lincoln - Department of Finance

Abstract:

Loading...

jump volatility, volatility jumps

15.

How Do Firms Adjust Director Compensation?

Journal of Corporate Finance, Forthcoming
Posted: 25 Mar 2008
Kathleen A. Farrell, Geoffrey C. Friesen and Philip L. Hersch
University of Nebraska-Lincoln, University of Nebraska at Lincoln - Department of Finance and Wichita State University - W. Frank Barton School of Business - Department of Economics

Abstract:

Loading...

Board of directors, Board compensation, Director compensation, Contracting