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Ryan John Whitby

Personal Details

First Name:Ryan
Middle Name:
Last Name:Whitby
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RePEc Short-ID:pwh63
https://sites.google.com/aggiemail.usu.edu/whitby/cv

Affiliation

(50%) Department of Economics and Finance
Jon M. Huntsman School of Business
Utah State University

Logan, Utah (United States)
https://huntsman.usu.edu/economicsandfinance/index
RePEc:edi:deusuus (more details at EDIRC)

(50%) Jon M. Huntsman School of Business
Utah State University

Logan, Utah (United States)
http://www.huntsman.usu.edu/
RePEc:edi:sbusuus (more details at EDIRC)

Research output

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Articles

  1. Keith Jakob & Ryan Whitby, 2017. "The impact of nominal stock price on ex-dividend price responses," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 939-953, May.
  2. Benjamin M. Blau & Ryan J. Whitby, 2017. "Option Introductions and the Skewness of Stock Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(9), pages 892-912, September.
  3. Benjamin M. Blau & Scott E. Hein & Ryan J. Whitby, 2016. "The Financial Impact Of Lender-Of-Last-Resort Borrowing From The Federal Reserve During The Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(2), pages 179-206, June.
  4. Blau, Benjamin M. & Bowles, T. Boone & Whitby, Ryan J., 2016. "Gambling Preferences, Options Markets, and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(2), pages 515-540, April.
  5. Benjamin M. Blau & J. Michael Pinegar & Ryan J. Whitby, 2015. "Skewness And The Asymmetry In Earnings Announcement Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 38(2), pages 145-168, June.
  6. Benjamin M. Blau & Ryan J. Whitby, 2015. "The Volatility of Bid-Ask Spreads," Financial Management, Financial Management Association International, vol. 44(4), pages 851-874, October.
  7. Benjamin M. Blau & Ryan J. Whitby, 2014. "Speculative Trading In Reits," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(1), pages 55-74, February.
  8. Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J., 2014. "The information content of option ratios," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 179-187.
  9. Jeffrey M. Mercer & Mark E. Moore & Ryan J. Whitby & Drew B. Winters, 2013. "Price Discovery in the Treasury-Bill When-Issued Market," The Financial Review, Eastern Finance Association, vol. 48(1), pages 1-24, February.
  10. Paul Goebel & David Harrison & Jeffrey Mercer & Ryan Whitby, 2013. "REIT Momentum and Characteristic-Related REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 564-581, October.
  11. Schallheim, James & Wells, Kyle & Whitby, Ryan J., 2013. "Do leases expand debt capacity?," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 368-381.
  12. John Bizjak & Michael Lemmon & Ryan Whitby, 2009. "Option Backdating and Board Interlocks," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4821-4847, November.

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