Download Curriculum Vitae David R. Peterson

Curriculum Vitae
David R. Peterson
April 08, 2016
General Information
University address:
Department of Finance
College of Business
Florida State University
Tallahassee, Florida 32306-1110
Phone: (850) 644-8200; Fax: (850) 644-4225
E-mail address:
[email protected]
Professional Preparation
1981
Ph.D., University of North Carolina, Chapel Hill, N.C. Major: Business
Administration. Finance.
1976
B.S., Miami University, Oxford, Ohio. Major: Economics.
Professional Experience
1998–present
Wells Fargo Professor of Finance, Florida State University.
1990–1998
Professor of Finance, Florida State University.
1986–1990
Associate Professor of Finance, Florida State University.
1981–1986
Assistant Professor of Finance, Florida State University.
1979–1981
Lecturer, Fuqua School of Business, Duke University.
Honors, Awards, and Prizes
Salary Plan for Professors Award, Florida State University (2011).
Professorial Excellence Program Award, Florida State University (1999).
Teaching Incentive Program Award, Florida State University (1995).
Developing Scholar Award, Florida State University (1989).
Vita for David R. Peterson
Teaching
Courses Taught
Doctoral Seminar in Finance - Investments (FIN6527)
Investments (FIN4504)
Doctoral Financial Theory II (FIN5935)
Security Analysis and Portfolio Management (FIN4514)
Doctoral Committee Chair
Sherrill, K., graduate. (2015).
Hoffmann, A., graduate. (2013).
Brisker, E., graduate. (2012).
Smedema, A., graduate. (2011).
Bray, D. E., graduate. (2010).
Price, S. M., graduate. (2010).
Delisle, R. J., graduate. (2010).
Moll, C. R., graduate. (2010).
Banerjee, P., graduate. (2008).
Diavatopoulos, C., graduate. (2008).
Boney, V., graduate. (2007).
Wright, C., graduate. (2007).
Price, R., graduate. (2006).
Cotten, B., graduate. (2005).
Prati, R., graduate. (2004).
Keene, M., graduate. (2004).
Lawrence, K., graduate. (2001).
Howton, S., graduate. (1997).
Higgins, E., graduate. (1996).
Conover, C. M., graduate. (1995).
Richardson, T., graduate. (1994).
Niendorf, B., graduate. (1994).
St Pierre, E., graduate. (1993).
Goff, D., graduate. (1991).
Gunter, M., graduate. (1990).
Klein, L., graduate. (1987).
Doctoral Committee Cochair
Turk, G., graduate. (2006).
Genin, V., graduate. (1993).
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Vita for David R. Peterson
Doctoral Committee Member
Bergsma, K., graduate. (2015).
Jones, T., graduate. (2015).
Gehy, D., graduate. (2013).
Mauck, N. A., graduate. (2011).
Harman, Y., graduate. (2000).
Alexander, J., graduate. (1991).
Dukas, S., graduate. (1990).
Dickinson, A., graduate. (1989).
Sullivan, M., graduate. (1988).
Woan, R., graduate. (1988).
Fehrs, D., graduate. (1987).
Tucker, A., graduate. (1986).
Yoo, T., graduate. (1984).
Meng, Y., doctoral candidate.
Doctoral Committee University Representative
Richards, K., graduate. (2014).
Meyer, K. S., graduate. (2009).
Doyle, C., graduate. (2005).
Moffit, J., graduate. (2001).
Research and Original Creative Work
Publications
Refereed Journal Articles
Cheng, Y., Peterson, D., & Sherrill, K. (in press). Admitting Mistakes Pays: The Long Term
Impact of Goodwill Impairment Write-offs on Stock Prices. Journal of Economics and
Finance.
Jiang, D., Peterson, D. R., & Doran, J. (2014). Short Sale Constraints and the Idiosyncratic
Volatility Puzzle An Event Study Approach. Journal of Empirical Finance, 28, 36-59.
Autore, D., Hutton, I., Peterson, D. R., & Smith, A. (2014). The Effect of Securities Litigation on
External Financing. Journal of Corporate Finance, 27, 231-250.
Brisker, E., Autore, D., Colak, G., & Peterson, D. R. (2014). Executive Compensation Structure
and the Motivations for Seasoned Equity Offerings. Journal of Banking and Finance, 40
(1), 330-345.
Peterson, D. R., & Smedema, A. R. (2013). Idiosyncratic Volatility Covariance and Expected
Stock Returns. Financial Management, 42 (No. 3), 517-536.
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Vita for David R. Peterson
Brisker, E., Colak, G., & Peterson, D. R. (2013). Changes in Cash Holdings Around the S&P 500
Additions. Journal of Banking and Finance, 1787-1807.
Doran, J., Peterson, D. R., & Price, S. (2012). Earnings Conference Call Content and Stock
Price: The Case of REITs. Journal of Real Estate Finance and Economics, 402-434.
Doran, J., Jiang, D., & Peterson, D. R. (2012). Gambling Preference and the New Year Effect of
Assets with Lottery Features. Review of Finance, 685-731.
Price, S., Doran, J., Peterson, D. R., & Bliss, B. (2012). Earnings Conference Calls and Stock
Returns: The Incremental Informativeness of Textual Tone. Journal of Banking and
Finance, 36 (4), 992-1011.
Diavatopoulos, C., Doran, J., Fodor, A., & Peterson, D. R. (2012). The Information Content of
Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and
Option Returns. Journal of Banking and Finance, 36 (3), 786-802.
Peterson, D. R., & Smedema, A. (2011). The Return Impact of Realized and Expected
Idiosyncratic Volatility. Journal of Banking and Finance, 35 (10), 2547-2558.
DeLisle, R., Doran, J., & Peterson, D. R. (2011). Asymmetric Pricing of Implied Systematic
Volatility in the Cross-Section of Expected Returns. Journal of Futures Markets, 31,
34-54.
Doran, J., Peterson, D. R., & Wright, C. (2010). Confidence, Opinions of Market Efficiency, and
Investment Behavior of Finance Professors. Journal of Financial Markets, 13, 174-195.
Krieger, K., & Peterson, D. R. (2009). Predicting Stock Splits with the Help of Prior
Firm-Specific Experiences. Journal of Economics and Finance, 33, 410-421.
Autore, D., Bray, D., & Peterson, D. R. (2009). Intended Use of Proceeds and the Long-Run
Performance of Seasoned Equity Issuers. Journal of Corporate Finance, 15, 358-367.
Diavatopoulos, C., Doran, J., & Peterson, D. R. (2008). The Information Content in Implied
Idiosyncratic Volatility and the Cross-Section of Stock Returns: Evidence from the
Option Markets. Journal of Futures Markets, 28, 1013-1039.
Banerjee, P., Doran, J., & Peterson, D. R. (2007). Implied Volatility and Future Portfolio
Returns. Journal of Banking and Finance, 31, 3183-3199.
Doran, J., Peterson, D. R., & Tarrant, B. (2007). Is there Information in the Volatility Skew?
Journal of Futures Markets, 27, 921-959.
Boney, V., Doran, J., & Peterson, D. R. (2007). The Effect of the Spider Exchange Traded Fund
on the Demand for S&P Index Mutual Funds. 6th Annual Guide to Exchange Traded
Funds and Indexing Innovations, 61-74.
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Vita for David R. Peterson
Keene, M., & Peterson, D. R. (2007). The Importance of Liquidity as a Factor in Asset Pricing.
Journal of Financial Research, 30, 91-109.
Nagel, G., Peterson, D. R., & Prati, R. (2007). The Effect of Risk Factors on Estimating Cost of
Equity. Quarterly Journal of Business and Economics, 46, 61-87.
Higgins, E., & Peterson, D. R. (2001). The Significance of Serial Cross-Correlations After
Controlling for a Specific Factor Structure in Security Returns. Quarterly Journal of
Business and Economics, 40, 117-140.
Higgins, E., & Peterson, D. R. (1999). Day-of-the-Week Autocorrelations,
Cross-Autocorrelations, and the Weekend Phenomenon. Financial Review, 34, 159-170.
Howton, S., & Peterson, D. R. (1999). A Cross-Sectional Empirical Test of a Dual-State
Multi-Factor Pricing Model. Financial Review, 34, 47-63.
Conover, C., & Peterson, D. R. (1999). The Lead-Lag Relationship Between the Option and
Stock Markets Prior to Substantial Earnings Surprises and the Effect of Securities
Regulation. Journal of Financial and Strategic Decisions, 12, 41-52.
Richardson, T., & Peterson, D. R. (1999). The Cross-Autocorrelation of Size-Based Portfolio
Returns is Not an Artifact of Portfolio Autocorrelation. Journal of Financial Research,
22, 1-13.
Higgins, E., & Peterson, D. R. (1998). The Power of One and Two-Sample t-statistics Given
Event-Induced Variance Increases and Nonnormal Stock Returns: A Comparative Study.
Quarterly Journal of Business and Economics, 37, 27-49.
Howton, S., & Peterson, D. R. (1998). An Examination of Cross-Sectional Realized Stock
Returns Using a Varying-Risk Beta Model. Financial Review, 33, 199-212.
Richardson, T., & Peterson, D. R. (1997). Causes of Cross-Autocorrelation in Security Returns:
Transaction Costs versus Information Quality. Journal of Economics and Finance, 21,
29-40.
Friday, H., & Peterson, D. R. (1997). January Return Seasonality in Real Estate Investment
Trusts: Information versus Tax-Loss Selling Effects. Journal of Financial Research, 24,
33-51.
Niendorf, B., & Peterson, D. R. (1997). The Impact of Option Introduction on Stock Return
Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and Intrinsic
Variances. Financial Review, 32, 125-144.
Perfect, S., & Peterson, D. R. (1997). Day-of-the-Week Effects in the Long-Run Performance of
Initial Public Offerings. Financial Review, 32, 49-70.
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Vita for David R. Peterson
Niendorf, B., & Peterson, D. R. (1996). The Cross-Sectional Effect of Option Listing on Firm
Stock Return Variances: Differential Effects on the Bid-Ask Spread, Return
Autocorrelations, and Intrinsic Variances. Journal of Financial Research, 19, 515-539.
Peterson, D. R. (1996). The Negative Relation Between Daily Index Return Serial Correlations
and Conditional Variances: Does it Have Mathematical or Economic Origins. Journal of
Financial Research, 19, 429-442.
Peterson, D. R. (1995). The Informative Role of the Value Line Investment Survey: Evidence
from Stock Highlights. Journal of Financial and Quantitative Analysis, 30, 607-618.
Peterson, D. R., & Peterson, P. (1995). Abnormal Returns and Analysts' Earnings Forecast
Revisions Associated with the Publication of Stock Highlights by the Value Line
Investment Survey.". Journal of Financial Research, 18, 465-477.
Perfect, S., Peterson, D. R., & Peterson, P. (1995). Self-tender Offers: The Effects of Free Cash
Flow, Cash Flow Signaling, and the Measurement of Tobin's q. Journal of Banking and
Finance, 19, 1005-1023.
Fant, L., & Peterson, D. R. (1995). The Effect of Size, Book-to-Market Equity, Prior Returns,
and Beta on Stock Returns: January versus the Remainder of the Year. Journal of
Financial Research, 18, 129-142.
Wall, L., & Peterson, D. R. (1995). Bank Holding Company Capital Targets in the Early 1990s:
The Regulators versus the Markets. Journal of Banking and Finance, 19, 563-574.
Peterson, D. R. (1995). The Influence of Organized Options Trading on Stock Price Behavior
Following Large One-Day Stock Price Declines. Journal of Financial Research, 18,
33-44.
Goff, D., & Peterson, D. R. (1995). Value Line's Predictive Ability: Is it due to the Size,
Earnings/Price, or Share Price Anomalies. Advances in Investment Analysis and Portfolio
Management, 3, 51-67.
Cox, D., & Peterson, D. R. (1994). Stock Returns Following Large One-Day Declines: Evidence
on Short-term Reversals and Longer Term Performance. Journal of Finance, 49,
255-267.
Peterson, D. R., & Peterson, P. (1994). Variance Increases Following Large Stock Distributions:
The Role of Changing Bid-Ask Spreads and True Variances. Journal of Banking and
Finance, 18, 199-206.
Dickinson, A., & Peterson, D. R. (1993). Overreaction in the Options Market: Seasonal Patterns.
Journal of Financial and Strategic Decisions, 6, 23-31.
Peterson, D. R., & Peterson, P. (1993). Dutch Auction versus Fixed-Price Self-Tender Offers: Do
Firms Overpay in Fixed-Price Offers. Journal of Financial Research, 16, 39-48.
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Vita for David R. Peterson
Peterson, D. R., & Peterson, P. (1992). A Further Understanding of Stock Distributions: The
Case of Reverse Stock Splits. Journal of Financial Research, 15, 189-205.
Dickinson, A., Peterson, D. R., & Christiansen, W. (1991). An Empirical Investigation Into the
Failure of First RepublicBank: Is There a Contagion Effect? Financial Review, 26,
303-318.
Peterson, D. R., & Peterson, P. (1991). The Medium of Exchange in Mergers and Acquisitions.
Journal of Banking and Finance, 15, 383-405.
Sullivan, M., Peterson, P., & Peterson, D. R. (1990). Two-Stage Acquisitions, Free-Riding, and
Corporate Control. Financial Review, 25, 405-419.
Wall, L., & Peterson, D. R. (1990). The Effect of Continental Illinois' Failure on the Financial
Performance of Other Banks. Journal of Monetary Economics, 26, 77-99.
Peterson, D. R. (1990). A Transaction Data Study of Day-of-the-Week and Intraday Patterns in
Option Returns. Journal of Financial Research, 13, 117-131.
Peterson, D. R. (1990). Stock Return Seasonalities and Earnings Information. Journal of
Financial and Quantitative Analysis, 25, 187-201.
Klein, L., & Peterson, D. R. (1989). Earnings Forecast Revisions Associated with Stock Split
Announcements. Journal of Financial Research, 12, 319-328.
Dickinson, A., & Peterson, D. R. (1989). Seasonality in the Options Market. Financial Review,
24, 529-540.
Tucker, A., Peterson, D. R., & Scott, E. (1988). Tests of the Black-Scholes and Constant
Elasticity of Variance Currency Call Option Valuation Models. Journal of Financial
Research, 11, 201-213.
Fehrs, D., Benesh, G., & Peterson, D. R. (1988). Evidence of a Relation Between Stock Price
Reactions Around Cash Dividend Changes and Yields. Journal of Financial Research,
11, 111-123.
Wall, L., & Peterson, D. R. (1988). Capital Changes at Large Affiliated Banks. Journal of
Financial Services Research, 1, 253-275.
Klein, L., & Peterson, D. R. (1988). Investor Expectations of Volatility Increases Around Large
Stock Splits as Implied in Call Option Premia. Journal of Financial Research, 11, 71-80.
Peterson, D. R., & Tucker, A. (1988). Implied Spot Rates as Predictors of Currency Returns: A
Note. Journal of Finance, 43, 247-258.
Peterson, D. R. (1987). Security Price Reactions to Initial Reviews of Common Stock by the
Value Line Investment Survey. Journal of Financial and Quantitative Analysis, 22,
483-494.
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Vita for David R. Peterson
Wall, L., & Peterson, D. R. (1987). The Effect of Capital Adequacy Guidelines on Large Bank
Holding Companies. Journal of Banking and Finance, 11, 581-600.
Peterson, P., Peterson, D. R., & Moore, N. (1987). The Adoption of New-Issue Dividend
Reinvestment Plans and Shareholder Wealth. Financial Review, 22, 221-232.
Peterson, D. R. (1986). An Empirical Test of an Ex-Ante Model of the Determination of Stock
Return Volatility. Journal of Financial Research, 9, 203-214.
Moore, N., Peterson, D. R., & Peterson, P. (1986). Shelf Registrations and Shareholder Wealth:
A Comparison of Shelf and Traditional Equity Offerings. Journal of Finance, 41,
451-463.
Pruitt, S., & Peterson, D. R. (1986). Security Price Reactions Around Product Recall
Announcements. Journal of Financial Research, 9, 113-122.
Ang, J., Peterson, D. R., & Peterson, P. (1986). The Neglected Stock Anomaly: Further
Evidence. Review of Business and Economic Research, 21, 44-52.
Ang, J., & Peterson, D. R. (1986). Optimal Debt Versus Debt Capacity: A Disequilibrium Model
of Corporate Debt Behavior. Research in Finance, 6, 51-72.
Ang, J., Peterson, P., & Peterson, D. R. (1985). Investigations into the Determinants of Risk: A
New Look. Quarterly Journal of Business and Economics, 24, 3-20.
Ang, J., & Peterson, D. R. (1985). Return, Risk, and Yield: Evidence from Ex-Ante Data.
Journal of Finance, 40, 537-548.
Peterson, P., Peterson, D. R., & Ang, J. (1985). Direct Evidence on the Marginal Rate of
Taxation on Dividend Income. Journal of Financial Economics, 14, 267-282.
Ang, J., Peterson, D. R., & Peterson, P. (1985). Marginal Tax Rates: Evidence from Nontaxable
Corporate Bonds: A Note. Journal of Finance, 40, 327-332.
Peterson, P., Peterson, D. R., & Ang, J. (1985). The Extinguishment of Debt Through
In-Substance Defeasance. Financial Management, 14, 59-67.
Ang, J., & Peterson, D. R. (1984). Empirical Properties of the Elasticity Coefficient in the
Constant Elasticity of Variance Stochastic Process of Securities. Financial Review, 19,
372-380.
Ang, J., & Peterson, D. R. (1984). An Empirical Study of the Diffusion Process of Securities and
Portfolios. Journal of Financial Research, 7, 219-229.
Peterson, D. R., & Waldman, D. (1984). A Model of Heterogeneous Expectations as a
Determinant of Short Sales. Journal of Financial Research, 7, 1-16.
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Vita for David R. Peterson
Peterson, D. R., & Peterson, P. (1982). The Effect of Changing Expectations Upon Stock
Returns. Journal of Financial and Quantitative Analysis, 17, 799-813.
Peterson, P., & Peterson, D. R. (1982). Divergence of Opinion and Return. Journal of Financial
Research, 3, 125-134.
Peterson, D. R., & Rice, M. (1980). A Note on Ambiguity in Portfolio Performance Measures.
Journal of Finance, 35, 1251-1256.
Refereed Monographs
Peterson, P., & Peterson, D. R. (1996). Company Performance and Measures of Value Added.
Charlottesville, VA:Research Foundation of the Association for Investment Management
and Research (AIMR).
Presentations
Refereed Papers at Conferences
Hirshleifer, D., Jiang, D., Meng, Y., & Peterson, D. (presented 2016, October). Tis the Season!
Mood-Based Cross-Sectional Return Seasonality. Paper presented at Financial
Management Association Annual Meeting, Financial Management Association, Las
Vegas, NV. (National)
Hirshleifer, D., Jiang, D., Meng, Y., & Peterson, D. (presented 2016, July). Tis the Season!
Mood-Based Cross-Sectional Return Seasonality. Paper presented at China Europe
International Business School Conference Meeting, China Europe International Business
School, Shanghai, China. (International)
Hirshleifer, D., Jiang, D., Meng, Y., & Peterson, D. (presented 2016, July). Tis the Season!
Mood-Based Cross-Sectional Return Seasonality. Paper presented at China International
Conference in Finance Meetings, China International Conference in Finance, Xiamen,
China. (International)
Hirshleifer, D., Jiang, D., Meng, Y., & Peterson, D. (presented 2016, May). Tis the Season!
Mood-Based Cross-Sectional Return Seasonality. Paper presented at World Finance
Conference Meeting, World Finance Conference, New York, NY. (International)
Jiang, D., Meng, Y., & Peterson, D. (presented 2016, March). Tis the Season! Mood-Based
Cross-Sectional Return Seasonality. Paper presented at Midwest Finance Association
Annual Meeting, Midwest Finance Association, Atlanta, GA. (Regional)
Jones, T., Autore, D., & Peterson, D. R. (presented 2015, October). Accelerated Equity Offers
and Market Reactions during the Financial Crisis. Paper presented at Financial
Management Association Annual Meeting, Financial Management Association.
(National)
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Vita for David R. Peterson
Peterson, D. R., & Zhou, Y. (presented 2014, November). Liquidity of Credit Default Swap
Spreads and Future Stock Returns. Paper presented at Southern Finance Association
Annual Meeting, Southern Finance Association. (Regional)
Autore, D. M., Hutton, I., Peterson, D. R., & Smith, A. H. (presented 2013, October). The Effect
of Securities Litigation on External Financing. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Brisker, E. R., Autore, D. M., Peterson, D. R., & Colak, G. (presented 2013, April). Executive
Compensation Structure and the Motivations for Seasoned Equity Offerings. Paper
presented at Eastern Finance Association Annual Meetings, Eastern Finance Association.
(Regional)
Peterson, D. R., & Smedema, A. R. (presented 2012, October). Idiosyncratic Volatility
Covariance and Expected Stock Returns. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Autore, D., Brisker, E., Colak, G., & Peterson, D. R. (presented 2011, October). Executive
Compensation Structure and the Motivations for Seasoned Equity Offerings. Paper
presented at Financial Management Association Annual Meeting, Financial Management
Association. (National)
DeLisle, R., Doran, J., & Peterson, D. R. (presented 2011, October). The Pricing of Risk-Neutral
Systematic Moments in the Cross-Section of Expected Returns. Paper presented at
Financial Management Association Annual Meeting, Financial Management Association.
(National)
Price, S. M., Doran, J., Peterson, D. R., & Bliss, B. (presented 2011, October). The Incremental
Informativeness of Earnings Conference Call Content on Stock Returns. Paper presented
at Financial Management Association Annual Meeting, Financial Management
Association. (National)
Brisker, E., Colak, G., & Peterson, D. R. (presented 2010, November). Changes in Cash
Holdings Around the S&P 500 Additions. Paper presented at Southern Finance
Association Annual Meeting, Southern Finance Association. (Regional)
Peterson, D. R., & Smedema, A. (presented 2010, October). The Effect on Returns of Realized
and Expected Idiosyncratic Volatility. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Diavatopoulos, C., Doran, J., Fodor, A., & Peterson, D. R. (presented 2009, November). The
Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings
Announcements for Stock and Option Returns. Paper presented at Southern Finance
Association Annual Meetings, Southern Finance Association. (Regional)
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Vita for David R. Peterson
DeLisle, R., Doran, J., & Peterson, D. R. (presented 2009, October). Is Firm Sensitivity to
Implied Market Volatility Really a Risk Factor, or Just Another Characteristic? Paper
presented at Financial Management Association Annual Meeting, Financial Management
Association. (National)
Diavatopoulos, C., Doran, J., & Peterson, D. R. (presented 2009, October). The Information
Content of Implied Skewness and Kurtosis Changes Prior to Earnings Annoucements for
Stock and Option Returns. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Doran, J., Peterson, D. R., & Price, S. (presented 2009, October). Earnings Conference Call
Content: The Case of REITs. Paper presented at Financial Management Association
Annual Meetings, Financial Management Association. (National)
Moll, C., Peterson, D. R., & Doran, J. (presented 2009, October). Seasonal Patterns in the
Information Content of Implied Volatility. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Autore, D., Bray, D., & Peterson, D. R. (presented 2008, November). Intended Use of Proceeds
and the Long-Run Stock and Operating Performance of Seasoned Equity Issuers. Paper
presented at Southern Finance Association Annual Meeting, Southern Finance
Association. (Regional)
Doran, J., Jiang, D., & Peterson, D. R. (presented 2008, October). Gambling in the New Year?
The January Idiosyncratic Volatility Puzzle. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Lawson, D., & Peterson, D. R. (presented 2008, October). Do Hedge Funds Arbitrage Market
Anomalies? Paper presented at Financial Management Association Annual Meeting,
Financial Management Association. (National)
Krieger, K., & Peterson, D. R. (presented 2008, April). Predicting Stock Splits with the Help of
Prior Firm-Specific Experiences. Paper presented at Eastern Finance Association Annual
Meeting, Eastern Finance Association. (Regional)
Peterson, D. R., Doran, J., & Wright, C. (presented 2008, April). Market Efficiency and Its
Importance to Individual Investors – Surveying the Experts. Paper presented at Eastern
Finance Association Annual Meeting, Eastern Finance Association. (Regional)
Doran, A., Fodor, A., & Peterson, D. R. (presented 2007, November). Insiders versus Outsiders
with Employee Stock Options: Who Knows Best about Future Firm Risk and Implications
for Stock Returns. Paper presented at Southern Finance Association Annual Meeting,
Southern Finance Association. (Regional)
Diavatopoulos, C., Doran, J., & Peterson, D. R. (presented 2007, October). Implied Idiosyncratic
Volatility and the Cross-Section of Stock Returns. Paper presented at Financial
Management Association Annual Meeting, Financial Management Association.
(National)
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Vita for David R. Peterson
Banerjee, P., Doran, J., & Peterson, D. R. (presented 2007, April). Implied Volatility and Future
Portfolio Returns. Paper presented at Eastern Finance Association Annual Meeting,
Eastern Finance Association. (Regional)
Boney, V., Doran, J., & Peterson, D. R. (presented 2007, April). The Effect of the Spider
Exchange Traded Fund on the Cash Flow of Funds of S&P Index Mutual Funds. Paper
presented at Eastern Finance Association Annual Meeting, Eastern Finance Association.
(Regional)
Carson, J., Doran, J., & Peterson, D. R. (presented 2006, November). Market Crash Risk and
Implied Volatility Skewness: Evidence and Implications for Insurer Investments. Paper
presented at Southern Risk and Insurance Association Annual Meeting, Southern Risk
and Insurance Association. (Regional)
Lo, Y., & Peterson, D. R. (presented 2006, November). Corporate Transparency and Market
Timing Ability: The Case of Secondary Equity Offerings. Paper presented at Southern
Finance Association Annual Meeting, Southern Finance Association. (Regional)
Doran, J., Peterson, D. R., & Tarrant, B. (presented 2006, October). Is There Information in the
Volatility Skew? Predicting Market Crashes. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Price, R., & Peterson, D. R. (presented 2005, October). REIT Performance and Mutual Fund
Holdings. Paper presented at Financial Management Association Annual Meeting,
Financial Management Association. (National)
Prati, R., & Peterson, D. R. (presented 2004, October). The Comparative Value of Institutional
Asset Allocation Recommendations. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Nagel, G., & Peterson, D. R. (presented 2003, December). Estimating the Cost of Equity: Does
Adding Risk Factors Help? Paper presented at Southern Finance Association Annual
Meeting, Southern Finance Association. (Regional)
Nagel, G., & Peterson, D. R. (presented 2003, October). Estimating the Cost of Equity: Does
Adding Risk Factors Help? Paper presented at Financial Management Association
Annual Meeting, Financial Management Association. (National)
Higgins, E., & Peterson, D. R. (presented 2000, April). The Significance of
Cross-Autocorrelations After Controlling for a Specific Factor Structure in Security
Returns. Paper presented at Eastern Finance Association Annual Meeting, Eastern
Finance Association. (Regional)
Peterson, D. R., & Popiela, M. (presented 1999, October). Trading Volume and Market
Efficiency. Paper presented at Financial Management Association Annual Meeting,
Financial Management Association. (National)
Brau, J., & Peterson, D. R. (presented 1998, October). A Trading Rule Using the Equity
Carve-Out Negative Issue Performance Phenomonon: Evidence of Market Inefficiency.
Page 12
Vita for David R. Peterson
Paper presented at Financial Management Association Annual Meeting, Financial
Management Association. (National)
Higgins, E., & Peterson, D. R. (presented 1998, April). Day-of-the-Week Cross-Autocorrelation
Patterns and a Test of Whether Cross-Autocorrelations or Autocorrelations are More
Closely Related to the Weekend Phenomenon. Paper presented at Eastern Finance
Association Annual Meeting, Eastern Finance Association. (Regional)
Kohers, N., & Peterson, D. R. (presented 1997, October). The Industry-Wide Implications of
Dividend Omission and Initiation Announcements and the Determinants of Information
Transfer. Paper presented at Financial Management Association Annual Meeting,
Financial Management Association. (National)
Richardson, T., & Peterson, D. R. (presented 1997, October). The Cross-Autocorrelation of
Size-Based Portfolio Returns is Not an Artifact of Portfolio Autocorrelation. Paper
presented at Financial Management Association Annual Meeting, Financial Management
Association. (National)
Conover, C., & Peterson, D. R. (presented 1996, November). The Lead-Lag Relationship
between the Option and Stock Markets Prior to Substantial Earnings Surprises and the
Effect of Securities Regulation. Paper presented at Southern Finance Association Annual
Meeting, Southern Finance Association. (Regional)
Richardson, T., & Peterson, D. R. (presented 1996, November). The Cross-Autocorrelation of
Size-Based Portfolio Returns is Not an Artifact of Portfolio Autocorrelation: Evidence
from Nasdaq Securities. Paper presented at Southern Finance Association Annual
Meeting, Southern Finance Association. (Regional)
Howton, S., & Peterson, D. R. (presented 1996, October). An Examination of Cross-Sectional
Realized Stock Returns using a Varying-Risk Beta Model. Paper presented at Financial
Management Association Annual Meeting, Financial Management Association.
(National)
Friday, H., & Peterson, D. R. (presented 1996, March). January Return Seasonality in Real
Estate Investment Trusts: Information versus Tax-Loss Selling Effects. Paper presented at
American Real Estate Society Annual Meeting, American Real Estate Society. (National)
Higgins, E., & Peterson, D. R. (presented 1995, October). The Power of One and Two Sample
t-statistics given Event-Induced Variance Increases and Non-Normal Stock Returns: A
Comparative Study. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Richardson, T., & Peterson, D. R. (presented 1995, April). Causes of Cross-Autocorrelation in
Security Returns: Transaction Costs versus Information Quality. Paper presented at
Eastern Finance Association Annual Meeting, Eastern Finance Association. (Regional)
Niendorf, B., & Peterson, D. R. (presented 1994, October). The Cross-Sectional Effects of
Option Listing on Firm Stock Return Variances: Differential Impacts on the Bid-Ask
Spread, Return Autocorrelations, and Intrinsic Variances. Paper presented at Financial
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Vita for David R. Peterson
Management Association Annual Meeting, Financial Management Association.
(National)
Wall, L., & Peterson, D. R. (presented 1994, October). Bank Holding Company Capital Targets
in the Early 1990s: The Regulators versus the Markets. Paper presented at Financial
Management Association Annual Meeting, Financial Management Association.
(National)
Fant, L., & Peterson, D. R. (presented 1994, September). The Effect of Size, Book-to-Market
Equity, Prior Returns, and Beta on Stock Returns: January versus the Remainder of the
Year. Paper presented at Northeast Business and Economics Association Annual
Meeting, Northeast Business and Economics Association. (Regional)
Wall, L., & Peterson, D. R. (presented 1994, March). Bank Holding Company Capital Targets in
the Early 1990s: The Regulators versus the Markets. Paper presented at Risk
Management of Financial Institutions and the Role of Capital Meeting, Federal Reserve
System. (National)
Wall, L., & Peterson, D. R. (presented 1993, December). Bank Holding Company Capital
Targets in the Early 1990s: The Regulators versus the Markets. Paper presented at
System Committee Meeting on Financial Structure and Regulation, Federal Reserve
Board. (National)
Perfect, S., Peterson, D. R., & Peterson, P. (presented 1993, November). Self-tender Offers: The
Effects of Free Cash Flow, Cash Flow Signalling, and the Measurement of Tobin's q.
Paper presented at Southern Finance Association Annual Meeting, Southern Finance
Association. (Regional)
Fant, L., & Peterson, D. R. (presented 1993, October). The Effect of Prior Returns,
Book-to-Market Equity, and Firm Size on Stock Returns: January versus the Remainder
of the Year. Paper presented at Financial Management Association Annual Meeting,
Financial Management Association. (National)
Niendorf, B., & Peterson, D. R. (presented 1993, October). The Impact of Option Introduction on
Stock Return Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and
Intrinsic Variances. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Cox, D., & Peterson, D. R. (presented 1992, October). Stock Price Reversals Following Large
One-Day Declines: Intertemporal and Cross-Sectional Patterns. Paper presented at
Financial Management Association Annual Meeting, Financial Management Association.
(National)
Peterson, D. R., & Peterson, P. (presented 1992, October). Information Transfer Among Security
Analysts: Evidence of Firm-Specific Earnings Information Provided by the Value Line
Investment Survey. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
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Vita for David R. Peterson
Dickinson, A., & Peterson, D. R. (presented 1991, October). Expectations of Weekend and
Turn-of-the-Month Mean Return Shifts Implicit in Index Call Option Prices. Paper
presented at Financial Management Association Annual Meeting, Financial Management
Association. (National)
Peterson, D. R., & Peterson, P. (presented 1991, October). Return Variance Increases Following
Large Stock Distributions: A Decomposition. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Peterson, D. R., & Peterson, P. (presented 1991, June). A Further Understanding of Stock
Distributions: The Case of Reverse Stock Splits. Paper presented at Western Finance
Association Annual Meeting, Western Finance Association. (Regional)
Peterson, D. R., Peterson, P., & Sullivan, M. (presented 1990, November). Assessing Returns to
Acquirers in Mergers and Acquisitions. Paper presented at Southern Finance Association
Annual Meeting, Southern Finance Association. (Regional)
Wall, L., & Peterson, D. R. (presented 1990, October). The Effect of Continental Illinois' Failure
on the Financial Performance of Other Banks. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Sullivan, M., Peterson, P., & Peterson, D. R. (presented 1989, November). Two-Stage
Acquisitions, Free-Riding, and Corporate Control. Paper presented at Southern Finance
Association Annual Meeting, Southern Finance Association. (Regional)
Wall, L., & Peterson, D. R. (presented 1989, November). The Effect of Continental Illinois'
Failure on the Financial Performance of Other Banks. Paper presented at Federal
Reserve System Committee on Financial Structure and Regulation, Federal Reserve
System. (National)
Peterson, D. R. (presented 1989, October). Stock Return Seasonalities and Earnings Information.
Paper presented at Financial Management Association Annual Meeting, Financial
Management Association. (National)
Peterson, D. R., Peterson, P., & Sullivan, M. (presented 1989, October). Risk and Return in
Mergers and Acquisitions. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Peterson, D. R., & Wohlgemuth, M. (presented 1989, April). Abnormal Trading Volume
Associated with the Timeliness of Earnings Reports. Paper presented at Eastern Finance
Association Annual Meeting, Eastern Finance Association. (Regional)
Dickinson, A., & Peterson, D. R. (presented 1988, October). Seasonality in the Option Market.
Paper presented at Financial Management Association Annual Meeting, Financial
Management Association. (National)
Page 15
Vita for David R. Peterson
Peterson, D. R. (presented 1988, October). A Transaction Data Study of Day-of-the-Week and
Intraday Patterns in Option Returns. Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Peterson, P., & Peterson, D. R. (presented 1988, October). A Model of the Medium of Exchange.
Paper presented at Financial Management Association Annual Meeting, Financial
Management Association. (National)
Wall, L., & Peterson, D. R. (presented 1988, October). Contagion Risk and Continental Illinois.
Paper presented at Meetings of the Committee on Financial Analysis, Federal Reserve
System. (National)
Goebel, J., & Peterson, D. R. (presented 1988, April). Announcement Day Effects and Analysts'
Earnings Forecasts: The Security Offering Process. Paper presented at Eastern Finance
Association Annual Meeting, Eastern Finance Association. (Regional)
Huffman, S., Peterson, P., & Peterson, D. R. (presented 1988, April). Market Power as a Source
of Takeover Gains. Paper presented at Eastern Finance Association Annual Meeting,
Eastern Finance Association. (Regional)
Benesh, G., & Peterson, D. R. (presented 1987, October). An Analysis of Company Earnings and
Common Stock Return Performance Subsequent to Dividend Resumptions and Initial
Dividend Declarations. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Sullivan, M., Peterson, P., & Peterson, D. R. (presented 1987, October). Two-Stage Acquisitions
and Corporate Control. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Wall, L., & Peterson, D. R. (presented 1987, June). The Effect of Capital Adequacy Guidelines
on Large Bank Holding Companies. Paper presented at Western Finance Association
Annual Meeting, Western Finance Association. (Regional)
Klein, L., & Peterson, D. R. (presented 1986, October). Investor Expectations of Volatility
Increases Around Stock Splits and Stock Dividends as Implied in Call Option Premia.
Paper presented at Financial Management Association Annual Meeting, Financial
Management Association. (National)
Tucker, A., Peterson, D. R., & Scott, E. (presented 1986, October). Tests of the Black-Scholes
and Constant Elasticity of Variance Call Currency Option Valuation Models. Paper
presented at Financial Management Association Annual Meeting, Financial Management
Association. (National)
Wall, L., & Peterson, D. R. (presented 1986, October). Capital Changes at Large Affiliated
Banks. Paper presented at Meetings of the Committee on Banking and Financial
Structure, Federal Reserve System. (National)
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Vita for David R. Peterson
Fehrs, D., Benesh, G., & Peterson, D. R. (presented 1986, April). Towards Explaining the
Market's Response to Dividend Changes. Paper presented at Eastern Finance Association
Annual Meeting, Eastern Finance Association. (Regional)
Peterson, D. R. (presented 1986, April). An Empirical Test of an Ex-Ante Model of the
Determination of Stock Return Volatility. Paper presented at Eastern Finance Association
Annual Meeting, Eastern Finance Association. (Regional)
Peterson, D. R., & Tucker, A. (presented 1985, October). Currency Options, Implied Spot
Exchange Rates, and the Informational Efficiency of the Foreign Exchange Market.
Paper presented at Financial Management Association Annual Meeting, Financial
Management Association. (National)
Wall, L., & Peterson, D. R. (presented 1985, September). Do Guidelines Work? The Relative
Role of Regulator and Market. Paper presented at Meetings of the Committee on Banking
and Financial Structure, Federal Reserve System. (National)
Peterson, P., Peterson, D. R., & Moore, N. (presented 1985, April). Dividend Reinvestment Plans
and Their Effect Upon Shareholder Wealth. Paper presented at Eastern Finance
Association Annual Meeting, Eastern Finance Association. (Regional)
Peterson, P., Peterson, D. R., & Pruitt, S. (presented 1985, April). An Empirical Examination of
Leveraged Buyout Transactions. Paper presented at Eastern Finance Association Annual
Meeting, Eastern Finance Association. (Regional)
Pruitt, S., & Peterson, D. R. (presented 1985, April). Security Price Reactions Around Product
Recall Announcements. Paper presented at Eastern Finance Association Annual Meeting,
Eastern Finance Association. (Regional)
Ang, J., & Peterson, D. R. (presented 1984, October). Are Ex Ante Stock Prices Too Volatile to
be Explained by Ex Ante Earnings? Paper presented at Financial Management
Association Annual Meeting, Financial Management Association. (National)
Peterson, P., Peterson, D. R., & Ang, J. (presented 1984, October). Evidence on the Marginal
Tax Rate on Dividends. Paper presented at Financial Management Association Annual
Meeting, Financial Management Association. (National)
Ang, J., Peterson, D. R., & Peterson, P. (presented 1984, April). The Neglected Stock Anomaly:
Further Evidence. Paper presented at Eastern Finance Association Annual Meeting,
Eastern Finance Association. (Regional)
Ang, J., Peterson, P., & Peterson, D. R. (presented 1984, April). The Choice of Inventory
Valuation Method: FIFO vs. LIFO. Paper presented at Eastern Finance Association
Annual Meeting, Eastern Finance Association. (Regional)
Ang, J., & Peterson, D. R. (presented 1983, October). A Test of Dividends and Taxes Based on
Long-Run Expectational Data. Paper presented at Financial Management Association
Annual Meeting, Financial Management Association. (National)
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Vita for David R. Peterson
Ang, J., & Peterson, D. R. (presented 1982, October). Optimal Capital Structure Versus Debt
Capacity. Paper presented at Financial Management Association Annual Meeting,
Financial Management Association. (National)
Peterson, D. R., & Peterson, P. (presented 1982, April). Heterogeneous Expectations, Return,
and Risk. Paper presented at Eastern Finance Association Annual Meeting, Eastern
Finance Association. (Regional)
Peterson, D. R., & Waldman, D. (presented 1982, April). A Model of Short Selling Incorporating
Heterogeneous Expectations. Paper presented at Eastern Finance Association Annual
Meeting, Eastern Finance Association. (Regional)
Peterson, D. R., & Waldman, D. (presented 1981, December). The Treatment of
Heteroscedasticity in the Limited Dependent Variable Model. Paper presented at
Econometric Society Annual Meeting, American Economic Association. (National)
Peterson, D. R. (presented 1981, October). A Model of Short Selling Incorporating
Heterogeneous Expectations. Paper presented at Southern Finance Association Annual
Meeting, Southern Finance Association. (Regional)
Contracts and Grants
Contracts and Grants Funded
Peterson, D. (May 2016–Aug 2016). Summer Research Grant. Funded by Finance Department,
Florida State University. Total award $15,000.
Peterson, D. R. (May 2015–Aug 2015). Summer Research Grant. Funded by Gene Taylor/Bank
of America, via Finance Department, Florida State University. Total award $13,000.
Peterson, D. R. (May 2014–Aug 2014). Summer Research Grant. Funded by Gene Taylor/Bank
of America, via Finance Department, Florida State University. Total award $12,000.
Peterson, D. R. (May 2013–Aug 2013). Summer Research Grant. Funded by Gene Taylor/Bank
of America, via Finance Department, Florida State University. Total award $12,000.
Peterson, D. R. (May 2012–Aug 2012). Summer Research Grant. Funded by Gene Taylor/Bank
of America, via Finance Department, Florida State University. Total award $12,000.
Doran, J., & Peterson, D. R. (May 2011–Aug 2011). Summer Research Grant. Funded by Gene
Taylor/Bank of America, via Finance Department, Florida State University. Total award
$12,000.
Doran, J., & Peterson, D. R. (May 2010–Aug 2010). Summer Research Grant. Funded by
College of Business, Florida State University. Total award $12,000.
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Vita for David R. Peterson
Doran, J., & Peterson, D. R. (May 2009–Aug 2009). Summer Research Grant. Funded by Gene
Taylor/Bank of America, via Finance Department, Florida State University. Total award
$5,000.
Service
Florida State University
FSU University Service
Committee member, University Investment Committee (2010–present).
Committee member, University Senate (2004–2006).
FSU College Service
Committee member, Promotion and Tenure Committee (2009–present).
Committee member, Outstanding Ph.D. Alumni Committee (2007–present).
Committee member, Ph.D. Policy Committee (2005–present).
Committee member, Undergraduate Scholarship Committee (2003–2006).
FSU Department Service
Committee chair, Promotion and Tenure Committee (2014–present).
Committee chair, Doctoral Examining Committee (2005–present).
Committee member, Promotion and Tenure Committee (2005–present).
Committee chair, Recruiting Committee (2011–2015).
Committee member, University's QER Review of Accounting Department (2007).
Finance department representative, University's QER Review of Finance Department (2007).
Committee member, Recruiting Committee (2004–2007).
Committee member, Doctoral Examining Committee (2003–2005).
Committee chair, Promotion and Tenure Committee (2004–2005).
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Vita for David R. Peterson
The Profession
Guest Reviewer for Refereed Journals
Journal of Banking and Finance (2003–present).
Journal of Financial Research (2003–present).
Page 20