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Fodor, Andrew

Associate Professor and Chair, Finance Department

Finance
Copeland 514G
740-593-2059
fodora@ohio.edu
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Education

Florida State University - Ph.D Finance 2008

Capital University - BA Math, BA Economics 2004

Professional Experience

Associate Professor and Chair - Ohio University - January 2013 - Present

Assistant Professor - Ohio University - August 2008 - January 2013

Selected Publications

“The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns” with Dean Diavatopoulos, James Doran, and David Peterson, Journal of Banking and Finance, forthcoming.

“Financial Market Reactions to Company Disaster: The BP Case” with John Stowe, Journal of Applied Finance, forthcoming.

“The Sensitivity of Findings of Expected Bookmaker Profitability” with Kevin Krieger and Greg Stevenson, Journal of Sports Economics, forthcoming.

“Do Option Open-Interest Changes Foreshadow Future Equity Returns?” with Kevin Krieger and James Doran, Financial Markets and Portfolio Management, 25 (3), 265-280, 2011.

“Option Market Efficiency and Analyst Recommendations” with Kevin Krieger and James Doran, Journal of Business, Finance, and Accounting, 37 (5-6) 560-590, 2010.

“Do REIT announcements of open market repurchase programs signal value changes in rivals?” with Dean Diavatopoulos, Shawn Howton, and Shelley Howton, Journal of Real Estate Portfolio Management, 16 (2), 131-140, 2010.

“The Predictive Power of REIT Implied Volatility and Implied Idiosyncratic Volatility” with Dean Diavatopoulos, Shawn Howton, and Shelley Howton, Journal of Real Estate Portfolio Management, 16 (1), 29-38, 2010.

“Firm Specific Option Risk and Implications for Asset Pricing” with James Doran, Journal of Risk, 12 (1), 17-52, 2009.

“Do Instructors Practice Full Disclosure When Teaching the CAPM?” with Kevin Krieger and Debra Peterson, Advances in Financial Education, Winter (34), 89-101, 2008.

"Option Market Efficiency and Analyst Recommendations" with Doran, J., Krieger, K. (2010), Journal of Business, Finance, and Accounting, 37(5-6), 560-590.

"Financial Market Reactions to Company Disaster: The BP Case" with Stowe, J. (2011), Journal of Applied Finance, 22(1), 89-104.

"The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns" with Diavatopoulos, J., Doran, D., Peterson, S. (2012), Journal of Banking & Finance, 36(3), 786-802.

"Predicting Extreme Returns and Portfolio Management Implications" with Krieger, K., Mauck, N., and Stevenson, G. (2013), Journal of Financial Research, 36 (4), 471-492.

"The Valuation and Strategic Use of the Recharacterization Option for Traditional to Roth IRA Conversions" with Stowe, D. and Stowe, J. (2013), Financial Analysts Journal,69(5), 61-75.

"Call-Put Implied Volatility Spreads and Option Returns" with Jiang, D., and Doran, J. (2013), Review of Asset Pricing Studies, 258-290.

"Implied Volatility and Floatation Costs of SEO’s" with Gokkaya, S. (2014), Journal of Business and Finance, 47, 88-101.

Additional Information

Download Papers from SSRN:

http://ssrn.com/author=755096