IDEAS home Printed from https://ideas.repec.org/f/pmc263.html
   My authors  Follow this author

M Kevin McGee

Personal Details

First Name:M Kevin
Middle Name:
Last Name:McGee
Suffix:
RePEc Short-ID:pmc263
Terminal Degree:1983 Department of Economics; Ohio State University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Wisconsin-Oshkosh

Oshkosh, Wisconsin (United States)
http://www.uwosh.edu/cob/faculty-and-staff/faculty/department-of-economics
RePEc:edi:deuwous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. McGee, M Kevin, 2017. "The economic distortions of a border-adjusted corporate cash flow tax," MPRA Paper 79275, University Library of Munich, Germany.
  2. Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper 17139, University Library of Munich, Germany.

Articles

  1. M. Ryan Haley & M. Kevin McGee, 2018. "A parametric “parent metric†approach for comparing maximum†normalized journal ranking metrics," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 69(1), pages 172-176, January.
  2. Lee Scyoc & M. Kevin McGee, 2016. "Testing for competitive balance," Empirical Economics, Springer, vol. 50(3), pages 1029-1043, May.
  3. M. Kevin McGee, 2016. "Two universal, probabilistic measures of competitive imbalance," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2883-2894, July.
  4. M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 524-541, December.
  5. M. Kevin McGee & Lee Van Scyoc & Nancy J. Burnett, 2012. "‘The best defence…’ or optimal offence/defence spending ratios in the NFL," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 717-720, May.
  6. Haley, M. Ryan & McGee, M. Kevin, 2011. ""KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 341-352, March.
  7. M. Ryan Haley & Marianne F. Johnson & M. Kevin McGee, 2010. "A Framework for Reconsidering the Lake Wobegon Effect," The Journal of Economic Education, Taylor & Francis Journals, vol. 41(2), pages 95-109, March.
  8. McGee, M. Kevin, 2010. "Twice constrained investment under uncertainty: A mixed time model," Research in Economics, Elsevier, vol. 64(2), pages 110-120, June.
  9. Haley, M. Ryan & McGee, M. Kevin, 2006. "Tilting safety first and the Sharpe portfolio," Finance Research Letters, Elsevier, vol. 3(3), pages 173-180, September.
  10. McGee, M. Kevin, 1998. "Capital Gains Taxation and New Firm Investment," National Tax Journal, National Tax Association;National Tax Journal, vol. 51(4), pages 653-673, December.
  11. McGee, M Kevin, 1989. "The Lifetime Marginal Tax Rate," Public Finance = Finances publiques, , vol. 44(1), pages 51-61.
  12. McGee, M. Kevin, 1989. "Alternative Transitions to a Consumption Tax," National Tax Journal, National Tax Association;National Tax Journal, vol. 42(2), pages 155-166, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Walker, Todd & Haley, M. Ryan & McGee, M. Kevin, 2009. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," MPRA Paper 17139, University Library of Munich, Germany.

    Cited by:

    1. Chipeniuk, Karsten O. & Walker, Todd B., 2021. "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, vol. 70(C).
    2. M. Ryan Haley & Todd B. Walker, 2010. "Alternative tilts for nonparametric option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(10), pages 983-1006, October.
    3. Jules Sadefo Kamdem, 2023. "Risk-Adjusted Performance And Semi-Moments Of Non-Gaussian Portfolio Returns Distributions," Working Papers hal-04134833, HAL.

Articles

  1. M. Ryan Haley & M. Kevin McGee, 2018. "A parametric “parent metric†approach for comparing maximum†normalized journal ranking metrics," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 69(1), pages 172-176, January.

    Cited by:

    1. Haley, M. Ryan & McGee, M. Kevin, 2020. "Jointly valuing journal visibility and author citation count: An axiomatic approach," Journal of Informetrics, Elsevier, vol. 14(1).

  2. Lee Scyoc & M. Kevin McGee, 2016. "Testing for competitive balance," Empirical Economics, Springer, vol. 50(3), pages 1029-1043, May.

    Cited by:

    1. Young Hoon Lee & Yongdai Kim & Sara Kim, 2019. "A Bias-Corrected Estimator of Competitive Balance in Sports Leagues," Journal of Sports Economics, , vol. 20(4), pages 479-508, May.
    2. Francisco Triguero‐Ruiz & Antonio Avila‐Cano, 2023. "On competitive balance in the group stage of the UEFA Champions League," Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(3), pages 231-248, July.
    3. Dejan Trifunovi? & Vito Pipitone, 0000. "Welfare Maximizing Competitive Balance: the Evidence from Top European Football leagues," Proceedings of International Academic Conferences 11113139, International Institute of Social and Economic Sciences.
    4. Dorian Owen & Caitlin Owen, 2017. "Simulation Evidence on Herfindahl-Hirschman Indices as Measures of Competitive Balance," Working Papers 1715, University of Otago, Department of Economics, revised Dec 2017.

  3. M. Kevin McGee, 2016. "Two universal, probabilistic measures of competitive imbalance," Applied Economics, Taylor & Francis Journals, vol. 48(31), pages 2883-2894, July.

    Cited by:

    1. Young Hoon Lee & Yongdai Kim & Sara Kim, 2019. "A Bias-Corrected Estimator of Competitive Balance in Sports Leagues," Journal of Sports Economics, , vol. 20(4), pages 479-508, May.
    2. Antonio Avila-Cano & Amparo Ruiz-Sepulveda & Francisco Triguero-Ruiz, 2021. "Identifying the Maximum Concentration of Results in Bilateral Sports Competitions," Mathematics, MDPI, vol. 9(11), pages 1-19, June.
    3. Dejan Trifunovi? & Vito Pipitone, 0000. "Welfare Maximizing Competitive Balance: the Evidence from Top European Football leagues," Proceedings of International Academic Conferences 11113139, International Institute of Social and Economic Sciences.
    4. Dorian Owen & Caitlin Owen, 2017. "Simulation Evidence on Herfindahl-Hirschman Indices as Measures of Competitive Balance," Working Papers 1715, University of Otago, Department of Economics, revised Dec 2017.

  4. M. Ryan Haley & M. Kevin McGee & Todd B. Walker, 2013. "Disparity, Shortfall, and Twice-Endogenous HARA Utility," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 524-541, December.
    See citations under working paper version above.
  5. M. Kevin McGee & Lee Van Scyoc & Nancy J. Burnett, 2012. "‘The best defence…’ or optimal offence/defence spending ratios in the NFL," Applied Economics Letters, Taylor & Francis Journals, vol. 19(8), pages 717-720, May.

    Cited by:

    1. Joshua D. Pitts, 2016. "Determinants of Success in the National Football League’s Postseason," Journal of Sports Economics, , vol. 17(1), pages 86-111, January.

  6. Haley, M. Ryan & McGee, M. Kevin, 2011. ""KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 341-352, March.

    Cited by:

    1. M. Ryan Haley, 2017. "K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?," Annals of Finance, Springer, vol. 13(3), pages 341-353, August.
    2. M. Ryan Haley, 2018. "A nonparametric quantity-of-quality approach to assessing financial asset return performance," Annals of Finance, Springer, vol. 14(3), pages 343-351, August.
    3. Yu, Xisheng, 2021. "A unified entropic pricing framework of option: Using Cressie-Read family of divergences," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

  7. M. Ryan Haley & Marianne F. Johnson & M. Kevin McGee, 2010. "A Framework for Reconsidering the Lake Wobegon Effect," The Journal of Economic Education, Taylor & Francis Journals, vol. 41(2), pages 95-109, March.

    Cited by:

    1. William Bosshardt & Peter E. Kennedy, 2011. "Data Resources and Econometric Techniques," Chapters, in: Gail M. Hoyt & KimMarie McGoldrick (ed.), International Handbook on Teaching and Learning Economics, chapter 35, Edward Elgar Publishing.

  8. Haley, M. Ryan & McGee, M. Kevin, 2006. "Tilting safety first and the Sharpe portfolio," Finance Research Letters, Elsevier, vol. 3(3), pages 173-180, September.

    Cited by:

    1. Haley, M. Ryan & McGee, M. Kevin, 2011. ""KLICing" there and back again: Portfolio selection using the empirical likelihood divergence and Hellinger distance," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 341-352, March.
    2. Serge Darolles & Christian Gourieroux & Joann Jasiak, 2009. "L-performance with an application to hedge funds," Post-Print halshs-00677730, HAL.
    3. M. Ryan Haley, 2017. "K-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance?," Annals of Finance, Springer, vol. 13(3), pages 341-353, August.
    4. Zakamouline, Valeri & Koekebakker, Steen, 2009. "Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1242-1254, July.
    5. M. Haley, 2014. "Gaussian and logistic adaptations of smoothed safety first," Annals of Finance, Springer, vol. 10(2), pages 333-345, May.
    6. Matteo Del Vigna, 2011. "Ambiguity made easier," Working Papers - Mathematical Economics 2011-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

  9. McGee, M. Kevin, 1998. "Capital Gains Taxation and New Firm Investment," National Tax Journal, National Tax Association;National Tax Journal, vol. 51(4), pages 653-673, December.

    Cited by:

    1. Cho, Myeonghwan, 2014. "The effect of capital gains taxation on small business transfers and start-ups," Economic Modelling, Elsevier, vol. 36(C), pages 447-454.
    2. Viard, Alan D., 2000. "Dynamic asset pricing effects and incidence of realization-based capital gains taxes," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 465-488, October.
    3. Nielsen, Soren Bo & Keuschnigg, Christian, 2003. "Taxation and Venture Capital-Backed Entrepreneurship," CEPR Discussion Papers 4097, C.E.P.R. Discussion Papers.
    4. McGee, M. Kevin, 2010. "Twice constrained investment under uncertainty: A mixed time model," Research in Economics, Elsevier, vol. 64(2), pages 110-120, June.
    5. Schulte, Reinhard, 2015. "On real investment by new ventures," Lüneburger Beiträge zur Gründungsforschung 12, Leuphana University of Lüneburg, Department of Entrepreneurship & Start-up Management.
    6. Martin D. Dietz, 2004. "Dividend and Capital Gains Taxation in a Cross-Section of Firms," Public Economics 0405004, University Library of Munich, Germany.

  10. McGee, M. Kevin, 1989. "Alternative Transitions to a Consumption Tax," National Tax Journal, National Tax Association;National Tax Journal, vol. 42(2), pages 155-166, June.

    Cited by:

    1. B. Douglas Bernheim, 1999. "Taxation and Saving," NBER Working Papers 7061, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting and Auditing (1) 2017-05-28
  2. NEP-EVO: Evolutionary Economics (1) 2009-09-11
  3. NEP-PBE: Public Economics (1) 2017-05-28
  4. NEP-UPT: Utility Models and Prospect Theory (1) 2009-09-11

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, M Kevin McGee should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.