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Robert A. Connolly

Personal Details

First Name:Robert
Middle Name:A.
Last Name:Connolly
Suffix:
RePEc Short-ID:pco795
[This author has chosen not to make the email address public]
https://drbobconnolly.com/

Affiliation

Department of Finance
Miami Herbert Business School
University of Miami

Coral Gables, Florida (United States)
https://herbert.miami.edu/finance
RePEc:edi:dfmiaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Robert A. Connolly & Christopher T. Stivers, 2000. "Evidence on the Economics of Equity Return Volatility Clustering," Econometric Society World Congress 2000 Contributed Papers 1575, Econometric Society.
  2. Robert A. Connolly & Nuray Güner, 1999. "Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility," Computing in Economics and Finance 1999 943, Society for Computational Economics.
  3. Robert A. Connolly & Paisan Limratanamongkol, 1999. "Cointegration Modeling of Expected Exchange Rates," Computing in Economics and Finance 1999 1112, Society for Computational Economics.

Articles

  1. Naresh Bansal & Robert A. Connolly & Chris Stivers, 2022. "Beta and size equity premia following a high‐VIX threshold," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1491-1517, August.
  2. Campello, Murillo & Connolly, Robert A. & Kankanhalli, Gaurav & Steiner, Eva, 2022. "Do real estate values boost corporate borrowing? Evidence from contract-level data," Journal of Financial Economics, Elsevier, vol. 144(2), pages 611-644.
  3. Walter I. Boudry & Robert A. Connolly & Eva Steiner, 2022. "What happens during flight to safety: Evidence from public and private real estate markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 147-172, March.
  4. Robert A Connolly & David Dubofsky & Chris Stivers, 2021. "Economic-State Variation in Uncertainty-Yield Dynamics [Do macro variables, asset markets, or surveys forecast inflation better?]," The Review of Asset Pricing Studies, Oxford University Press, vol. 11(1), pages 60-104.
  5. Mike Aguilar & Walter I. Boudry & Robert A. Connolly, 2018. "The Dynamics of REIT Pricing Efficiency," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(1), pages 251-283, March.
  6. Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018. "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 140-161.
  7. Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015. "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, vol. 25(C), pages 33-51.
  8. Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2014. "The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(3), pages 699-724, June.
  9. Robert A. Connolly & Richard J. Rendleman, 2012. "What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isn't)," Interfaces, INFORMS, vol. 42(6), pages 554-576, December.
  10. Connolly Robert & Rendleman Richard J., 2012. "Tournament Selection Efficiency: An Analysis of the PGA TOUR's FedExCup," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 8(4), pages 1-33, November.
  11. Connolly Robert A. & Rendleman Richard J., 2011. "Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 7(4), pages 1-50, October.
  12. Naresh Bansal & Robert A. Connolly & Chris Stivers, 2010. "Regime‐switching in stock index and Treasury futures returns and measures of stock market stress," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(8), pages 753-779, August.
  13. Connolly Robert A. & Rendleman Richard J, 2009. "Dominance, Intimidation, and 'Choking' on the PGA Tour," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 5(3), pages 1-34, July.
  14. Connolly, Robert A. & Rendleman, Richard J., 2008. "Skill, Luck, and Streaky Play on the PGA Tour," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 74-88, March.
  15. Robert A. Connolly & Z. Nuray G‹Ner & Kenneth N. Hightower, 2007. "Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 689-702, March.
  16. Connolly, Robert A. & Stivers, Chris & Sun, Licheng, 2007. "Commonality in the time-variation of stock-stock and stock-bond return comovements," Journal of Financial Markets, Elsevier, vol. 10(2), pages 192-218, May.
  17. Connolly, Robert & Stivers, Chris, 2006. "Information content and other characteristics of the daily cross-sectional dispersion in stock returns," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 79-112, January.
  18. Connolly, Robert & Stivers, Chris & Sun, Licheng, 2005. "Stock Market Uncertainty and the Stock-Bond Return Relation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(1), pages 161-194, March.
  19. Robert Connolly & Chris Stivers, 2005. "Macroeconomic News, Stock Turnover, And Volatility Clustering In Daily Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(2), pages 235-259, June.
  20. Connolly, Robert A. & Wang, F. Albert, 2003. "International equity market comovements: Economic fundamentals or contagion?," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 23-43, January.
  21. Robert Connolly & Chris Stivers, 2003. "Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion," Journal of Finance, American Finance Association, vol. 58(4), pages 1521-1556, August.
  22. John J. Pringle & Robert A. Connolly, 1993. "The Nature And Causes Of Foreign Currency Exposure," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(3), pages 61-72, September.
  23. Connolly, Robert A., 1991. "A posterior odds analysis of the weekend effect," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 51-104.
  24. Connolly, Robert A. & Hirschey, Mark, 1990. "Firm size and R&D effectiveness : A value-based test," Economics Letters, Elsevier, vol. 32(3), pages 289-294, March.
  25. Allen, Stuart D & Connolly, Robert A, 1989. "Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(2), pages 158-175, May.
  26. Connolly, Robert A., 1989. "An Examination of the Robustness of the Weekend Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(2), pages 133-169, June.
  27. Connolly, Robert A. & Hirschey, Mark, 1988. "Market value and patents : A Bayesian approach," Economics Letters, Elsevier, vol. 27(1), pages 83-87.
  28. Connolly, Robert A. & Hirschey, Mark, 1988. "Concentration and profits: A test of the accounting bias hypothesis," Journal of Accounting and Public Policy, Elsevier, vol. 7(4), pages 313-334.
  29. Barry T. Hirsch & Robert A. Connolly, 1987. "Do Unions Capture Monopoly Profits?," ILR Review, Cornell University, ILR School, vol. 41(1), pages 118-136, October.
  30. Connolly, Robert A & Hirsch, Barry T & Hirschey, Mark, 1986. "Union Rent Seeking, Intangible Capital, and Market Value of the Firm," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 567-577, November.
  31. Connolly, Robert A. & Schwartz, Steven, 1985. "The intertemporal behavior of economic profits," International Journal of Industrial Organization, Elsevier, vol. 3(4), pages 379-400, December.
  32. Connolly, Robert A. & Lacivita, C. J., 1985. "A note on the statistical properties of aggregate q measures," Economics Letters, Elsevier, vol. 19(2), pages 177-181.
  33. Connolly, Robert A & Hirschey, Mark, 1984. "R&D, Market Structure, and Profits: A Value-Based Approach," The Review of Economics and Statistics, MIT Press, vol. 66(4), pages 682-686, November.

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