Concepedia

Michael F. Ferguson

MF

Statistics

Publications

11

Citations

499

H-Index

11

Active since

1995

Affiliations

University of Cincinnati(Current)

College of Business Administration

Indiana University Bloomington

Miami University

Ansteel (China)

Michael F. Ferguson is an author at University of Cincinnati specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsEmpirical FinanceLawBiasLoansLabor Law

Publications per year

1995–2021

11

Publications

11

Equilibrium “Anomalies”

Michael F. Ferguson, Richard L. Shockley · The Journal of Finance · 2003 · 160 citations

Empirical Finance, Portfolio Management, Proxy Beta +17

On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns

Hui Guo, Haimanot Kassa, Michael F. Ferguson · Journal of Financial and Quantitative Analysis · 2014 · 94 citations

Empirical Finance, Volatility Modeling, Engineering +20

What Constitutes Evidence of Discrimination in Lending?

Michael F. Ferguson, Stephen R. Peters · The Journal of Finance · 1995 · 78 citations

Economics, Economic Discrimination, Relative Denial +15

Idiosyncratic Risk, Investor Base, and Returns

Doina Chichernea, Michael F. Ferguson, Haimanot Kassa · Financial Management · 2014 · 34 citations

Market Microstructure, Empirical Finance, Investment Strategy +15

On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns

Hui Guo, Haim Kassa, Michael F. Ferguson · SSRN Electronic Journal · 2011 · 32 citations · Full text

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