College of Business - NIU


Robert E. Miller

Research

Publications

  • Conover, C.M. and Miller, R.E., "The Timeliness of Accounting Disclosures in International Security Markets" International Review of Financial Analysis Vol. 17, No. 5 (2008), pp. 849-869.
  • Bauman, W.S., Miller, R.E., and Veit, E. Ted, "Managing Protfolio Turnover: An Empirical Study" Quarterly Journal of Business and Economics, Vol. 44, Nos. 3&4, (Summer/Autumn 2005), pp.15-31.
  • Affleck-Graves, J. and Miller, R. E., "The Information Content of Calls of Debt: Evidence from Long-Term Stock Returns", Journal of Financial Research, Vol. 26, No. 4 (winter 2003), pp. 421-448. (Outstanding Article Award).
  • Bauman, W.S., Conover, C.M., and Miller, R.E., "The Performance of Growth Stocks and Value Stocks in the Pacific Basin," Review of Pacific Basin Financial Markets and Policies, Vol. 4, No. 2 (June 2001), pp. 95-108.
  • Livingston, M.B. and Miller, R. E., "Investment Bank Reputation and the Underwriting of Nonconvertible Debt", Financial Management, Vol. 29, No. 2 (Summer 2000), pp. 21-34.
  • Bauman, W.S., Conover, C.M., and Miller, R.E., "Investor Overreaction in International Stock Markets," The Journal of Portfolio Management, Vol. 25, No. 4 (Summer 1999), pp. 102-111.
  • Bauman, W.S., Conover, C.M., and Miller, R.E., "Growth versus Value and Large versus Small-Cap Stocks in International Markets," Financial Analysts Journal, Vol. 54, No. 2 (March-April 1998), pp. 75-89.
  • Bauman, W. Scott and Miller, Robert E., "Investor Expectations and the Performance of Value Stocks Versus Growth Stocks," The Journal of Portfolio Management, Vol. 23, No. 3 (Spring 1997), pp. 57-68.
  • Affleck-Graves, J., Hegde, S., and Miller, R. E., AConditional Price Trends in the Aftermarket for Initial Public Offerings," Financial Management, Vol. 25, No. 4, (Winter 1996), pp. 25-40.
  • Bauman, W. Scott and Miller, Robert E., "Portfolio Performance Rankings in Stock Market Cycles," Financial Analysts Journal, Vol. 51, No. 2 (Mar-April 1995), pp. 79-87.
  • Affleck-Graves, J., Hegde, S., and Miller, R. E., "Trading Mechanisms and the Components of the Bid-Ask Spread," Journal of Finance, Vol. 49, No. 4 (September 1994), pp. 1471-1488.
  • Bauman, W. Scott and Miller, Robert E., "Can Managed Portfolio Performance Be Predicted?", The Journal of Portfolio Management, Vol. 20, No. 4 (Summer 1994), pp. 31-40.
  • Miller, R. E., Morris, M. H., and Scanlon, K., "Capital Structure and Tax Status: New Evidence From IPOs," Journal of Accounting, Auditing and Finance, Vol. 9, No. 2 (Spring 1994), pp. 197-214.
  • Balvers, R., Affleck-Graves, J., Miller, R., and Scanlon, K., "Systematic Risk and the Underpricing of Initial Public Offerings," Review of Quantitative Finance and Accounting, Vol. 3, No. 2 (June 1993), pp. 221-239.
  • Affleck-Graves, J., Hegde, S., Miller, R. E., and Reilly, F. K., "The Effect of the Trading System on the Underpricing of Initial Public Offerings," Financial Management, Vol. 22, No. 1 (Spring 1993), pp. 99-108.
  • Bowers, Helen M. and Miller, Robert E., "Choice of Investment Banker and Shareholders' Wealth of Firms Involved in Acquisitions," Financial Management, Vol. 19, No. 4 (Winter 1990), pp. 34-44.
  • Affleck-Graves, John and Miller, Robert E., "Regulatory and Procedural Effects on the Underpricing of Initial Public Offerings," Journal of Financial Research, Vol. 12, No. 3 (Fall 1989), pp. 193-202.
  • Hegde, Shantaram P. and Miller, Robert E., Market Making in Initial Public Offerings of Common Stocks: An Empirical Analysis," Journal of Financial and Quantitative Analysis, Vol. 24, No. 1 (March 1989), pp. 75-90.
  • McDonald, Bill D. and Miller, Robert E., "Additional Evidence on the Nature of Size-Related Anomalies," Journal of Economics and Business, Vol. 41, No. 1 (February 1989), pp. 61-68.
  • Balvers, R. J., McDonald, B. D. and Miller, R. E., "Underpricing of New Issues and the Choice of Auditor as a Signal of Investment Banker Reputation," The Accounting Review, Vol. 63, No. 4 (October 1988), pp. 605-622.
  • Johnson, James M. and Miller, Robert E., "Investment Banker Prestige and the Underpricing of Initial Public Offerings," Financial Management, Vol. 17, No. 2 (Summer 1988), pp. 19-29.
  • Miller, Robert E. and Reilly, Frank K., "An Examination of Mispricing, Returns, and Uncertainty for Initial Public Offerings," Financial Management, Vol. 16, No. 2 (Summer 1987), pp. 33-38.
  • Kilbride, B. J., McDonald, B., and Miller, R. E., "A Reexamination of Economies of Scale in Banking Using a Generalized Functional Form," Journal of Money, Credit, and Banking, Vol. 18, No. 4 (November 1986), pp. 519-526.
  • Miller, Robert E. and Morris, Michael H.,"Multiproduct C-V-P Analysis and Uncertainty: A Linear Programming Approach," Journal of Business Finance and Accounting, Vol. 12, No. 4 (Winter 1985), pp. 495-505.
  • Johnson, James M. and Miller, Robert E., "Going Public: Information for Small Businesses," Journal of Small Business Management, Vol. 23, No. 4 (October 1985), pp. 38-44.
  • McClure, Richard M. and Miller, Robert E., "The Application of Operations Research to Commercial Banking Companies," Interfaces, Vol. 9, No. 2, Part 1 (February 1979), pp. 24-29.
  • Miller, Robert E. and Gehr, Adam K., "Sample Size Bias and Sharpe's Performance Measure," Journal of Financial and Quantitative Analysis, Vol. 13, No. 4 (December 1978), pp. 943-946.
  • Bentz, William F., Sherr, Lawrence A. and Miller, Robert E., "Sensitivity Analysis With Interaction Effects," Decision Sciences, Vol. 7, No. 3 (July 1976), pp. 432-446.

Other Publications

  • Bauman, W. Scott and Miller, Robert E., 1997, "Investment Styles, Stock Market Cycles, Investor Expectations, and Pension Fund Performance", in Fabozzi, Frank, ed.: Pension Fund Investment Management, Frank J. Fabozzi Associates.
  • Bauman, W. Scott and Miller, Robert E., 1997, AInvestment Styles, Stock Market Cycles, Investor Expectations, and Portfolio Performance", in D. T. Coggin, F. J. Fabozzi, and R. Arnott, ed.: The Handbook of Equity Style Management, Frank J. Fabozzi Associates.
  • Hegde, Shantaram P. and Miller, Robert E., 1996, "The Informational Role of Debt and the Pricing of Initial Public Offerings," in Lewis, Mario, ed.: Empirical Issues in Raising Equity Capital, Amsterdam: North-Holland.


If you have comments or suggestions, please contact me at: rmiller@niu.edu






This page was last updated on 08/17/09.