Miles B. Livingston

Bank of America Professor
Full Professor

(352) 392-4316

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Homepage
Contact Details

Education

PhD - Winner of Founders Day Award, New York University, 1972
MBA - (with distinction), New York University, 1968
BA - Columbia University, 1966

Research Interests

Bonds
Investments
Capital Markets

Courses Taught

Book Publications

ESSENTIALS OF MONEY AND CAPITAL MARKETS
Status: Published
Published Year: 2019
Authors: Miles Livingston
Bonds and Bond Derivatives, Second Edition
Status: Published
Published Year: 2005
Authors: Miles Livingston
Bonds and Bond Derivatives
Status: Published
Published Year: 1998
Authors: Miles Livingston
Money and Capital Markets, 3rd ed.
Status: Published
Published Year: 1996
Authors: Miles Livingston
Money and Capital Markets, 2nd ed.
Status: Published
Published Year: 1993
Authors: Miles Livingston
Money and Capital Markets, 2nd ed.
Status: Published
Published Year: 1993
Authors: Miles Livingston
Money and Capital Markets
Status: Published
Published Year: 1990
Authors: Miles Livingston
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Journal Article Publications

ARBITRAGE STRATEGIES FOR DEFAULT-FREE BONDS
Status: Working Paper
Journal: Unknown
Authors: Miles Livingston
THE DECLINE IN IDIOSYNCRATIC VALUES OF US TREASURY SECURITES
Status: Published
Journal: Journal of Banking & Finance
Published Year: 2019
Authors: Miles Livingston, YANBIN WU, LEI ZHOU
The Volatility of Mutual Fund Performance
Status: Published
Journal: Journal of Economics and Business
Published Year: 2019
Authors: Miles Livingston, Yanbin Wu, Lei Zhou
Are Chinese credit ratings relevant? A study of the Chinese bond market and credit rating industry
Status: Published
Journal: Journal of Banking & Finance
Published Year: 2018
Authors: Miles Livingston, Winnie Poon, Lei Zhou
Information Opacity and Fitch Bond Ratings
Status: Published
Journal: Journal of Financial Research, The
Published Year: 2016
Authors: Miles Livingston, Lei Zhou
Brokerage Commissions and Mutual Fund Performance
Status: Published
Journal: Journal of Financial Research, The
Published Year: 2015
Authors: Miles Livingston, Lei Zhou
A Long-Term Perspective on the Determinants of Treasury Bond Stripping Levels
Status: Published
Journal: Financial Markets, Institutions & Instruments
Published Year: 2014
Authors: Marck Bulter, Miles Livingston, Lei Zhou
Mutual Fund Liquidity and Fiduciary Conflicts of Interest
Status: Published
Journal: Journal of Applied Finance
Published Year: 2013
Authors: David Rakowski, Miles Livingston
Time for Mutual Funds to Favor Shareholders
Status: Published
Journal: Financial Times
Published Year: 2013
Authors: Miles Livingston
$10 Billion in Hidden Costs: It's Time for Mutual Funds to Level the Playing Field
Status: Published
Journal: Huffington Post
Published Year: 2012
Authors: Miles Livingston
It's Time for Mutual Funds to Level the Playing Field
Status: Published
Journal: Ignites
Published Year: 2012
Authors: Miles Livingston
Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields
Status: Published
Journal: Journal of Money, Credit and Banking
Published Year: 2010
Authors: D. Wei, L. Zhou, Miles Livingston
Split Bond Ratings and Information Opacity Premiums
Status: Published
Journal: Financial Management
Published Year: 2010
Authors: L. Zhou, Miles Livingston
Split Bond Ratings and Rating Migration
Status: Published
Journal: Journal of Banking & Finance
Published Year: 2008
Authors: A. Naranjo, L. Zhou, Miles Livingston
The Components of Mutual Fund Fees
Status: Published
Journal: Financial Markets, Institutions & Instruments
Published Year: 2008
Authors: X. Gao, Miles Livingston
Split bond ratings and rating migration
Status: Published
Journal: Journal of Banking & Finance
Published Year: 2008
Authors: Miles Livingston, Andy Naranjo, Lei Zhou
Asset Opaqueness and Split Bond Ratings
Status: Published
Journal: Financial Management
Published Year: 2007
Authors: A. Naranjo, L. Zhou, Miles Livingston
Asset Opaqueness and Split Bond Ratings
Status: Published
Journal: Financial Management
Published Year: 2007
Authors: Miles Livingston, Andy Naranjo, Lei Zhou
Asset Opaqueness and Split Bond Ratings,
Status: Published
Journal: Financial Management
Published Year: 2007
Authors: Miles Livingston, Andy Naranjo, Lei Zhou
Drexel Burnham Lambert's Bankruptcy and the Decline in Underwriter Fees in the 1990s
Status: Published
Journal: Journal of Financial Economics
Published Year: 2007
Authors: G. Williams, Miles Livingston
Exponential Duration: A More Accurate Measure of Interest Rate Risk
Status: Published
Journal: Journal of Financial Research, The
Published Year: 2005
Authors: L. Zhou, Miles Livingston
A Proposal for Quoting Money Market Rates
Status: Published
Journal: Financial Analysts Journal
Published Year: 2002
Authors: L. Zhou, Miles Livingston
The Impact of Rule 144A Debt Offerings Upon Bond Yields and Underwriter Fees
Status: Published
Journal: Financial Management
Published Year: 2002
Authors: L. Zhou, Miles Livingston
The Impact Of the Third Credit Rating On the Pricing of Bonds
Status: Published
Journal: Journal of Fixed Income, The
Published Year: 2000
Authors: J. Jewell, Miles Livingston
Investment Banker Reputation and the Underwriting of Nonconvertible Debt
Status: Published
Journal: Financial Management
Published Year: 2000
Authors: R. Miller, Miles Livingston
A Comparison of Bond Ratings from Moody's, Standard & Poor's, and Fitch IBCA
Status: Published
Journal: Financial Markets, Institutions & Instruments
Published Year: 1999
Authors: J. Jewell, Miles Livingston
Split Ratings, Bond Yields, and Underwriter Spreads for Industrial Bonds
Status: Published
Journal: Journal of Financial Research, The
Published Year: 1998
Authors: J. Jewell, Miles Livingston
The Cost of Mutual Fund Sales Fees
Status: Published
Journal: Journal of Financial Research, The
Published Year: 1998
Authors: Miles Livingston
The Long-Run Performance of Firms Issuing Bonds
Status: Published
Journal: Journal of Fixed Income, The
Published Year: 1997
Authors: J. Jewell, Miles Livingston
Mutual Fund Brokerage Commissions
Status: Published
Journal: Journal of Financial Research, The
Published Year: 1996
Authors: E. O'Neal, Miles Livingston
Are Term Premiums Risk Premiums?
Status: Published
Journal: Advances in Quantitative Analysis of Finance and Accounting
Published Year: 1995
Authors: H. Levy, R. Brooks, Miles Livingston
The Gains from Diversification Reconsidered: Transaction Costs and Superior Information
Status: Published
Journal: Financial Markets, Institutions & Instruments
Published Year: 1995
Authors: A. Levy, Miles Livingston
Drexel, Burnham, Lambert's Debt Issues
Status: Published
Journal: Journal of Fixed Income, The
Published Year: 1995
Authors: H. Pratt, C. Mann, Miles Livingston
Stripping of Treasury Securities and Segmentation in the Treasury Securities Market
Status: Published
Journal: Journal of Fixed Income, The
Published Year: 1995
Authors: K. Lim, Miles Livingston
Effects of Super-Poison-Put Clauses on Industrial Debt
Status: Published
Journal: Journal of Fixed Income, The
Published Year: 1993
Authors: H. Pratt, Miles Livingston
Market Reactions to Callable and Noncallable Debt Issues
Status: Published
Journal: Journal of Applied Business Research
Published Year: 1993
Authors: R. Kish, Miles Livingston
The Term Structure of Interest Rates and the Basis for Financial Futures
Status: Published
Journal: Advances in Futures and Options Research
Published Year: 1993
Authors: Miles Livingston
The Unbiased Expectations Hypothesis and Error Learning
Status: Published
Journal: Advances in Quantitative Analysis of Finance and Accounting
Published Year: 1993
Authors: R. Brooks, M. Kim, Miles Livingston
Estimating the Value of Call Options on Corporate Bonds
Status: Published
Journal: Journal of Applied Corporate Finance
Published Year: 1993
Authors: R. Kish, Miles Livingston
Determinants of the Call Option on Corporate Bonds
Status: Published
Journal: Journal of Banking & Finance
Published Year: 1992
Authors: R. Kish, Miles Livingston
The Difference Between the Local and Unbiased Expectations Hypotheses
Status: Published
Journal: Review of Quantitative Finance and Accounting
Published Year: 1992
Authors: R. Brooks, Miles Livingston
Zero Coupon Bonds
Status: Published
Journal: New Pelgrave Dictionary of Money and Finance
Published Year: 1992
Authors: Miles Livingston
Reply To Glick
Status: Published
Journal: Financial Analysts Journal
Published Year: 1992
Authors: Miles Livingston
The Local versus Unbiased Expectations Hypothesis with Discrete Compounding
Status: Published
Journal: Journal of Business Finance & Accounting
Published Year: 1992
Authors: R. Brooks, Miles Livingston
Relative Impact of Duration and Convexity on Bond Price Changes
Status: Published
Journal: Financial Practice and Education
Published Year: 1992
Authors: R. Brooks, Miles Livingston
Development of the Market for U. S. Treasury STRIPS
Status: Published
Journal: Financial Analysts Journal
Published Year: 1992
Authors: D. Gregory, Miles Livingston
Comment on Expectations, Taxes, and Interest: The Search for the Darby Effect
Status: Published
Journal: American Economic Review
Published Year: 1991
Authors: Miles Livingston
A Note on the Variance of Spot Interest Rates
Status: Published
Journal: Journal of Banking & Finance
Published Year: 1990
Authors: R. Brooks, Miles Livingston
The Value of the Call Option on Corporate Bonds
Status: Published
Journal: Financial Management
Published Year: 1990
Authors: R. Kish, Miles Livingston
Stripping of U.S. Treasury Securities
Status: Published
Journal: NYU Salomon Bros. Monograph Series
Published Year: 1989
Authors: D. Gregory, Miles Livingston
A Closed-Form Equation for Bond Convexity
Status: Published
Journal: Financial Analysts Journal
Published Year: 1989
Authors: R. Brooks, Miles Livingston
The Coupon Effect on Term Premiums
Status: Published
Journal: Journal of Financial Research, The
Published Year: 1989
Authors: R. Brooks, H. Levy, Miles Livingston
The Case for Stripping Corporate Bonds
Status: Published
Journal: Financial Management
Published Year: 1989
Authors: Miles Livingston
Reply to Zarruck and Caks
Status: Published
Journal: Financial Management
Published Year: 1988
Authors: Miles Livingston
The Effect of Coupon Level on Treasury Bond Futures Delivery
Status: Published
Journal: Journal of Futures Markets
Published Year: 1987
Authors: Miles Livingston
Flattening of Bond Yield Curves
Status: Published
Journal: Journal of Financial Research, The
Published Year: 1987
Authors: Miles Livingston
Measuring the Benefit of Bond Refunding: The Problem of Nonmarketable Call Options
Status: Published
Journal: Financial Management
Published Year: 1987
Authors: Miles Livingston
The Delivery Option on Forward Contracts
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1987
Authors: Miles Livingston
The Cheapest Deliverable Bond for CBT Treasury Bond Futures Contract
Status: Published
Journal: Journal of Futures Markets
Published Year: 1984
Authors: Miles Livingston
The Pricing of Municipal Bonds
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1982
Authors: Miles Livingston
The Relative Price Volatility of Taxable and Non-Taxable Bonds: A Note
Status: Published
Journal: Journal of Finance
Published Year: 1982
Authors: F. Arditti, Miles Livingston
Flattening of Bond Yield Curves for Long Maturities
Status: Published
Journal: Journal of Finance
Published Year: 1982
Authors: S. Jain, Miles Livingston
Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates: Reply
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1981
Authors: Miles Livingston
The Pricing of Premium Bonds: Reply
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1981
Authors: Miles Livingston
Bond Refunding Reconsidered
Status: Published
Journal: Journal of Finance
Published Year: 1980
Authors: Miles Livingston
The Pricing of Premium Bonds
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1979
Authors: Miles Livingston
Measuring Bond Price Volatility
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1979
Authors: Miles Livingston
A Note on the Issuance of Long-term Pure Discount Notes
Status: Published
Journal: Journal of Finance
Published Year: 1979
Authors: Miles Livingston
Bond Taxation and the Shape of the Yield to Maturity Curve
Status: Published
Journal: Journal of Finance
Published Year: 1979
Authors: Miles Livingston
Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1979
Authors: Miles Livingston
The Effect of Bond Refunding on Stockholder Wealth: Comment
Status: Published
Journal: Journal of Finance
Published Year: 1979
Authors: Miles Livingston
Duration and Risk Assessment for Bonds and Common Stocks: A Note
Status: Published
Journal: Journal of Finance
Published Year: 1978
Authors: Miles Livingston
A Theory of Humped Bond Yield Curves
Status: Published
Journal: Journal of Finance
Published Year: 1977
Authors: Miles Livingston
Convertible Debt Financing: Comment
Status: Published
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1977
Authors: Miles Livingston
A 'Duration' Fallacy
Status: Published
Journal: Journal of Finance
Published Year: 1977
Authors: Miles Livingston
Industry Movements of Common Stocks
Status: Published
Journal: Journal of Finance
Published Year: 1977
Authors: Miles Livingston
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Contact Details

University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 317B

(352) 392-4316

Miles B. Livingston

Education

Research Interests

Courses Taught

Book Publications

Journal Article Publications

Contact Details

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