Portrait Photo

Miles B Livingston

Bank of America Professor
Full Professor
University of Florida,
Warrington College of Business
Finance, Insurance and Real Estate Department
PO Box 32611-7168 Gainesville FL 32611
Stuzin Hall 315D
(352) 392-4316

Education

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

Research Areas

Capital Markets, Bonds, Investments
Bonds and Bond Derivatives, Second Edition
Published Year: 2005
Authors: Miles Livingston

Bonds and Bond Derivatives
Published Year: 1998
Authors: Miles Livingston

Money and Capital Markets, 3rd ed.
Published Year: 1996
Authors: Miles Livingston

Money and Capital Markets, 2nd ed.
Published Year: 1993
Authors: Miles Livingston

Money and Capital Markets, 2nd ed.
Published Year: 1993
Authors: Miles Livingston

Money and Capital Markets
Published Year: 1990
Authors: Miles Livingston
The Volatility of Mutual Fund Performance
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
Journal: Journal of Banking & Finance
Published Year: 2018
Authors: Miles Livingston Winnie Poon Lei Zhou

Information Opacity and Fitch Bond Ratings
Journal: Journal of Financial Research, The
Published Year: 2016
Authors: Miles Livingston Lei Zhou

Brokerage Commissions and Mutual Fund Performance
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
Journal: Financial Markets, Institutions & Instruments
Published Year: 2014
Authors: Marck Bulter Miles Livingston Lei Zhou

Mutual Fund Liquidity and Fiduciary Conflicts of Interest
Journal: Journal of Applied Finance
Published Year: 2013
Authors: David Rakowski Miles Livingston

Time for Mutual Funds to Favor Shareholders
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
Journal: Huffington Post
Published Year: 2012
Authors: Miles Livingston

It's Time for Mutual Funds to Level the Playing Field
Journal: Ignites
Published Year: 2012
Authors: Miles Livingston

Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields
Journal: Journal of Money, Credit and Banking
Published Year: 2010
Authors: D. Wei L. Zhou Miles Livingston

Split Bond Ratings and Information Opacity Premiums
Journal: Financial Management
Published Year: 2010
Authors: L. Zhou Miles Livingston

Split Bond Ratings and Rating Migration
Journal: Journal of Banking & Finance
Published Year: 2008
Authors: A. Naranjo L. Zhou Miles Livingston

The Components of Mutual Fund Fees
Journal: Financial Markets, Institutions & Instruments
Published Year: 2008
Authors: X. Gao Miles Livingston

Asset Opaqueness and Split Bond Ratings
Journal: Financial Management
Published Year: 2007
Authors: A. Naranjo L. Zhou Miles Livingston

Drexel Burnham Lambert's Bankruptcy and the Decline in Underwriter Fees in the 1990s
Journal: Journal of Financial Economics
Published Year: 2007
Authors: G. Williams Miles Livingston

Exponential Duration: A More Accurate Measure of Interest Rate Risk
Journal: Journal of Financial Research, The
Published Year: 2005
Authors: L. Zhou Miles Livingston

A Proposal for Quoting Money Market Rates
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
Journal: Financial Management
Published Year: 2002
Authors: L. Zhou Miles Livingston

The Impact Of the Third Credit Rating On the Pricing of Bonds
Journal: Journal of Fixed Income, The
Published Year: 2000
Authors: J. Jewell Miles Livingston

Investment Banker Reputation and the Underwriting of Nonconvertible Debt
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
Journal: Financial Markets, Institutions & Instruments
Published Year: 1999
Authors: J. Jewell Miles Livingston

Split Ratings, Bond Yields, and Underwriter Spreads for Industrial Bonds
Journal: Journal of Financial Research, The
Published Year: 1998
Authors: J. Jewell Miles Livingston

The Cost of Mutual Fund Sales Fees
Journal: Journal of Financial Research, The
Published Year: 1998
Authors: Miles Livingston

The Long-Run Performance of Firms Issuing Bonds
Journal: Journal of Fixed Income, The
Published Year: 1997
Authors: J. Jewell Miles Livingston

Mutual Fund Brokerage Commissions
Journal: Journal of Financial Research, The
Published Year: 1996
Authors: E. O'Neal Miles Livingston

Are Term Premiums Risk Premiums?
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
Journal: Financial Markets, Institutions & Instruments
Published Year: 1995
Authors: A. Levy Miles Livingston

Drexel, Burnham, Lambert's Debt Issues
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
Journal: Journal of Fixed Income, The
Published Year: 1995
Authors: K. Lim Miles Livingston

Effects of Super-Poison-Put Clauses on Industrial Debt
Journal: Journal of Fixed Income, The
Published Year: 1993
Authors: H. Pratt Miles Livingston

Market Reactions to Callable and Noncallable Debt Issues
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
Journal: Advances in Futures and Options Research
Published Year: 1993
Authors: Miles Livingston

The Unbiased Expectations Hypothesis and Error Learning
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
Journal: Journal of Applied Corporate Finance
Published Year: 1993
Authors: R. Kish Miles Livingston

Determinants of the Call Option on Corporate Bonds
Journal: Journal of Banking & Finance
Published Year: 1992
Authors: R. Kish Miles Livingston

The Difference Between the Local and Unbiased Expectations Hypotheses
Journal: Review of Quantitative Finance and Accounting
Published Year: 1992
Authors: R. Brooks Miles Livingston

Zero Coupon Bonds
Journal: New Pelgrave Dictionary of Money and Finance
Published Year: 1992
Authors: Miles Livingston

Reply To Glick
Journal: Financial Analysts Journal
Published Year: 1992
Authors: Miles Livingston

The Local versus Unbiased Expectations Hypothesis with Discrete Compounding
Journal: Journal of Business Finance & Accounting
Published Year: 1992
Authors: R. Brooks Miles Livingston

Relative Impact of Duration and Convexity on Bond Price Changes
Journal: Financial Practice and Education
Published Year: 1992
Authors: R. Brooks Miles Livingston

Development of the Market for U. S. Treasury STRIPS
Journal: Financial Analysts Journal
Published Year: 1992
Authors: D. Gregory Miles Livingston

Comment on Expectations, Taxes, and Interest: The Search for the Darby Effect
Journal: American Economic Review
Published Year: 1991
Authors: Miles Livingston

A Note on the Variance of Spot Interest Rates
Journal: Journal of Banking & Finance
Published Year: 1990
Authors: R. Brooks Miles Livingston

The Value of the Call Option on Corporate Bonds
Journal: Financial Management
Published Year: 1990
Authors: R. Kish Miles Livingston

Stripping of U.S. Treasury Securities
Journal: NYU Salomon Bros. Monograph Series
Published Year: 1989
Authors: D. Gregory Miles Livingston

A Closed-Form Equation for Bond Convexity
Journal: Financial Analysts Journal
Published Year: 1989
Authors: R. Brooks Miles Livingston

The Coupon Effect on Term Premiums
Journal: Journal of Financial Research, The
Published Year: 1989
Authors: R. Brooks H. Levy Miles Livingston

The Case for Stripping Corporate Bonds
Journal: Financial Management
Published Year: 1989
Authors: Miles Livingston

Reply to Zarruck and Caks
Journal: Financial Management
Published Year: 1988
Authors: Miles Livingston

The Effect of Coupon Level on Treasury Bond Futures Delivery
Journal: Journal of Futures Markets
Published Year: 1987
Authors: Miles Livingston

Flattening of Bond Yield Curves
Journal: Journal of Financial Research, The
Published Year: 1987
Authors: Miles Livingston

Measuring the Benefit of Bond Refunding: The Problem of Nonmarketable Call Options
Journal: Financial Management
Published Year: 1987
Authors: Miles Livingston

The Delivery Option on Forward Contracts
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1987
Authors: Miles Livingston

The Cheapest Deliverable Bond for CBT Treasury Bond Futures Contract
Journal: Journal of Futures Markets
Published Year: 1984
Authors: Miles Livingston

The Pricing of Municipal Bonds
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
Journal: Journal of Finance
Published Year: 1982
Authors: F. Arditti Miles Livingston

Flattening of Bond Yield Curves for Long Maturities
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
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1981
Authors: Miles Livingston

The Pricing of Premium Bonds: Reply
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1981
Authors: Miles Livingston

Bond Refunding Reconsidered
Journal: Journal of Finance
Published Year: 1980
Authors: Miles Livingston

The Pricing of Premium Bonds
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1979
Authors: Miles Livingston

Measuring Bond Price Volatility
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1979
Authors: Miles Livingston

A Note on the Issuance of Long-term Pure Discount Notes
Journal: Journal of Finance
Published Year: 1979
Authors: Miles Livingston

Bond Taxation and the Shape of the Yield to Maturity Curve
Journal: Journal of Finance
Published Year: 1979
Authors: Miles Livingston

Taxation and Bond Market Equilibrium in a World of Uncertain Future Interest Rates
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1979
Authors: Miles Livingston

The Effect of Bond Refunding on Stockholder Wealth: Comment
Journal: Journal of Finance
Published Year: 1979
Authors: Miles Livingston

Duration and Risk Assessment for Bonds and Common Stocks: A Note
Journal: Journal of Finance
Published Year: 1978
Authors: Miles Livingston

A Theory of Humped Bond Yield Curves
Journal: Journal of Finance
Published Year: 1977
Authors: Miles Livingston

Convertible Debt Financing: Comment
Journal: Journal of Financial and Quantitative Analysis
Published Year: 1977
Authors: Miles Livingston

A 'Duration' Fallacy
Journal: Journal of Finance
Published Year: 1977
Authors: Miles Livingston

Industry Movements of Common Stocks
Journal: Journal of Finance
Published Year: 1977
Authors: Miles Livingston
Warrington Directory