Miles B Livingston
Bank of America Professor
Full Professor
University of Florida,
Warrington College of Business
Department of Finance, Insurance & Real Estate
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, InvestmentsBonds 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
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
Yao Ping
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