Stephen R. Owen, Jr.

University of North Texas

Denton, TX 76203

United States

http://stephenowen.net

  • University of North Texas

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

The Efficacy of the Conditional CAPM: Improved Tests in an International Context

Number of pages: 42 Posted: 03 Dec 2020
Stephen R. Owen Jr.
University of North Texas
Downloads 61 (468,413)

Abstract:

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Asset Pricing, International Conditional Asset Pricing, Machine Learning, Neural Networks, LSTM, GARCH, Conditional Covariances

2.

Two Strategies for Selling IPOs: A Pre and Post IPO Bubble Analysis

Number of pages: 44 Posted: 23 Apr 2021 Last Revised: 12 Oct 2021
James C. Brau, Joseph J. Henry and Stephen R. Owen Jr.
Brigham Young University, Rowan University - Accounting & Finance and University of North Texas
Downloads 43 (544,491)

Abstract:

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Entrepreneurial finance; Initial Public Offerings/Seasoned Equity Offerings; Underpricing