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Christopher G. Lamoureux

Affiliations: 
Management University of Arizona, Tucson, AZ 
Area:
General Business Administration, Finance, Applied Mathematics
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Parents

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Children

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Ali Nejadmalayeri grad student 2001 University of Arizona
Januj Juneja grad student 2010 University of Arizona
Amilcar A. Menichini grad student 2011 University of Arizona
Huacheng Zhang grad student 2013 University of Arizona
Filippo Curti grad student 2014 University of Arizona
Hayden Kane grad student 2014 University of Arizona

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Publications

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Lamoureux CG, Wang Q. (2015) Measuring private information in a specialist market Journal of Empirical Finance. 30: 92-119
Lamoureux CG, Nejadmalayeri A. (2015) Costs of capital and public issuance choice Journal of Banking and Finance. 61: 27-45
Lamoureux CG, Schnitzlein CR. (2004) Microstructure with multiple assets: An experimental investigation into direct and indirect dealer competition Journal of Financial Markets. 7: 117-143
Lamoureux CG, Douglas Witte H. (2002) Empirical analysis of the yield curve: The information in the data viewed through the window of Cox, Ingersoll, and Ross Journal of Finance. 57: 1479-1520
Lamoureux CG, Schnitzlein CR. (1997) When it's not the only game in town: The effect of bilateral search on the quality of a dealer market Journal of Finance. 52: 683-712
Lamoureux CG, Zhou G. (1996) Temporary components of stock returns: What do the data tell us? Review of Financial Studies. 9: 1033-1059
Lamoureux CG, Lastrapes WD. (1994) Endogenous trading volume and momentum in stock-return volatility Journal of Business and Economic Statistics. 12: 253-260
Lamoureux CG, Lastrapes WD. (1993) Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities Review of Financial Studies. 6: 293-326
LAMOUREUX CG, LASTRAPES WD. (1990) Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects The Journal of Finance. 45: 221-229
Frankfurter GM, Lamoureux CG. (1990) Insignificant Betas and the Efficacy of the Sharpe Diagonal Model for Portfolio Selection Decision Sciences. 21: 853-861
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