Andrea Heuson

Professor

  • 122 Citations
1984 …2019

Research output per year

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Research Output

  • 122 Citations
  • 25 Article
  • 2 Review article
2019

Predicting hedge fund performance when fund returns are skewed

Heuson, A. J., Hutchinson, M. C. & Kumar, A., Jan 1 2019, (Accepted/In press) In : Financial Management.

Research output: Contribution to journalArticle

2014

The impact of the taxpayer relief act of 1997 on housing turnover in the U.S. single-family residential market

Heuson, A. J. & Painter, G., Dec 1 2014, In : Real Estate Economics. 42, 4, p. 869-899 31 p.

Research output: Contribution to journalArticle

1 Scopus citations
2012

Decomposing underwriting spreads for GSEs and frequent issuer financial firms

Harrison, D. M., Heuson, A. J. & Seiler, M. J., May 1 2012, In : Journal of Real Estate Portfolio Management. 18, 2, p. 135-153 19 p.

Research output: Contribution to journalArticle

Mortgage Delivery to the Secondary Market when Interest Rates are Falling

Heuson, A. J. & Su, T., May 1 2012, In : Financial Review. 47, 2, p. 219-246 28 p.

Research output: Contribution to journalArticle

2 Scopus citations
2006

Secondary mortgage market purchase commitment yields

Heuson, A. J., Schwartz, A. & Slawson, V. C., Dec 1 2006, In : Journal of Financial Research. 29, 4, p. 593-608 16 p.

Research output: Contribution to journalArticle

2005

Weak-form and semi-strong-form stock return predictability revisited

Ferson, W. E., Heuson, A. & Su, T., Oct 1 2005, In : Management science. 51, 10, p. 1582-1592 11 p.

Research output: Contribution to journalReview article

4 Scopus citations
2004

Term-structure factor shifts and economic news

Barrett, W. B., Gosnell, T. F. & Heuson, A. J., Jan 1 2004, In : Financial Analysts Journal. 60, 5, p. 81-94 14 p.

Research output: Contribution to journalArticle

5 Scopus citations
2003

Intra-day behavior of treasury sector index option implied volatilities around macroeconomic announcements

Heuson, A. J. & Su, T., Feb 2003, In : Financial Review. 38, 1, p. 161-177 17 p.

Research output: Contribution to journalArticle

9 Scopus citations
2001

Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability

Heuson, A., Passmore, W. & Sparks, R., Dec 1 2001, In : Journal of Real Estate Finance and Economics. 23, 3, p. 337-363 27 p.

Research output: Contribution to journalArticle

25 Scopus citations

The asset pricing palette: Cash flows, returns and trading behavior

Heuson, A., Jan 1 2001, In : Financial Review. 36, 4, p. 1-6 6 p.

Research output: Contribution to journalArticle

1997

Accrued interest and bond prices

Gosnell, T. F., Harikumar, T. & Huson, A. J., 1997, In : Quarterly Review of Economics and Finance. 37, 3, p. 739-743 5 p.

Research output: Contribution to journalArticle

Pricing effects of the decision to sell or hold adjustable rate mortgage loans in a portfolio

Benjamin, J. D., Heuson, A. & Sirmans, C. F., Jan 1 1997, In : Financial Review. 32, 1, p. 1-20 20 p.

Research output: Contribution to journalArticle

1993

Explaining Refinancing Decisions Using Microdata

Dickinson, A. & Heuson, A., Jan 1 1993, In : Real Estate Economics. 21, 3, p. 293-311 19 p.

Research output: Contribution to journalArticle

8 Scopus citations

The After-Tax Yield to Maturity of a Premium Bond: Bias from a Simple Approximation

Heuson, A. & Rodriguez, R. J., Jan 1 1993, In : Journal of Accounting, Auditing & Finance. 8, 2, p. 183-191 9 p.

Research output: Contribution to journalReview article

1992

Fixed versus variable rate financing: The influence of borrower, lender, and market characteristics

Goldberg, L. G. & Heuson, A. J., May 1 1992, In : Journal of Financial Services Research. 6, 1, p. 49-60 12 p.

Research output: Contribution to journalArticle

4 Scopus citations
1990

A discretionary approach to hedging a lender's exposure in adjustable rate mortgages

Gosnell, T. F. & Heuson, A., Jan 1 1990, In : Journal of Futures Markets. 10, 5, p. 481-496 16 p.

Research output: Contribution to journalArticle

2 Scopus citations

TAX‐TIMING OPTIONS AND THE PRICING OF GOVERNMENT BONDS

Heuson, A. & Lasser, D. J., Jan 1 1990, In : Journal of Financial Research. 13, 2, p. 93-103 11 p.

Research output: Contribution to journalArticle

3 Scopus citations
1989

Institutional disparities in the pricing of adjustable rate mortgage loans

Heuson, A. J., Feb 1 1989, In : The Journal of Real Estate Finance and Economics. 2, 1, p. 31-45 15 p.

Research output: Contribution to journalArticle

3 Scopus citations

Offering Rates on Fixed‐ and Adjustable‐Rate Mortgage Loans

Heuson, A., Jan 1 1989, In : Financial Review. 24, 1, p. 147-156 10 p.

Research output: Contribution to journalArticle

1 Scopus citations
1988

Managing the Short‐Term Interest Rate Exposure Inherent in Adjustable Rate Mortgage Loans

Heuson, A., Jan 1 1988, In : Real Estate Economics. 16, 2, p. 160-172 13 p.

Research output: Contribution to journalArticle

1 Scopus citations

Mortgage Terminations and Pool Characteristics: Some Additional Evidence

Heuson, A., Jan 1 1988, In : Journal of Financial Research. 11, 2, p. 143-152 10 p.

Research output: Contribution to journalArticle

6 Scopus citations

THE TERM PREMIA RELATIONSHIP IMPLICIT IN THE TERM STRUCTURE OF TREASURY BILLS

Heuson, A., Jan 1 1988, In : Journal of Financial Research. 11, 1, p. 13-20 8 p.

Research output: Contribution to journalArticle

1987

THE ADJUSTMENT OF STOCK PRICES TO COMPLETELY UNANTICIPATED EVENTS

Barrett, W. B., Heuson, A., Kolb, R. W. & Schropp, G. H., Jan 1 1987, In : Financial Review. 22, 4, p. 345-354 10 p.

Research output: Contribution to journalArticle

23 Scopus citations
1986

THE DIFFERENTIAL EFFECTS OF SINKING FUNDS ON BOND RISK PREMIA

Barrett, W. B., Heuson, A. & Kolb, R. W., Jan 1 1986, In : Journal of Financial Research. 9, 4, p. 303-312 10 p.

Research output: Contribution to journalArticle

6 Scopus citations

THE EFFECT OF IMPROVEMENT FUNDS ON BOND YIELD PREMIA

Barrett, W. B., Heuson, A. & Kolb, R. W., Jan 1 1986, In : Financial Review. 21, 3, p. 4 1 p.

Research output: Contribution to journalArticle

The Effect of Three Mile Island on Utility Bond Risk Premia: A Note

BARRETT, W. BRIAN., HEUSON, ANDREA. J. & KOLB, ROBERT. W., Mar 1986, In : The Journal of Finance. 41, 1, p. 255-261 7 p.

Research output: Contribution to journalArticle

19 Scopus citations
1984

THE EFFECT OF MACROECONOMIC NON‐STATIONARITY IN REAL ESTATE VALUATION MODELS

Heuson, A., Jan 1 1984, In : Financial Review. 19, 3, p. 71 1 p.

Research output: Contribution to journalArticle