Ryan Whitby

Associate Professor

Department(s):
  • Economics and Finance

Ryan Whitby

Education

Ph.D. Finance David Eccles School of Business, University of Utah, June 2007 
M.S. Finance David Eccles School of Business, University of Utah, June 2005 
B.A. Business Admin. John B. Goddard School of Business and Economics, Weber State University, December 1998

Biography

Ryan Whitby received his Ph.D. in Finance from the University of Utah in 2007.  He is currently an Associate Professor of Finance in the Department of Economics and Finance at the Jon M. Huntsman School of Business.  Ryan has broad research interests and has published articles in a variety of finance, real estate, and economics journals.  While at the Huntsman School, he has taught Investments, Real Estate Finance, Advanced Econometrics, Equity Valuation, and the Huntsman Scholar Lab on Analytical Rigor.

Journal Articles

Academic Journal

  • Whitby, R., Blau, B., Griffith, T., Opacity and Comovement in the Stock Prices of Banks. Accounting and Finance - Forthcoming
  • Whitby, R., Blau, B., Griffith, T., Comovement in the Cryptocurrency Market. Economics Bulletin - Forthcoming
  • Whitby, R., Blau, B., (2020). Gambling Cultures and Stock Price Volatility: A Cross-Country Analysis. Journal of Behavioral and Experimental Finance, 27, doi: https://doi.org/ 10.1016/j.jbef.2020.100338
  • Whitby, R., Blau, B., Hsu, J., (2020). Skewness Preferences and Gambling Cultures. Pacific Basin Finance Journal, 58, doi: https://doi.org/10.1016/j.pacfin.2019.101206
  • Whitby, R., Baig, A., Blau, B., (2019). Economic Freedom and the Clustering of Stock Prices. Journal of Multinational Financial Management, 50, 1-12.
  • Whitby, R., Blau, B., Griffith, T., (2019). Information in Stock Prices: The Case of the 2016 U.S. Presidential Election. Applied Economics, 51, 4385-4396.
  • Whitby, R., Blau, B., (2019). The Introduction of Bitcoin Futures: An Examination of Volatility and Spillover Effects. Economics Bulletins, 39, 1-10.
  • Whitby, R., Blau, B., (2018). Range Based Volatility and Expected Returns. PLOS ONE, 12:11
  • Whitby, R., Blau, B., (2018). Skewness, Short Interest, and the Efficiency of Stock Prices. Applied Economics, 50, 229-242.
  • Whitby, R., Blau, B., Wilson, J., (2018). The Amendment of the Stock Act and the Prices of Stocks Most Held by Congress. Journal of Law and Financial Management, 12:4, 210-227.
  • Whitby, R., Blau, B., Griffith, T., (2018). The Maximum Bid-Ask Spread. Journal of Financial Markets , 41, 1-16.
  • Whitby, R., Blau, B., (2018). How Does Short Selling Affect Liquidity in Financial Markets?. Finance Research Letters, 25:4, 244-250.
  • Whitby, R., Harrison, D.M, Cashman, G., Gillan, S., (2018). Network Connections in REIT Markets. Journal of Real Estate Literature, 26:1, 83-102.
  • Whitby, R., Blau, B., (2017). Idiosyncratic Kurtosis and Expected Stock Returns. Journal of Investing, 26:4, 81-88.
  • Whitby, R., Blau, B., (2017). Option Introductions and the Skewness of Stock Returns. Journal of Futures Markets, 37, 892-912.
  • Blau, B., Bowles, T.B, Whitby, R., (2016). Gambling Preferences, Option Markets, and Volatility. Journal of Financial and Quantitative Analysis, 51:2, 1-26.
  • Whitby, R., Blau, B., Hein, S., (2016). The Financial Impact of Lender of Last Resort Borrowing from the Federal Reserve during the Financial Crisis. Journal of Financial Research, 39:2, 179-206.
  • Whitby, R., Jakob, K., (2016). The Impact of Nominal Stock Price on Ex-Dividend Price Responses. Review of Quantitative Finance and Accounting, 47, 1-15.
  • Myers, B., Hsu, J., Whitby, R., (2016). Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies. Journal of Portfolio Management, 42:2, 90-98.
  • Blau, B., Pinegar, J.M, Whitby, R., (2015). Skewness and the Asymmetry of Earnings Announcement Returns. Journal of Financial Research, 2:Summer, 145-168.
  • Blau, B., Nguyen, N., Whitby, R., (2015). The Distribution of REIT Liquidity. Journal of Real Estate Literature, 23:2, 233-252.
  • Blau, B., Whitby, R., (2015). The Volatility of Bid-Ask Spreads. Financial Management, 44, 851-874.
  • Blau, B., Whitby, R., (2014). Speculative Trading in REITs. Journal of Financial Research
  • Blau, B., Nguyen, N., Whitby, R., (2014). The Information Content of Option Ratios. Journal of Banking and Finance, 43, 179-187.
  • Schallheim, J., Wells, K., Whitby, R., (2013). Do Leases Expand Debt Capacity?. Journal of Corporate Finance, 28, 368-381.
  • Cashman, G., Gillan, S., Whitby, R., (2013). Human and Social Capital in the Labor Market for Directors. Advances in Financial Economics, 16, 137-164.
  • Whitby, R., (2013). Market Responses to Sale and Leasebacks. Real Estate Finance
  • Goebel, P.R, Harrison, D.M, Mercer, J.M, Whitby, R., (2013). REIT Momentum and Characteristic Related REIT Returns. Journal of Real Estate Finance and Economics
  • Mercer, J.M, Moore, M.E, Whitby, R., Winters, D.B, (2013). Price Discovery in the Treasury-Bill When-Issued Market. Financial Review, 48, 1-24.
  • Wells, K., Whitby, R., (2011). Evidence of Motives and Market Reactions to Sale and Leasebacks. Journal of Applied Finance, 2, 1-14.
  • Bizjak, J., Lemmon, M., Whitby, R., (2009). Option Backdating and Board Interlocks. Review of Financial Studies22, 4821-4847.

An asterisk (*) at the end of a publication indicates that it has not been peer-reviewed.

Teaching

FIN 4250 - Finance Internship, Fall 2020
FIN 4460 - Investments, Fall 2020
FIN 4430 - Real Estate Finance, Fall 2020
MSLE 6640 - Selected Topics in Business Administration, Fall 2020
MSLE 6640 - Selected Topics in Business Administration, Fall 2020
FIN 4460 - Investments, Spring 2020
FIN 4460 - Investments, Fall 2019
MSLE 6640 - Selected Topics in Business Administration, Fall 2019
BUS 1600 - Huntsman Analytical Rigor Lab, Spring 2019
FIN 4460 - Investments, Spring 2019
FIN 4460 - Investments, Spring 2019
BUS 1600 - Huntsman Analytical Rigor Lab, Fall 2018
FIN 4460 - Investments, Fall 2018
FIN 4460 - Investments, Fall 2018
FIN 4430 - Real Estate Finance, Fall 2018
FIN 4460 - Investments, Spring 2018
FIN 4460 - Investments, Spring 2018
FIN 4460 - Investments, Fall 2017
FIN 4460 - Investments, Fall 2017
FIN 4430 - Real Estate Finance, Fall 2017
FIN 4460 - Investments, Spring 2017
FIN 4460 - Investments, Spring 2017
FIN 4460 - Investments, Fall 2016
FIN 4460 - Investments, Fall 2016
FIN 4460 - Investments, Spring 2016
FIN 4460 - Investments, Spring 2016
FIN 4460 - Investments, Fall 2015
FIN 4460 - Investments, Fall 2015
FIN 4460 - Investments, Spring 2015
FIN 4460 - Investments, Spring 2015
FIN 4460 - Investments, Fall 2014
FIN 4460 - Investments, Fall 2014
APEC,ECN 7320 - Econometrics II, Spring 2014
FIN 4460 - Investments, Spring 2014
FIN 4460 - Investments, Fall 2013
FIN 4460 - Investments, Fall 2013
APEC,ECN 7320 - Econometrics II, Spring 2013
FIN 4460 - Investments, Spring 2013
FIN 4460 - Investments, Fall 2012
FIN 4460 - Investments, Fall 2012