David Peterson

Wells Fargo Professor of Finance
David Peterson
406 RBA
Academic Specialty

Ph.D., Business Administration
B.S., Economics

Areas of Expertise

Asset Pricing
Market Efficiency

David R. Peterson was born in Evanston, Illinois, in 1954. He received a B.S. in Business Administration in 1976 from Miami University, Oxford, Ohio, with a major in Economics.  In 1981 David earned a Ph.D. in Business Administration, with a major in Finance, from the University of North Carolina at Chapel Hill. David has over 70 refereed publications and has presented over 85 refereed papers at academic meetings. He has chaired 27 dissertations. In 2009, Jean Heck and Philip Cooley published the paper, Most Prolific Authors in the Finance Literature: 1959-2008. They report that in the seven leading finance journals, among 8,975 authors with at least one publication, David ranked 95th. They further report that in 26 core finance journals, of 17,601 authors with at least one publication, David ranked 20th.

Selected Published Research

Eric R. Brisker, Gonul Colak and David R. Peterson. "Changes in Cash Holdings around the S&P 500 Additions." Journal of Banking and Finance, Vol. 37, No. 5 (May 2013), pp. 1787-1807.

James S. Doran, David R. Peterson and S. McKay Price.  "Earnings Conference Call Content and Stock Price:  The Case of REITs." Journal of Real Estate Finance and Economics, Vol. 45, No. 2 (August 2012), pp. 402-434.

James S. Doran, Danling Jiang and David R. Peterson.  "Gambling Preference and the New Year Effect of Assets with Lottery Features." Review of Finance, Vol. 16, No. 3 (July 2012), pp. 685-731.

Dean Diavatopoulos, James S. Doran, Andy Fodor and David R. Peterson.  "The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns." Journal of Banking and Finance, Vol. 36, No. 3 (March 2012), pp.786-802.

David R. Peterson and Adam R. Smedema.  "The Return Impact of Realized and Expected Idiosyncratic Volatility." Journal of Banking and Finance, Vol. 35, No. 10 (October 2011), pp. 2547-2558.

R. Jared DeLisle, James S. Doran and David R. Peterson.  "Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns." Journal of Futures Markets, Vol. 31, No. 1 (January 2011), pp. 34-54.

James S. Doran, David R. Peterson and Colby Wright.  "Confidence, Opinions of Market Efficiency, and Investment Behavior of Finance Professors." Journal of Financial Markets, Vol. 13, No. 1 (February 2010), pp. 174-195.

Don M. Autore, David E. Bray and David R. Peterson. "Intended Use of Proceeds and the Long-Run Performance of Seasoned Equity Issuers." Journal of Corporate Finance, Vol. 15, No. 3 (June 2009), pp. 358-367.

Dean Diavatopoulos, James S. Doran and David R. Peterson. "The Information Content in Implied Idiosyncratic Volatility and the Cross-Section of Stock Returns: Evidence from the Option Markets." Journal of Futures Markets, Vol. 28, No. 11 (November 2008), pp. 1013-1039, lead article.

Honors and Awards
  • Salary Plan for Professors Award, Florida State University, 2011
  • Professorial Excellence Program Award, Florida State University, 1999
  • Teaching Incentive Program Award, Florida State University, 1995
  • Developing Scholar Award, Florida State University, 1988-89