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College of Business
Faculty
Ohio Expert
Andrew Fodor
Ohio Expert

Andrew Fodor

Leona Hughes Professor of Finance
Finance
740.593.2059
Muck 215

Education

  • Ph.D., Finance, Florida State University, 2008
  • B.A., Math, Capital University, 2004
  • B.A., Economics, Capital University, 2004

Research Interests

  • Asset Pricing
  • Behavioral Finance
  • Corporate Governance
  • Connectedness of stock and option markets
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Biography

Professional Experience

  • Associate Professor and Chair, Ohio University, 2013–Present
  • Assistant Professor, Ohio University, 2008–2013

Selected Publications

  • Fodor, A., Bergsma, K., Csapi, V., Diavatopoulos, D. Show Me the Money: Option Moneyness Concentration and Future Stock Returns, Journal of Futures Markets, forthcoming. 
  • Fodor, A., Bergsma, K, Tayal, J. (2019). Option Trading after the Opening Bell and Intraday Stock Return Predictability, Financial Management, forthcoming.
  • Fodor, A., Delisle, J., Diavatopoulos, D., Krieger, K. (2017). Anchoring and Probability Weighting in Option Prices. Journal of Futures Markets, 37(6), 614-638.
  • Fodor, A., Stowe, D., Stowe, J. (2017). Option Implied Dividends Predict Dividend Cuts: Evidence from the Financial Crisis. Journal of Business, Finance, and Accounting, 44(5-6), 755-779.
  • Fodor, A., Gokkaya, S. (2014). Implied Volatility and Floatation Costs of SEO’s. Journal of Business and Finance, 47, 88-101.
  • Fodor, A., Jiang, D., and Doran, J. (2013). Implied Volatility Spreads and Option Returns. Review of Asset Pricing Studies, 258-290.
  • Fodor, A., Krieger, K., Mauck, N., and Stevenson, G. (2013) Predicting Extreme Returns and Portfolio Management Implications. Journal of Financial Research, 36(4), 471-492.
  • Fodor, A., Diavatopoulos, J., Doran, D., Peterson, S. (2012). The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns. Journal of Banking & Finance, 36(3), 786-802.
  • Fodor, A., Stowe, D. and Stowe, J. (2011). The Valuation and Strategic Use of the Recharacterization Option for Traditional to Roth IRA Conversions. Financial Analysts Journal,69(5), 61-75.
  • Fodor, A., Doran, J., Krieger, K. (2010). Option Market Efficiency and Analyst Recommendations. Journal of Business, Finance, and Accounting, 37(5-6), 560-590.
  • View Papers on SSRN