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Finance

R. Brian Balyeat, Ph.D.

Professor, Finance

Dr. R. Brian Balyeat joined the Xavier faculty in the fall of 2004. He was the department chair from 2010 to 2015. Prior to joining Xavier, he taught at Texas AandM for six years. He received his B.A. in mathematics and economics from Rhodes College in 1989, an MBA from Duke's Fuqua School of Business in 1994, and a Ph.D. in finance from Duke in 1998. His teaching interests include derivatives, investments, and introductory corporate classes. His research is focused in derivatives, asset pricing, investments, and financial education. He has published in journals such as Review of Futures Markets, The Financial Review, Journal of Futures Markets, Journal of Business Finance and Accounting, Journal of Financial Education, and Advances in Financial Education. He received the MBA Professor of the Program award for the Deerfield campus in 2011 and 2013 and for the West Chester campus in 2011, 2014, 2015, 2016, and 2017.

Prior to entering academia, he was a financial analyst for First Tennessee Bank for three years where he earned his Chartered Financial Analyst (CFA) designation. While at Xavier, Dr. Balyeat has received a Downing Award to help fund student research and a student athlete Faculty Appreciation award. Additionally, Dr. Balyeat currently serves as the Faculty Mentor for the women's Volleyball Team.

First Year at Xavier

2004

Resume

Degrees

  • Ph.D., (Finance) Duke University, 1998
  • M.B.A., Duke University, 1994
  • B.A., (Mathematics and Economics) Rhodes College, 1989

Publications

  • Madoni, Carina, Julie Cagle, and Brian Balyeat, 2018, “YAHOO! Finance Vs. Bloomberg Beta Estimates: Which Better Predicts Future Returns?” Journal of International Finance and Economics, 14 (2), p. 19-28.
  • Hyland, David, R. Brian Balyeat and Julie Cagle, 2017, “Instructional Videos in an Online MBA Finance Course,” Journal of Economics and Finance Education, 16 (2), p. 40-49.
  • Balyeat, R. Brian and Julie Cagle, 2015, “MIRR: The Means to an end? Reinforcing Optimal Investment Decisions Using the NPV Rule,” Journal of Financial Education, Vol. 41 No. 1, p. 90-102.
  • Balyeat, R. Brian, Julie Cagle and Phillip Glasgo, 2013, “Teaching MIRR to Improve Comprehension of Investment Performance Evaluation Techniques,” Journal of Economics and Finance Education, Vol. 12 No. 1, p. 39-50.
  • Balyeat, R. Brian, Julie Cagle, and Long Phan, 2012, “Alternatives for Published and Calculated Beta Estimates,” Journal of International Finance and Economics, Vol. 12, No. 1, p. 57-63.
  • Balyeat, R. Brian, 2011, “A Class Experiment to Illustrate Multiple-Asset Arbitrage and Other Important Concepts in Finance,” Journal of Economics and Finance Education, Vol. 10, No. 1, p. 62-66.
  • Balyeat, R. Brian and Hyland, David, 2009, “Stocks Versus Bonds and Shortfall Risk,” International Journal of Global Business and Economics, Vol. 2, No. 2, p. 194-201.
  • Balyeat, R. Brian and Jayaram Muthuswamy, 2009, “The Correlation Structure of Unexpected Returns in US Equities,” The Financial Review, Vol. 44 (2), p. 263-290.
  • Balyeat, R. Brian, 2008, “A Class Experiment: The Dollar Auction as a Teaching Tool to Demonstrate the Theories of Behavioral Finance,” Advances in Financial Education, Vol. 6, p. 136-146.
  • Balyeat, R. Brian and Bilal Erturk, 2008, “Option Prices as Predictors of Aggregate Stock Returns” Review of Futures Markets, Vol. 17 (2), p. 167-199.
  • Yang, Jian, Brian Balyeat, and David J. Leatham, 2005, “Futures Trading Activity and Commodity Cash Price Volatility,” Journal of Business Finance and Accounting, Vol. 32(1) & (2), p. 297-323.
  • Balyeat, R. Brian, 2002, “The Economic Significance of Risk Premiums in the S&P 500 Options Market,” Journal of Futures Market, Vol. 22, p. 1145-1178.