Jeffrey Pontiff : Citation Profile

Are you Jeffrey Pontiff?

Boston College

10

H index

10

i10 index

1046

Citations

RESEARCH PRODUCTION:

9

Articles

3

Papers

RESEARCH ACTIVITY:

   19 years (1990 - 2009). See details.
   Cites by year: 55
   Journals where Jeffrey Pontiff has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 3 (0.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo122
   Updated: 2023-05-27    RAS profile: 2009-02-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jeffrey Pontiff.

Is cited by:

Bartram, Söhnke (9)

Stulz, René (8)

Hong, Harrison (8)

Zhang, Lu (8)

Morck, Randall (8)

Stambaugh, Robert (7)

Kaserer, Christoph (7)

Hirshleifer, David (7)

Lang, William (6)

Pettenuzzo, Davide (6)

Hou, Kewei (6)

Cites to:

Shleifer, Andrei (10)

Fama, Eugene (8)

Hirshleifer, David (6)

Shanken, Jay (6)

French, Kenneth (5)

Thaler, Richard (5)

merton, robert (5)

Rosen, Richard (5)

Gorton, Gary (5)

Lee, Charles (4)

Waldmann, Robert (4)

Main data

Where Jeffrey Pontiff has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Finance2

Recent works citing Jeffrey Pontiff (2022 and 2021)

YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

Full description at Econpapers || Download paper

2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

Full description at Econpapers || Download paper

2022Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

Full description at Econpapers || Download paper

2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

Full description at Econpapers || Download paper

2022Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh. (2022). Rahman, Farhana. In: Papers. RePEc:arx:papers:2209.13102.

Full description at Econpapers || Download paper

2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

Full description at Econpapers || Download paper

2022Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:22-05.

Full description at Econpapers || Download paper

2021Re?exploring Fair Value Accounting and Value Relevance: An Examination of Underlying Securities. (2021). Magnan, Michel ; Hammami, Ahmad ; Fortin, Steve. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:220-250.

Full description at Econpapers || Download paper

2021Pairs trading and idiosyncratic cash flow risk. (2021). Faff, Robert ; Do, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206.

Full description at Econpapers || Download paper

2022Product market fluidity and religious constraints: evidence from the US market. (2022). Hasanov, Akram Shavkatovich ; Azmi, Wajahat ; Mohamad, Shamsher ; Anwer, Zaheer. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1761-1817.

Full description at Econpapers || Download paper

2021Short selling, agency, and corporate investment. (2021). Wang, Qinghai ; Shen, Tao ; Nezafat, Mahdi. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:775-804.

Full description at Econpapers || Download paper

2021Internet Search Intensity and Its Relation with Trading Activity and Stock Returns. (2021). Gharghori, Philip ; Dai, Mengjia ; Chai, Daniel ; Hong, Barbara. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:282-311.

Full description at Econpapers || Download paper

2022Is the asymmetric impact of aggregate revenue and aggregate earnings on the stock index in accordance with the prospect theory?. (2022). Mitra, Subrata K ; Goyal, Vinay. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:200-222.

Full description at Econpapers || Download paper

2022The effect of skilled labor intensity on corporate dividend payouts. (2022). Qiu, Buhui ; Nguyen, Justin Hung. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:963-1010.

Full description at Econpapers || Download paper

2022Dividend payouts, cash?flow uncertainty and the role of institutions. (2022). Li, Donghui ; Gao, Wenlian ; An, Zhe ; Ye, Dezhu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1356-1390.

Full description at Econpapers || Download paper

2021Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586.

Full description at Econpapers || Download paper

2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

Full description at Econpapers || Download paper

2022Common Risk Factors in Cryptocurrency. (2022). Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1133-1177.

Full description at Econpapers || Download paper

2021Effects of cross?border capital flows on stock returns of dual?listed firms in mainland China and Hong Kong: Evidence from a natural experiment. (2021). Yang, Zhenyu ; Lin, Jiada ; Wu, Jia ; Dong, Luo. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:2:p:212-240.

Full description at Econpapers || Download paper

2021Currency Anomalies. (2021). Bartram, Söhnke ; Garratt, Anthony ; Djuranovik, Leslie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15653.

Full description at Econpapers || Download paper

2021The Lock-In Effect and the Corporate Payout Puzzle. (2021). Mitchell, Chris. In: ISER Discussion Paper. RePEc:dpr:wpaper:1070r.

Full description at Econpapers || Download paper

2021Anchoring and Risk Factors. (2021). Zhang, Wei ; Ma, Qingzhong ; Huang, Emily Jian ; Goukasian, Levon . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-10.

Full description at Econpapers || Download paper

2021Major shareholders’ trust and market risk: Substituting weak institutions with trust. (2021). Batten, Jonathan ; Aysan, Ahmet ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302285.

Full description at Econpapers || Download paper

2021Does exposure to product market competition influence insider trading profitability?. (2021). Kabir, Muhammad ; Rahman, Dewan ; Oliver, Barry. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302364.

Full description at Econpapers || Download paper

2021What determines the composition of a firms cash reserves?. (2021). Fairhurst, Douglas ; Cardella, Laura ; Klasa, Sandy. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000456.

Full description at Econpapers || Download paper

2021Deregulation, listing and delisting. (2021). Okoeguale, Kevin ; Mulherin, Harold J ; Loveland, Robert. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001061.

Full description at Econpapers || Download paper

2021Employee protection shocks and corporate cash holdings. (2021). Verriest, Arnt ; Markarian, Garen ; Beuselinck, Christof. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001486.

Full description at Econpapers || Download paper

2021Local product market competition and bank loans. (2021). HASAN, IFTEKHAR ; Yuan, Xiaojing ; Shen, YI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001760.

Full description at Econpapers || Download paper

2021Institutional dual holdings and risk-shifting: Evidence from corporate innovation. (2021). Yang, Huan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921002108.

Full description at Econpapers || Download paper

2022New active blockholders and adjustment of CEO relative incentive ratios. (2022). Twite, Garry ; Galpin, Neal ; Nguyen, Phuong L. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002492.

Full description at Econpapers || Download paper

2022Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions. (2022). ARTIKIS, PANAGIOTIS ; Sorros, John N ; Papanastasopoulos, Georgios A ; Diamantopoulou, Lydia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000360.

Full description at Econpapers || Download paper

2022Foreign competition and CEO risk-incentive compensation. (2022). Mahmudi, Hamed ; Feng, Felix Zhiyu ; Bakke, Tor-Erik ; Zhu, Caroline H. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922000840.

Full description at Econpapers || Download paper

2022Right-to-Work laws and corporate innovation. (2022). Qiu, Buhui ; Nguyen, Justin Hung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001067.

Full description at Econpapers || Download paper

2022On the use of random forest for two-sample testing. (2022). Naf, Jeffrey ; Michel, Loris ; Hediger, Simon. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:170:y:2022:i:c:s0167947322000159.

Full description at Econpapers || Download paper

2022Information acquisition and expected returns: Evidence from EDGAR search traffic. (2022). Sun, Chengzhu ; Li, Frank Weikai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000884.

Full description at Econpapers || Download paper

2021Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?. (2021). Fu, Yishu ; Qin, Zhenjiang ; Liu, Chunbo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302011.

Full description at Econpapers || Download paper

2021Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market. (2021). Zhou, Wei-Xing ; Shi, Huai-Long. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100098x.

Full description at Econpapers || Download paper

2022Risk reporting and stock return in the UK: Does market competition Matter?. (2022). Hassanein, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001807.

Full description at Econpapers || Download paper

2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

Full description at Econpapers || Download paper

2022Director co-option and future market share growth. (2022). Nguyen, Trung ; Harris, Oneil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000614.

Full description at Econpapers || Download paper

2022Idiosyncratic volatility puzzle exists at the country level. (2022). Xue, Wenjun ; He, Zhongzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001103.

Full description at Econpapers || Download paper

2022Political orientation and compensation for idiosyncratic risk. (2022). Lee, Seunghyup. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002385.

Full description at Econpapers || Download paper

2022Is idiosyncratic risk priced? The international evidence. (2022). Yu, Wayne ; Vivero, Maria Gabriela ; Guo, Tao ; Brockman, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:121-136.

Full description at Econpapers || Download paper

2021Risk-taking and performance of government bond mutual funds. (2021). Kim, Donghyun ; Wang, Xiaoqiong ; Li, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001150.

Full description at Econpapers || Download paper

2021Idiosyncratic skewness and cross-section of stock returns: Evidence from Taiwan. (2021). Lin, Yu-Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001514.

Full description at Econpapers || Download paper

2021Information uncertainty, investor sentiment, and analyst reports. (2021). Yang, Hee Jin ; Ryu, Doojin ; Kim, Karam. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x.

Full description at Econpapers || Download paper

2021Firm efficiency and stock returns: Australian evidence. (2021). Zhong, Angel ; Hu, T ; Azad, A. S. M. Sohel, ; Chuan, Tze. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100257x.

Full description at Econpapers || Download paper

2021International stock return predictability. (2021). Smith, Simon C. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002805.

Full description at Econpapers || Download paper

2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

Full description at Econpapers || Download paper

2022Cross-sectional seasonalities and seasonal reversals: Evidence from China. (2022). Guo, Shuxin ; Yuan, Yue ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001260.

Full description at Econpapers || Download paper

2022Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market. (2022). Sung, Ming-Chien ; Tai, Chung-Ching ; Lepori, Gabriele M ; Chen, Rongxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003696.

Full description at Econpapers || Download paper

2023Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100.

Full description at Econpapers || Download paper

2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

Full description at Econpapers || Download paper

2021Reliance on major customers and product market competition. (2021). Larkin, Yelena. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930474x.

Full description at Econpapers || Download paper

2021Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?. (2021). Pacurar, Maria ; Nazaire, Gregory ; Sy, Oumar. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316688.

Full description at Econpapers || Download paper

2021Fundamental anomalies and the size puzzle in China: A data mining approach. (2021). Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317219.

Full description at Econpapers || Download paper

2022COVID-19 impact on digital companies’ stock return: A dynamic data analysis. (2022). ben Hamad, Salah ; Ayadi, Imen ; Ben-Ahmed, Kais. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003524.

Full description at Econpapers || Download paper

2022Exploiting the persistence in managerial market timing. (2022). Kalesnik, Vitali ; Goto, Shingo. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003792.

Full description at Econpapers || Download paper

2022Stakeholder orientation and cost stickiness: Evidence from a natural experiment. (2022). Lu, Chun ; Li, Tongxia. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005560.

Full description at Econpapers || Download paper

2022Product market competition and business groups in Korea. (2022). Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005596.

Full description at Econpapers || Download paper

2022The role of gender for the risk-shifting behavior of hedge fund and CTA managers. (2022). Frommel, Michael ; Ahmadpour, Kobra. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005717.

Full description at Econpapers || Download paper

2022Market pressure and cost of equity: Revisited. (2022). Sassi, Syrine ; Gallali, Mohamed Imen ; Amairi, Haifa. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000691.

Full description at Econpapers || Download paper

2021The invisible burden. (2021). Zheng, Weinan ; Yin, Chengxi ; Liu, Xin. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300306.

Full description at Econpapers || Download paper

2021Asymmetric information in the equity market and information flow from the equity market to the CDS market. (2021). Park, Yuen Jung ; Kim, Tong Suk. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300768.

Full description at Econpapers || Download paper

2021Does it pay to follow anomalies research? Machine learning approach with international evidence. (2021). Hronec, Martin ; Tobek, Ondrej. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300574.

Full description at Econpapers || Download paper

2023The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465.

Full description at Econpapers || Download paper

2021Low-carbon city initiatives and firm risk: A quasi-natural experiment in China. (2021). Zhao, Jing ; Hasan, Tahseen ; Cao, June ; Huang, Jingchang. In: Journal of Financial Stability. RePEc:eee:finsta:v:57:y:2021:i:c:s157230892100108x.

Full description at Econpapers || Download paper

2022Mutual fund tournaments and fund Active Share. (2022). Tong, Lin ; Tiwari, Ashish ; Li, Wei C. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001048.

Full description at Econpapers || Download paper

2021Do pricing efficiencies in Indian equity ETF market impact its performance?. (2021). Ahluwalia, Eshan ; Goel, Garima. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000521.

Full description at Econpapers || Download paper

2021Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey. (2021). Karan, Mehmet Baha ; Arslan-Ayaydin, Ozgur ; Pirgaip, Burak. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319303151.

Full description at Econpapers || Download paper

2021Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis. (2021). Hoseinzade, Saeid ; Nejad, Ali Ebrahim ; Ebrahimnejad, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s104402832100065x.

Full description at Econpapers || Download paper

2021Effects of financial constraints and product market competition on share repurchases. (2021). Veld, Chris ; Siganos, Antonios ; Gyimah, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001098.

Full description at Econpapers || Download paper

2021Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100161x.

Full description at Econpapers || Download paper

2023Competition laws, external financing and investment. (2023). Dodzidenu, Solomon Wise ; Ofosu, Emmanuel ; Peter, Cephas Simon ; Xede, James. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200172x.

Full description at Econpapers || Download paper

2021Peer effects in corporate disclosure decisions. (2021). Seo, Hojun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:71:y:2021:i:1:s0165410120300665.

Full description at Econpapers || Download paper

2021Hazard stocks and expected returns. (2021). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Kassa, Haimanot ; Ferguson, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000522.

Full description at Econpapers || Download paper

2021Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program. (2021). Wang, Shujing ; Liu, Clark ; John, K C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000601.

Full description at Econpapers || Download paper

2021Blessing or curse? Institutional investment in leveraged ETFs. (2021). Wang, Kainan ; Turtle, H J ; Devault, Luke. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100128x.

Full description at Econpapers || Download paper

2021IPO underperformance and the idiosyncratic risk puzzle. (2021). Zheng, Minrong ; Chen, Honghui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001497.

Full description at Econpapers || Download paper

2021Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

Full description at Econpapers || Download paper

2021Downside risk and the performance of volatility-managed portfolios. (2021). Yan, Xuemin Sterling ; Wang, Feifei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001576.

Full description at Econpapers || Download paper

2022Life-cycle portfolio choice with imperfect predictors. (2022). Zhang, Yuxin ; Michaelides, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003083.

Full description at Econpapers || Download paper

2022Longs, shorts, and the cross-section of stock returns. (2022). Wu, Julie ; Wang, Qinghai ; Shen, Tao ; Nezafat, Mahdi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000103.

Full description at Econpapers || Download paper

2022Investor sentiment and asset prices: Evidence from the ex-day. (2022). Wu, Mark ; Silveri, Sabatino ; Paudel, Shishir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000917.

Full description at Econpapers || Download paper

2022Return decomposition over the business cycle. (2022). Cenesizoglu, Tolga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001881.

Full description at Econpapers || Download paper

2022Type I and type II agency conflicts in family firms: An empirical investigation. (2022). George, Rejie ; Veliyath, Rajaram ; Purkayastha, Saptarshi. In: Journal of Business Research. RePEc:eee:jbrese:v:153:y:2022:i:c:p:285-299.

Full description at Econpapers || Download paper

2021Do limits to arbitrage explain the benefits of volatility-managed portfolios?. (2021). Detzel, Andrew ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:744-767.

Full description at Econpapers || Download paper

2021The cross-section of intraday and overnight returns. (2021). Bogousslavsky, Vincent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:172-194.

Full description at Econpapers || Download paper

2021Mispricing, short-sale constraints, and the cross-section of option returns. (2021). Tayal, Jitendra ; Ramachandran, Lakshmi Shankar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:297-321.

Full description at Econpapers || Download paper

2021Why CEO option compensation can be a bad option for shareholders: Evidence from major customer relationships. (2021). Stanfield, Jared ; Masulis, Ronald W ; Liu, Claire. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:453-481.

Full description at Econpapers || Download paper

2022The level, slope, and curve factor model for stocks. (2022). Clarke, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:159-187.

Full description at Econpapers || Download paper

2022Machine learning in the Chinese stock market. (2022). Zhou, Wenyu ; Wang, Qian ; Leippold, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:64-82.

Full description at Econpapers || Download paper

2021Investor sentiment and sovereign bonds. (2021). Li, Yulin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371.

Full description at Econpapers || Download paper

2021Evaluating the performance of U.S. international equity closed-end funds. (2021). Fletcher, Jonathan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000165.

Full description at Econpapers || Download paper

2021Stock return predictability: Evidence from moving averages of trading volume. (2021). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x21000019.

Full description at Econpapers || Download paper

2021Cross-trading and liquidity management: Evidence from municipal bond funds. (2021). Yang, Jingyun ; Wang, Jay Z. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000718.

Full description at Econpapers || Download paper

2021Property rights protection and mergers and acquisitions. (2021). Shi, Jing ; He, Jing ; Han, Jianlei ; Fang, Tian Jin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001001.

Full description at Econpapers || Download paper

2021Lottery preferences and retail short selling. (2021). Tsai, Feng-Tse ; Chang, Jung-Hsien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001189.

Full description at Econpapers || Download paper

2022Chinese stock anomalies and investor sentiment. (2022). Shi, Yongdong ; Han, Chunmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000348.

Full description at Econpapers || Download paper

2021Measuring the stocks factor beta and identifying risk factors under market inefficiency. (2021). Semenov, Andrei . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:635-649.

Full description at Econpapers || Download paper

2021Political connections and product market competition: Effects and channels. (2021). Chan, Kam C ; Liu, Yijia ; Lin, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:801-816.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Jeffrey Pontiff:

YearTitleTypeCited
1997Excess Volatility and Closed-End Funds. In: American Economic Review.
[Full Text][Citation analysis]		article53
2006Market Valuation of Tax?Timing Options: Evidence from Capital Gains Distributions In: Journal of Finance.
[Full Text][Citation analysis]		article28
2008Share Issuance and Cross?sectional Returns In: Journal of Finance.
[Full Text][Citation analysis]		article116
2006Costly arbitrage and the myth of idiosyncratic risk In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article184
1993Private benefits from block ownership and discounts on closed-end funds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article94
1991Private Benefits form Block Ownership and Discounts on Closed-end Funds..(1991) In: Rochester, Business - Financial Research and Policy Studies.
[Citation analysis]
This paper has another version. Agregated cites: 94		paper
1995Closed-end fund premia and returns Implications for financial market equilibrium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article43
1998Book-to-market ratios as predictors of market returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article170
1993Three Essays on Closed-End Funds. In: Rochester, Business - Ph.D.,.
[Citation analysis]		paper0
2009Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition In: Review of Financial Studies.
[Full Text][Citation analysis]		article164
1990Reversions of Excess Pension Assets after Takeovers In: RAND Journal of Economics.
[Full Text][Citation analysis]		article33
1996How Are Derivatives Used? Evidence from the Mutual Fund Industry In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper161

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team