Jeffrey Pontiff : Citation Profile


Are you Jeffrey Pontiff?

Boston College

10

H index

10

i10 index

791

Citations

RESEARCH PRODUCTION:

9

Articles

3

Papers

RESEARCH ACTIVITY:

   19 years (1990 - 2009). See details.
   Cites by year: 41
   Journals where Jeffrey Pontiff has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 3 (0.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo122
   Updated: 2020-09-22    RAS profile: 2009-02-23    
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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 (8)

Stulz, René (8)

Hong, Harrison (8)

Zhang, Lu (8)

Hirshleifer, David (7)

Hughes, Joseph (6)

Bleaney, Michael (6)

Gelos, R. Gaston (6)

Broner, Fernando (6)

Smith, Richard (6)

Stambaugh, Robert (6)

Cites to:

Shleifer, Andrei (8)

Fama, Eugene (7)

Shanken, Jay (6)

Hirshleifer, David (6)

Rosen, Richard (5)

merton, robert (5)

Gorton, Gary (5)

French, Kenneth (4)

Summers, Lawrence (4)

Waldmann, Robert (4)

Hou, Kewei (3)

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 (2020 and 2019)


YearTitle of citing document
2020Opacity, Risk, Performance and Inflows in Hedge Funds. (2020). Moreira, Fernando ; Bressan, Aureliano ; Januzzi, Flavia. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:24:y:2020:i:1:1374.

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2019Weekly 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.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020Social media bots and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:753-777.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2020Financial Statement Comparability and Idiosyncratic Return Volatility. (2020). Alhadi, Ahmed ; Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:383-413.

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2020WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344.

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2019Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/19.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2019Corporate hedging and speculation with derivatives. (2019). Bartram, Söhnke. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:9-34.

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2020How does reinsurance and derivatives usage affect financial performance? Evidence from the UK non-life insurance industry. (2020). Shiu, Yung-Ming. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:376-385.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2019The role of stock price synchronicity on the return-sentiment relation. (2019). Zhou, Liyun ; Rao, Lanlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:119-131.

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2019Debt-financed repurchases and credit ratings with the respect of free cash flow and repurchase purpose. (2019). Liu, Chi-Chun ; Chen, Kun-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:23-36.

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2020Interest rate derivatives and risk exposure: Evidence from the life insurance industry. (2020). Shiu, Yung-Ming ; Chang, Ariana ; Liu, Hui-Hsuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301566.

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2020Size and value effects in high-tech industries: The role of R&D investment. (2020). Leung, Wai Kin ; Fung, Hung-Gay ; Liu, Xiaoquan ; Yu, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830189x.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2019A diagnostic criterion for approximate factor structure. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:503-521.

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2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

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2019The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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2019Balanced predictive regressions. (2019). Ren, Yu ; Yi, Yanping ; Tu, Yundong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:118-142.

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2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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2020Is the presidential premium spurious?. (2020). al Zaman, Ashraf ; Sy, Oumar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:94-104.

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2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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2019Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research. (2019). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:188-201.

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2020Media coverage and stock price synchronicity. (2020). Dang, Man ; Phan, Hoanglong ; Nguyen, Lily ; Hoang, Luong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919300389.

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2019Short selling and market anomalies. (2019). Zhang, Jianzhong ; Wu, Juan. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118303525.

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2019Duration of poor performance and risk shifting by hedge fund managers. (2019). Kazemi, Hossein B ; Holland, Steven A ; Li, Ying. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:35-47.

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2019Stock Market Valuation, Foreign Investment, and Cross-Country Arbitrage. (2019). Wang, Liu. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:74-84.

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2019Does residual state ownership increase stock return volatility? Evidence from Chinas secondary privatization. (2019). Liao, Jing ; Chi, Jing ; Anderson, Hamish D ; Xie, Feng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:234-251.

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2019Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

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2019The counterparty risk exposure of ETF investors. (2019). Perignon, Christophe ; Hurlin, Christophe ; Iseli, Gregoire ; Yeung, Stanley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:215-230.

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2019Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206.

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2019Aggregate investor sentiment and stock return synchronicity. (2019). Mian, Mujtaba G ; Gul, Ferdinand A ; Chue, Timothy K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302031.

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2020What drives the market for exchange-traded notes?. (2020). Rakowski, David ; Shirley, Sara. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302766.

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2019The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk. (2019). Aragon, George O ; Qj, Jun ; Li, Lei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:168-185.

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2019Bubbles for Fama. (2019). Greenwood, Robin ; You, Yang ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

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2019Do idiosyncratic jumps matter?. (2019). Zekhnini, Morad ; Kapadia, Nishad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:666-692.

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2019Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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2019Crowdsourced employer reviews and stock returns. (2019). Wen, Quan ; Huang, Ruoyan ; Green, Clifton T ; Zhou, Dexin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:236-251.

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2020Shorting flows, public disclosure, and market efficiency. (2020). Wang, Xue ; Zheng, Lingling ; Yan, Xuemin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:191-212.

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2020Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230.

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2020Earnings, retained earnings, and book-to-market in the cross section of expected returns. (2020). Ball, Ray ; Nikolaev, Valeri ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:231-254.

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2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753.

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2020Does the stock market make firms more productive?. (2020). Stulz, René ; Wang, Zexi ; Bennett, Benjamin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:281-306.

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2020Security analysts and capital market anomalies. (2020). Li, Frank Weikai ; Guo, LI ; John, K C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:204-230.

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2019Equity financing restrictions and the asset growth effect: International vs. Asian evidence. (2019). Sun, Kevin Jialin ; Huang, Alan Guoming . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18302737.

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2019Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x.

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2019What is the real relationship between cash holdings and stock returns?. (2019). John, K C ; Wang, Shujing ; Ma, Tai ; Eric, F Y ; Chewie, Tze Chuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:513-528.

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2020Firm’s quality increases and the cross-section of stock returns: Evidence from China. (2020). Liao, Huiyi ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:228-243.

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2019Residual return reversals: European evidence. (2019). Nguyen, Anh Duy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:392-397.

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2020Equity Financing Risk. (2020). Palazzo, Berardino ; Medhat, Mamdouh. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-37.

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2020Residual return reversals: European evidences. (2020). Nguyen, Anh. In: Post-Print. RePEc:hal:journl:hal-02493457.

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2019A critique of momentum anomalies. (2019). de Oliveira, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2019_005.

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2019Macro-finance and factor timing: Time-varying factor risk and price of risk premiums. (2019). de Oliveira, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2019_007.

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2019The Effect of the Profitability on the Valuation Models: Evidence from Italian Acquisitions. (2019). Fellegara, Anna Maria ; MARINONI, Marco Angelo . In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:5:p:95-110.

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2019A STUDY OF INDONESIA’S STOCK MARKET: HOW PREDICTABLE IS IT?. (2019). Nguyen, Dat Thanh ; Bach, Dinh Hoang. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp2:p:1-12.

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2020Information Aggregation and P-Hacking. (2020). Zhong, Xun ; Rytchkov, Oleg. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1605-1626.

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2019Hisse Senedi Getirileri İle Finansal Oranlar Arasındaki İlişkinin Araştırılmasında Bir Panel ARDL Uygulaması. (2019). Ozgur, Cemile. In: Istanbul Management Journal. RePEc:ist:ibsimj:v:0:y:2019:i:86:p:97-112.

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2019Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9696-2.

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2019The aggregate impacts of tournament incentives in experimental asset markets. (2019). Owen, Sian ; Henker, Julia ; Paul, Debapriya Jojo. In: Experimental Economics. RePEc:kap:expeco:v:22:y:2019:i:2:d:10.1007_s10683-018-9562-7.

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2020The Discount to NAV of Distressed Open-End Real Estate Funds. (2020). Heinrich, Michael ; Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:1:d:10.1007_s11146-018-9694-8.

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2019Trade liberalization and conditional accounting conservatism: evidence from import competition. (2019). Wang, Mengying ; Eaton, Tim V ; Burke, Qing L. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:3:d:10.1007_s11156-018-0767-9.

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2020Mutual funds, tunneling and firm performance: evidence from China. (2020). Jiang, Wei ; Chizema, Amon ; Song, Xiaoqi ; Kuo, Jing-Ming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00846-z.

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2020Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news. (2020). Zhang, Rengong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00857-w.

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2020Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00869-6.

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2019.

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2019Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices. (2019). Morck, Randall ; Faccio, Mara ; Yavuz, Deniz M. In: NBER Working Papers. RePEc:nbr:nberwo:25908.

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2020Cost Saving and the Freezing of Corporate Pension Plans. (2020). Zeldes, Stephen P ; Stefanescu, Irina ; Rauh, Joshua D. In: NBER Working Papers. RePEc:nbr:nberwo:27251.

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2020Self-Harming Trade Policy? Protectionism and Production Networks. (2020). Cacciatore, Matteo ; Barattieri, Alessandro. In: NBER Working Papers. RePEc:nbr:nberwo:27630.

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2019A Fresh Look at Return Predictability Using a More Efficient Estimator. (2019). Johnson, Travis L. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:1-46..

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2019Which Factors?. (2019). Zhang, Lu ; Xue, Chen ; Mo, Haitao ; Hou, Kewei. In: Review of Finance. RePEc:oup:revfin:v:23:y:2019:i:1:p:1-35..

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2019Predicting the U.S. Stock Market Return: Evidence from the Improved Augmented Regression Method. (2019). Jurdi, Doureige ; Kim, Jae. In: MPRA Paper. RePEc:pra:mprapa:94028.

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2019.

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2020Does the EVA valuation model explain the market value of equity better under changing required return than constant required return?. (2020). Behera, Sujata. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0167-8.

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2019Quality minus junk. (2019). Asness, Clifford S ; Pedersen, Lasse Heje ; Frazzini, Andrea. In: Review of Accounting Studies. RePEc:spr:reaccs:v:24:y:2019:i:1:d:10.1007_s11142-018-9470-2.

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2019Corporate scandals and the reliability of ESG assessments: evidence from an international sample. (2019). Utz, Sebastian. In: Review of Managerial Science. RePEc:spr:rvmgts:v:13:y:2019:i:2:d:10.1007_s11846-017-0256-x.

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2019Use of credit default swaps by UCITS funds: evidence from EU regulatory data. (2019). Braunsteffer, Achim ; Kenny, Oisin ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201995.

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2019Securisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, Paweł. In: ESRB Working Paper Series. RePEc:srk:srkwps:201999.

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2020Illiquidity and the Measurement of Stock Price Synchronicity. (2020). Gassen, Joachim ; Veenman, David ; Skaife, Hollis A. In: Contemporary Accounting Research. RePEc:wly:coacre:v:37:y:2020:i:1:p:419-456.

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2019THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE. (2019). Schussler, Rainer ; Jonen, Alexander ; Frahm, Gabriel. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:22:y:2019:i:05:n:s0219024919500250.

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2020Market power in the portfolio: Product market competition and mutual fund performance. (2016). Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1607.

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Works by Jeffrey Pontiff:


YearTitleTypeCited
1997Excess Volatility and Closed-End Funds. In: American Economic Review.
[Full Text][Citation analysis]
article39
2006Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions In: Journal of Finance.
[Full Text][Citation analysis]
article20
2008Share Issuance and Cross‐sectional Returns In: Journal of Finance.
[Full Text][Citation analysis]
article89
2006Costly arbitrage and the myth of idiosyncratic risk In: Journal of Accounting and Economics.
[Full Text][Citation analysis]
article112
1993Private benefits from block ownership and discounts on closed-end funds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article79
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: 79
paper
1995Closed-end fund premia and returns Implications for financial market equilibrium In: Journal of Financial Economics.
[Full Text][Citation analysis]
article39
1998Book-to-market ratios as predictors of market returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article143
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]
article107
1990Reversions of Excess Pension Assets after Takeovers In: RAND Journal of Economics.
[Full Text][Citation analysis]
article27
1996How Are Derivatives Used? Evidence from the Mutual Fund Industry In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper136

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