Sergei Sarkissian : Citation Profile


Are you Sergei Sarkissian?

13

H index

13

i10 index

828

Citations

RESEARCH PRODUCTION:

17

Articles

10

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 37
   Journals where Sergei Sarkissian has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 12 (1.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa127
   Updated: 2024-04-18    RAS profile: 2020-02-05    
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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 Sergei Sarkissian.

Is cited by:

Warnock, Francis (14)

Lewis, Karen (12)

Mishra, Anil (9)

Karolyi, G. (9)

Stulz, René (8)

Ferson, Wayne (7)

Stambaugh, Robert (7)

Giannetti, Mariassunta (7)

Frijns, Bart (6)

Baele, Lieven (6)

Coeurdacier, Nicolas (6)

Cites to:

Shleifer, Andrei (30)

Lopez-de-Silanes, Florencio (25)

La Porta, Rafael (24)

Karolyi, G. (22)

Harvey, Campbell (22)

Bekaert, Geert (20)

Stulz, René (19)

Fama, Eugene (14)

French, Kenneth (14)

Vishny, Robert (14)

Campbell, John (12)

Main data


Where Sergei Sarkissian has published?


Journals with more than one article published# docs
The Review of Financial Studies5
Journal of Financial and Quantitative Analysis4

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2

Recent works citing Sergei Sarkissian (2024 and 2023)


YearTitle of citing document
2023Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Impact of cultural trade on foreign direct investment: Evidence from China. (2023). Chu, Baoju ; Yang, Lianxing ; Wang, Chu ; Li, Chang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000930.

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2023The contributions of betas versus characteristics to the ESG premium. (2023). Dam, Lammertjan ; Dalo, Ambrogio ; Ciciretti, Rocco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:104-124.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921.

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2023Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893.

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2023Cross-listing dynamics and labor investment efficiency: International evidence. (2023). Lakhal, Faten ; Benkraiem, Ramzi ; Nizar, Hamza ; Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001941.

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2023Disentangling domiciles and investor locations in European mutual fund data. (2023). Rakowski, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005670.

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2023Family competition via divergence in the trading of funds. (2023). Serrano, Miguel ; Gimeno, Ruth ; Andreu, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007243.

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2023Finding information in obvious places: Work connections and mutual fund investment ideas. (2023). Tran, Hai ; Stark, Jeffrey R ; Shirley, Sara E ; Genc, Egemen. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200057x.

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2023Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022.

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2023Competence and enterprise of management as drivers of early foreign listing of medium-sized emerging market multinationals (EMNEs) from Africa. (2023). Chu, Irene ; Yu, Honglan ; Attah-Boakye, Rexford ; Adams, Kweku ; Ishaque, Maria. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000188.

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2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Influence of supply chain risks on project financial performance. (2023). Chen, Hong Long. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323001020.

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2023Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth. (2023). Rafique, Amir ; Haseeb, Abdul ; Ahmad, Muhammad Munir ; Hayat, Mustansar ; Quddoos, Muhammad Umer ; Lei, Qiuyuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9316-:d:1167179.

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2023Paying for Performance in Public Pension Plans. (2023). Ray, Sugata ; Mullally, Kevin ; Lu, Yan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4888-4907.

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2023When, and why, do teams benefit from self-selection?. (2023). Rilke, Rainer Michael ; Fischer, Mira ; Yurtoglu, Burcin B. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:4:d:10.1007_s10683-023-09800-2.

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2023Bonding, signaling theory and dividend policy: Evidence from multinational firms. (2023). Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00289-7.

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2023Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001.

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2023From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873.

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2023Explaining mutual fund behavior through the structure?conduct?performance lens. (2023). Coleman, Les. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2874-2884.

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Works by Sergei Sarkissian:


YearTitleTypeCited
2003Spurious Regressions in Financial Economics? In: Journal of Finance.
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article230
2002Spurious Regressions in Financial Economics?.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 230
paper
2008Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression In: Journal of Financial and Quantitative Analysis.
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article23
2006Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2014Treasury Bond Illiquidity and Global Equity Returns In: Journal of Financial and Quantitative Analysis.
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article5
2016Cross-Listing Waves In: Journal of Financial and Quantitative Analysis.
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article16
2010Cross listing waves.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 16
paper
2017To Group or Not to Group? Evidence from Mutual Fund Databases In: Journal of Financial and Quantitative Analysis.
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article38
2004Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection In: Working Papers.
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paper7
2006The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy? In: Working Papers.
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paper23
2012The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?.(2012) In: Quarterly Journal of Finance (QJF).
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This paper has nother version. Agregated cites: 23
article
1999The alpha factor asset pricing model: A parable In: Journal of Financial Markets.
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article46
2000Cross-sectional variations in the degree of global integration: the case of Russian equities In: Journal of International Financial Markets, Institutions and Money.
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article18
2012The nature of the foreign listing premium: A cross-country examination In: Journal of Banking & Finance.
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article14
2009City size and fund performance In: Journal of Financial Economics.
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article52
2011The demographics of fund turnover In: Journal of Financial Intermediation.
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article9
2010The demographics of fund turnover.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 9
paper
2004Industry Risk and Market Integration In: Management Science.
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article60
2021Nonlinearities and a Pecking Order in Cross-border Investment In: NBER Working Papers.
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paper0
2003Incomplete Consumption Risk Sharing and Currency Risk Premiums In: The Review of Financial Studies.
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article42
2004The Overseas Listing Decision: New Evidence of Proximity Preference In: The Review of Financial Studies.
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article166
2009Are there permanent valuation gains to overseas listing? In: The Review of Financial Studies.
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article65
2018Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization In: The Review of Financial Studies.
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article1
2020Cross-Listings and the Dynamics between Credit and Equity Returns In: The Review of Financial Studies.
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article2
2010Why are U.S. firms listed in foreign markets worth more? In: MPRA Paper.
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paper1
2010Flight to Liquidity and Global Equity Returns In: MPRA Paper.
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paper8
2012To Group or Not to Group? Evidence from Mutual Funds In: MPRA Paper.
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paper2

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