Sergei Sarkissian : Citation Profile


Are you Sergei Sarkissian?

McGill University

10

H index

10

i10 index

581

Citations

RESEARCH PRODUCTION:

14

Articles

9

Papers

RESEARCH ACTIVITY:

   17 years (1999 - 2016). See details.
   Cites by year: 34
   Journals where Sergei Sarkissian has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 12 (2.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa127
   Updated: 2019-09-14    RAS profile: 2017-07-08    
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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 (11)

Karolyi, G. (9)

Mishra, Anil (8)

Ferson, Wayne (7)

Giannetti, Mariassunta (7)

Stulz, René (7)

Stambaugh, Robert (7)

Baele, Lieven (6)

Schmukler, Sergio (6)

Inghelbrecht, Koen (6)

Lustig, Hanno (6)

Cites to:

Shleifer, Andrei (26)

Lopez-de-Silanes, Florencio (25)

La Porta, Rafael (24)

Karolyi, G. (21)

Harvey, Campbell (21)

Bekaert, Geert (19)

Stulz, René (16)

Fama, Eugene (14)

French, Kenneth (14)

Vishny, Robert (14)

Ferson, Wayne (11)

Main data


Where Sergei Sarkissian has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis3
Review of Financial Studies3

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

Recent works citing Sergei Sarkissian (2018 and 2017)


YearTitle of citing document
2018Dividend persistence and dividend behaviour. (2018). Chan, Kam Fong ; Smith, Tom ; Shi, Jing ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:127-147.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2018The Only Fund in Town? Geographic Segmentation in the US Mutual Fund Industry. (2018). Ellis, Jesse A ; Underwood, Shane . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:715-737.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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2018Do Geographic Effects Matter? A Literature Review. (2018). Li, Chengcheng ; Wang, Xiaoqiong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-1.

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2017Why are firms listed in one country and private in other countries? The role of industry structure, banking sector and legal system. (2017). Olson, Dennis ; Bartholdy, Jan . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:480-499.

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2017Private benefits of public control: Evidence of political and economic benefits of state ownership. (2017). D'Souza, Juliet ; Nash, Robert. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:232-247.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2018Maximal predictability under long-term mean reversion. (2018). Hjalmarsson, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:269-282.

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2017Controlling shareholders and market timing: Evidence from cross-listing events. (2017). Esqueda, Omar A. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:12-23.

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2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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2019Does cross-listing in the US mitigate stock crash risk? International evidence. (2019). Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:186-197.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2017Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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2019ADR valuation and listing of foreign firms in U.S. Equity markets. (2019). Zheng, Steven Xiaofan ; Song, Xiaoping ; Mittoo, Usha ; Li, Tianze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:284-298.

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2017Unemployment fluctuations and the predictability of currency returns. (2017). Nucera, Federico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:88-106.

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2018Capturing the value premium – global evidence from a fair value-based investment strategy. (2018). Woltering, Rene-Ojas ; Weis, Christian ; Schindler, Felix ; Sebastian, Steffen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:53-69.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2018Network centrality and delegated investment performance. (2018). Tonks, Ian ; Blake, David ; Wermers, Russ ; Timmermann, Allan ; Rossi, Alberto G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:183-206.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2019Inferring latent social networks from stock holdings. (2019). Xu, Jiangmin ; Hong, Harrison. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:323-344.

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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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2019Variance risk in aggregate stock returns and time-varying return predictability. (2019). Pyun, Sungjune. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:150-174.

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2017Changing risk exposures of cross-listed firms and market integration. (2017). Lewis, Karen K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:378-405.

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2017Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:187-208.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2018Are the Fama-French factors really compensation for distress risk?. (2018). de Groot, Wilma ; Huij, Joop. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:50-69.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2018Return dispersion and conditional momentum returns: International evidence. (2018). Docherty, Paul ; Hurst, Gareth . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:263-278.

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2017Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203.

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2017Structural breaks in the relative importance of country and industry factors in African stock returns. (2017). Boamah, Nicholas Addai ; Watts, Edward J ; Loudon, Geoffrey . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:79-88.

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2017Financial crisis, the real sector and global effects on the African stock markets. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:88-96.

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2018Do multiple foreign listings create value for firms?. (2018). You, Leyuan ; Lin, Steve Wen-Jen ; Payne, Janet D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:134-143.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2017Foreign bias in Australias international equity holdings. (2017). Mishra, Anil. In: Review of Financial Economics. RePEc:eee:revfin:v:33:y:2017:i:c:p:41-54.

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2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

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2017Does bonding really bond? Liability of foreignness and cross-listing of Chinese firms on international stock exchanges. (2017). Xian, LI ; Sathye, Milind ; Jiang, Fuming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:109-124.

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2017Reversals in Global Market Integration and Funding Liquidity. (2017). Akbari, Amir ; Malkhozov, Aytek ; Carrieri, Francesca. In: International Finance Discussion Papers. RePEc:fip:fedgif:1202.

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2017Tullock on the organization of scientific inquiry. (2017). Heckelman, Jac. In: Constitutional Political Economy. RePEc:kap:copoec:v:28:y:2017:i:1:d:10.1007_s10602-016-9209-7.

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2017Predicting stock returns in the presence of uncertain structural changes and sample noise. (2017). Mantilla-Garcia, Daniel ; Vaidyanathan, Vijay . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0290-3.

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2019Does CEO-Auditor Dialect Sharing Impair Pre-IPO Audit Quality? Evidence from China. (2019). Du, Xingqiang. In: Journal of Business Ethics. RePEc:kap:jbuset:v:156:y:2019:i:3:d:10.1007_s10551-017-3571-x.

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2017Jumping over a low hurdle: personal pension fund performance. (2017). Petraki, Anastasia ; Zalewska, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0546-9.

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2018What turns cities into international financial centres? Analysis of cross-border investment banking 2000–2014. (2018). Wojcik, Dariusz ; Paitka, Vladimir ; Knight, Eric. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:18:y:2018:i:1:p:1-33..

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2018What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?. (2018). CAPELLE-BLANCARD, Gunther. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-017-0049-x.

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2018Does corporate hedging attract foreign institutional investors? Evidence from international firms. (2018). Massa, Massimo ; Zhang, Lei. In: Journal of International Business Studies. RePEc:pal:jintbs:v:49:y:2018:i:5:d:10.1057_s41267-017-0140-6.

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2017The Sources of Country and Industry Variations in ASEAN Stock Returns. (2017). Hooy, Chee-Wooi ; CHONG, Terence Tai Leung ; Lee, Meng-Horng . In: MPRA Paper. RePEc:pra:mprapa:80574.

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2017Predicting returns on asset markets of a small, open economy and the influence of global risks. (2017). Nitschka, Thomas ; Haab, David. In: Working Papers. RePEc:snb:snbwpa:2017-14.

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2018Does geographical location matter for managerial compensation design?. (2018). Zhang, Jing ; Chung, Jieun. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-016-9383-5.

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2019The relationship between senior executives’age and agency costs A study based on inter-generational perspective. (2019). Leng, Yixin ; Liu, Jiaojiao ; Ming, Shao. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:9:y:2019:i:5:f:9_5_1.

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2018Consumption and wealth in the long run: an integrated unobserved component approach. (2018). Gardberg, Malin ; Pozzi, Lorenzo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180046.

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2018Correcting Alpha Misattribution In Portfolio Sorts. (2018). Schmid, Markus ; Zimmermann, Heinz ; Hoechle, Daniel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:17.

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2017Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201737.

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Works by Sergei Sarkissian:


YearTitleTypeCited
2003Spurious Regressions in Financial Economics? In: Journal of Finance.
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article182
2002Spurious Regressions in Financial Economics?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 182
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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article18
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 another version. Agregated cites: 18
paper
2014Treasury Bond Illiquidity and Global Equity Returns In: Journal of Financial and Quantitative Analysis.
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article4
2016Cross-Listing Waves In: Journal of Financial and Quantitative Analysis.
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article8
2010Cross listing waves.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 8
paper
2004Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection In: Working Papers.
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paper6
2006The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy? In: Working Papers.
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paper16
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 another version. Agregated cites: 16
article
1999The alpha factor asset pricing model: A parable In: Journal of Financial Markets.
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article35
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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article15
2012The nature of the foreign listing premium: A cross-country examination In: Journal of Banking & Finance.
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article9
2009City size and fund performance In: Journal of Financial Economics.
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article31
2011The demographics of fund turnover In: Journal of Financial Intermediation.
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article7
2010The demographics of fund turnover.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2004Industry Risk and Market Integration In: Management Science.
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article43
2003Incomplete Consumption Risk Sharing and Currency Risk Premiums In: Review of Financial Studies.
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article30
2004The Overseas Listing Decision: New Evidence of Proximity Preference In: Review of Financial Studies.
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article126
2009Are there permanent valuation gains to overseas listing? In: Review of Financial Studies.
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article43
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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paper6
2012To Group or Not to Group? Evidence from Mutual Funds In: MPRA Paper.
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paper1

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