Sheridan Titman : Citation Profile


Are you Sheridan Titman?

University of Texas-Austin

37

H index

56

i10 index

7778

Citations

RESEARCH PRODUCTION:

66

Articles

35

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 243
   Journals where Sheridan Titman has often published
   Relations with other researchers
   Recent citing documents: 1264.    Total self citations: 20 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pti51
   Updated: 2019-10-15    RAS profile: 2011-03-13    
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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 Sheridan Titman.

Is cited by:

Hirshleifer, David (57)

Stambaugh, Robert (46)

Zhang, Lu (44)

Subrahmanyam, Avanidhar (40)

Pastor, Lubos (36)

Menkhoff, Lukas (35)

Gallagher, David (31)

Schmukler, Sergio (29)

Renneboog, Luc (29)

Teoh, Siew Hong (28)

Jagannathan, Ravi (27)

Cites to:

Shleifer, Andrei (27)

Fama, Eugene (18)

Glaeser, Edward (17)

Subrahmanyam, Avanidhar (15)

Hirshleifer, David (14)

French, Kenneth (14)

Summers, Lawrence (12)

Hart, Oliver (12)

Campbell, John (11)

Jensen, Michael (10)

Shiller, Robert (10)

Main data


Where Sheridan Titman has published?


Journals with more than one article published# docs
Journal of Finance18
Journal of Financial Economics8
Journal of Financial and Quantitative Analysis6
Review of Financial Studies6
Real Estate Economics6
The Journal of Business3
Journal of Applied Corporate Finance3
International Review of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing Sheridan Titman (2019 and 2018)


YearTitle of citing document
2017Panel Smooth Transition Regression Models. (2017). Yang, Yukai ; Teräsvirta, Timo ; Gonzalez, Andres ; van Dijk, Dick ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-36.

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2018Realizing Correlations Across Asset Classes. (2018). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2018INFLUENCE OF INFORMATION SIGNALS ON THE FUTURE EARNINGS. (2018). Lutsenko, S I. In: Strategic decisions and risk management. RePEc:abw:journl:y:2018:id:804.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2019Contractual Managerial Incentives with Stock Price Feedback. (2019). Sun, BO ; Liu, QI ; Lin, Tse-Chun. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:7:p:2446-68.

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2017CAPM applications for appropriate stock pricing – impact of speculation companies. (2017). Skalna, Iwona ; Urbaski, Stanisaw. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:2:p:227-245.

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2018Cooperatives capital structure adjustment during the agricultural downturn. (2018). Katchova, Ani ; Cheng, Yuxi. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273788.

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2018The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance. (2018). Maymin, Philip Z. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:74-84.

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2017The Importance of Estimation Method Choice for the Analysis of the Determinants of Capital Structure– An Example of Poland. (2017). Szomko, Natalia. In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:1:p:3-20.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2019R&D Subsidies and Firms Debt Financing. (2019). Zazzaro, Alberto ; Pennacchio, Luca ; Bellucci, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:153.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market. (2018). Challet, Damien ; Kassibrakis, Serge ; Lallouache, Mehdi ; Chicheportiche, R'emy . In: Papers. RePEc:arx:papers:1609.04640.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2018Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Baltakys, Kestutis ; Emmert-Streib, Frank ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:1708.09850.

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2018Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions. (2018). Hu, Guosheng ; Miemie, Qiangwei ; Hospedales, Timothy ; Robertson, Neil ; Liu, Jianguo ; Xie, Fei ; Zhang, Zhihong ; Sung, Flood ; Yu, Zehao ; Yang, Kai. In: Papers. RePEc:arx:papers:1709.03803.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2018Why Markets are Inefficient: A Gambling Theory of Financial Markets For Practitioners and Theorists. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.01948.

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2018The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Lu, Shan ; Wang, Huiwen ; Zhao, Jichang. In: Papers. RePEc:arx:papers:1802.01143.

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01381.

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2018Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:1803.05861.

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2018A Probabilistic Analysis of Autocallable Optimization Securities. (2018). Samuel, Gilna K ; St, Donald. In: Papers. RePEc:arx:papers:1804.00825.

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2019Factor models with many assets: strong factors, weak factors, and the two-pass procedure. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.04094.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2019Characteristic-Sorted Portfolios: Estimation and Inference. (2018). Crump, Richard ; Schaumburg, Ernst ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1809.03584.

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2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Flori, Andrea ; Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1811.01624.

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2019Selection mechanism design affects volatility in a market of evolving zero-intelligence agents. (2018). van Oort, Colin Michael ; Dewhurst, David Rushing ; Arnold, Michael Vincent. In: Papers. RePEc:arx:papers:1812.05657.

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2019The market nanostructure origin of asset price time reversal asymmetry. (2019). Cordi, Marcus ; Kassibrakis, Serge ; Challet, Damien. In: Papers. RePEc:arx:papers:1901.00834.

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

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2019Enhancing Time Series Momentum Strategies Using Deep Neural Networks. (2019). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan . In: Papers. RePEc:arx:papers:1904.04912.

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2019Online reviews can predict long-term returns of individual stocks. (2019). Zhao, Jichang ; Xu, KE ; Wu, Junran. In: Papers. RePEc:arx:papers:1905.03189.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2019AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks. (2019). Xiong, Zhang ; Wu, Junjie ; Tang, KE ; Zhang, Yang ; Wang, Jingyuan. In: Papers. RePEc:arx:papers:1908.02646.

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2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Ke, Qiulin ; Sieracki, Karen. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2018Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance. (2018). Michel, Lok Man ; Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_300.

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2017Derivative Use of Turkish Investment Funds During the 2008-09 Financial Crisis. (2017). Pirgaip, Burak ; Tademir, Aslihan . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1-14.

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2017Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:123-132.

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2018The Capital Structure Choice: Evidence of Debt Maturity Substitution By GCC Firms. (2018). Obay, Lamia A. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1298-1312.

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2018Momentum Effect, Value Effect, Risk Premium and Predictability of Stock Returns - A Study on Indian Market. (2018). Banerjee, Arindam ; Bandyopadhyay, Gautam ; De, Anupam . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:669-681.

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2019Market Illiquidity Premium on Stock Returns: An Empirical Study of Taiwan Stock Markets. (2019). Cho, Yi-Chun ; Tai, Chia-Li ; Chen, Chia-Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:778-788.

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2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2018Macroeconomic and Institutional Factors, Debt Composition and Capital Structure of Latin American Companies. (2018). Bernardo, Claudio Junior ; Securato, Jose Roberto ; Albanez, Tatiana . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:2:p152-174.

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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Shotlander, Ryan ; Bedard-Page, Guillaume ; Arora, Rohan. In: Technical Reports. RePEc:bca:bocatr:115.

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2019Firm-level Investment Under Imperfect Capital Markets in Ukraine. (2019). Shcherbakov, Oleksandr. In: Staff Working Papers. RePEc:bca:bocawp:19-14.

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2018Corporate liquidity in Italy and its increase in the long recession. (2018). Dottori, Davide ; Micucci, Giacinto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_420_18.

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2018The Determinants of Cash Holdings around Different Regions of the World. (2018). Aftab, Ummar ; Akhter, Waseem ; Javid, Attiya Yasmin. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:151-182.

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2019A RISK-SENSITIVE MOMENTUM APPROACH TO STOCK SELECTION. (2019). Khatun, Mahfuza ; Siddiqui, Sikandar ; Tyagi, Somya ; Kalayil, Tina. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:61-83.

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2019THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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2017Towards a more comprehensive understanding of corporate leverage ratios. (2017). Griesshaber, Nicolas . In: IFC Bulletins chapters. RePEc:bis:bisifc:45-12.

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2017Corporate leverage in EMEs: did the global financial crisis change the determinants?. (2017). Herwadkar, Snehal S. In: BIS Working Papers. RePEc:bis:biswps:681.

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2018Financial structure and income inequality. (2018). Gambacorta, Leonardo ; Ferri, Giovanni ; Brei, Michael. In: BIS Working Papers. RePEc:bis:biswps:756.

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2017Why Do Canadian Firms Cross-list? The Flip Side of the Issue. (2017). Charitou, Andreas ; Louca, Christodoulos. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:211-239.

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2017Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

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2017The Interrelationships between REIT Capital Structure and Investment. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:371-394.

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2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach. (2018). Andres, Christian ; Theissen, Erik ; Doumet, Markus ; Betzer, Andre. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:417-444.

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2017Australian momentum: performance, capacity and the GFC effect. (2017). Vanstone, Bruce J ; Hahn, Tobias ; Smith, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:261-287.

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2017Capital structure of multinational and domestic corporations – a cross-country comparison. (2017). Akhtar, Shumi. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:319-349.

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2017Large audit firm premium and audit specialisation in the public sector. (2017). Bradbury, Michael E ; Monroe, Gary . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:657-679.

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2017Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns. (2017). Kirby, Chris ; Cordis, Adriana S. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1019-1042.

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2017Does internal control over financial reporting really alleviate agency conflicts?. (2017). Qi, Baolei ; Sun, Jinghui ; Zhou, Qing ; Li, Liuchuang. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1101-1125.

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2017Herding behaviour in the Australian loan market and its impact on bank loan quality. (2017). Tran, Vuong Thao ; Lin, Chienting ; Nguyen, Hoa . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1149-1176.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2017Bank connections and the speed of leverage adjustment: evidence from Chinas listed firms. (2017). Li, Wenfei ; Tang, Qingquan ; Xu, Liping ; Wu, Cen. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1349-1381.

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2017Investment financing: evidence from Korea. (2017). Choi, Hee Jung ; Suh, Jungwon. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:147-184.

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2017Leverage adjustment after mergers and acquisitions. (2017). Khoo, Joye ; Rath, Subhrendu ; Durand, Robert B. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:185-210.

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2017Momentum in weekly returns: the role of intermediate-horizon past performance. (2017). Chai, Daniel ; Ji, Philip Inyeob ; Limkriangkrai, Manapon. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:45-68.

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2018Dividend payout determinants for Australian Multinational and Domestic Corporations. (2018). Akhtar, Shumi. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:11-55.

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2018A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125.

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2018Short selling, margin buying and stock return in China market. (2018). Li, Rui ; Wu, Chongfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:477-501.

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2018Does the accruals quality premium arise from information risk?. (2018). Zhang, Lijuan ; Wilson, Mark. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:599-632.

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2018Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018The effect of 52 week highs and lows on analyst stock recommendations. (2018). Lin, MeiChen . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:375-422.

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2018Market share growth and stock returns. (2018). Chowdhury, Jaideep ; Celiker, Umut ; Sonaer, Gokhan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:97-129.

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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2019Evaluating fund capacity: issues and methods. (2019). O'Neill, Michael J ; Warren, Geoffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

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2017DOES THE RIGHT TO CHOOSE MATTER FOR DEFINED CONTRIBUTION PLANS?. (2017). Tsang, Kwok Ping ; Wong, Kin Ming . In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:2:p:278-291.

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2018Speculative Behavior in Vacant Land Development: Evidence for Real Options in Malaysia. (2018). Razak, Muhammad Zaim ; Mohamad, Azhar ; Khalid, Haniza. In: The Developing Economies. RePEc:bla:deveco:v:56:y:2018:i:4:p:245-266.

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2018A Review of Corporate Social Responsibility and Real Estate Investment Trust Studies: An Australian Perspective. (2018). Westermann, Steffen ; Kortt, Michael A ; Niblock, Scott J. In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:1:p:92-110.

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2018The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:823-852.

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2017Does Ownership Structure Matter?. (2017). Titman, Sheridan. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:357-375.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2017An Examination of European Firms’ Derivatives Usage: The Importance of Model Selection. (2017). Carroll, Anthony ; Ryan, James ; O'Brien, Fergal . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:648-690.

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2018Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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2018A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price. (2018). Penman, Stephen H ; Tuna, Rem ; Richardson, Scott A ; Reggiani, Francesco . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:488-520.

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2018The profitability effect: Insights from international equity markets. (2018). Chen, Tefeng ; Xie, Feixue ; John, K C ; Sun, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:545-580.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2018The mixed vs the integrated approach to style investing: Much ado about nothing?. (2018). Leippold, Markus ; Rueegg, Roger. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:829-855.

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2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2019Intangible assets and the book‐to‐market effect. (2019). Park, Hyuna . In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:207-236.

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

Sheridan Titman is editor of


Journal
International Review of Finance

Works by Sheridan Titman:


YearTitleTypeCited
1985Urban Land Prices under Uncertainty. In: American Economic Review.
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article142
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
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article472
2000Editorial In: International Review of Finance.
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article0
2009Capital Investments and Stock Returns in Japan-super- In: International Review of Finance.
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article4
1997DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance.
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article2
2002THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance.
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article4
2008Single vs. Multiple Discount Rates: How to Limit Influence Costs in the Capital Allocation Process In: Journal of Applied Corporate Finance.
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article1
2009Firms Stakeholders and the Costs of Transparency In: Journal of Economics & Management Strategy.
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article9
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters.
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This paper has another version. Agregated cites: 9
chapter
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
1982 The Effects of Anticipated Inflation on Housing Market Equilibrium. In: Journal of Finance.
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article15
1985 Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance.
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article5
1992 Interest Rate Swaps and Corporate Financing Choices. In: Journal of Finance.
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article43
1990Interest rate swaps and corporate financing choices.(1990) In: Proceedings.
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This paper has another version. Agregated cites: 43
article
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
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article147
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance.
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article1929
1993 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance.
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article75
1994 Financial Distress and Corporate Performance. In: Journal of Finance.
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article268
1994 Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance.
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article196
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
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article386
1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 386
paper
1999Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance.
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article43
1999The Going-Public Decision and the Development of Financial Markets In: Journal of Finance.
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article156
2004Market Imperfections, Investment Flexibility, and Default Spreads In: Journal of Finance.
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article7
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
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article178
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 178
paper
2007Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance.
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article22
2006Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
2007Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance.
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article37
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
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article159
2010Individualism and Momentum around the World In: Journal of Finance.
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article219
2010Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance.
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article29
1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics.
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article29
1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics.
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article74
2003The Cross Section of Expected REIT Returns In: Real Estate Economics.
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article17
2005Determinants of Credit Spreads in Commercial Mortgages In: Real Estate Economics.
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article12
2006The Effect of Corporate Governance on Investment: Evidence from Real Estate Investment Trusts In: Real Estate Economics.
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article32
2010Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics.
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article10
2009Predicting Systematic Risk: Implications from Growth Options In: CIRANO Working Papers.
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paper0
2004Stakeholders, Transparency and Capital Structure In: CEPR Discussion Papers.
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paper9
2003Stakeholder, Transparency and Capital Structure.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2011Individual Investor Trading and Return Patterns around Earnings Announcements In: CEPR Discussion Papers.
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paper57
1985The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms In: Journal of Financial and Quantitative Analysis.
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article1
1989Stock Returns as Predictors of Interest Rates and Inflation In: Journal of Financial and Quantitative Analysis.
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article17
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
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article102
2000Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis.
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article21
2001The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis.
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article316
2004Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis.
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article225
2003Capital Investments and Stock Returns.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 225
paper
2004Feedback and the Success of Irrational Investors In: Working Paper Series.
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paper34
2006Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 34
article
2010The leverage of hedge funds In: Finance Research Letters.
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article1
2003Intra-industry momentum: the case of REITs In: Journal of Financial Markets.
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article34
1986Information quality and the valuation of new issues In: Journal of Accounting and Economics.
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article198
1983Factor pricing in a finite economy In: Journal of Financial Economics.
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article23
1984The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics.
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article215
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
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article125
1991The postmerger share-price performance of acquiring firms In: Journal of Financial Economics.
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article82
2002Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics.
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article80
2000Building the IPO Order Book: Underpricing and Participation Limits With Costly Information.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 80
paper
2007Firms histories and their capital structures In: Journal of Financial Economics.
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article168
2004Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 168
paper
2007Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics.
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article168
2006Why do firms hold so much cash? A tax-based explanation.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 168
paper
1995Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation.
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article45
2001Why real interest rates, cost of capital and price/earnings ratios vary across countries In: Journal of International Money and Finance.
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article1
1999Understanding stock market volatility: The case of Korea and Taiwan In: Pacific-Basin Finance Journal.
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article8
2002The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management.
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article16
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
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paper50
1988Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers.
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paper36
1988Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers.
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paper267
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
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This paper has another version. Agregated cites: 267
article
2006Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales In: Journal of Money, Credit and Banking.
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article57
2003Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 57
paper
2013Debt, Labor Markets, and the Creation and Destruction of Firms In: NBER Chapters.
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chapter0
2003Firm Location and the Creation and Utilization of Human Capital In: NBER Working Papers.
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paper5
2007Financial Structure, Liquidity, and Firm Locations In: NBER Working Papers.
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paper2
2010An International Comparison of Capital Structure and Debt Maturity Choices In: NBER Working Papers.
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paper10
2011Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers.
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paper9
2013Financial Market Shocks and the Macroeconomy In: NBER Working Papers.
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paper4
2014The Geography of Financial Misconduct In: NBER Working Papers.
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paper4
2014Urban Vibrancy and Corporate Growth In: NBER Working Papers.
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paper1
2014The Dynamics of Housing Prices In: NBER Working Papers.
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paper1
2019A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers.
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paper0
1996Pricing Strategy and Financial Policy In: NBER Working Papers.
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paper40
1998Pricing Strategy and Financial Policy..(1998) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 40
article
1997Debt and Corporate Performance: Evidence from Unsuccessful Takeovers In: NBER Working Papers.
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paper2
1999Profitability of Momentum Strategies: An Evaluation of Alternative Explanations In: NBER Working Papers.
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paper8
1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? In: NBER Working Papers.
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paper0
2000Market Efficiency in an Irrational World In: NBER Working Papers.
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paper9
2001The Modigliani and Miller Theorem and Market Efficiency In: NBER Working Papers.
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paper0
2007A Dynamic Model of Optimal Capital Structure In: Review of Finance.
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article62
2004A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 62
paper
2004A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 62
paper
2002Discussion of Underreaction to Self-Selected News Events In: Review of Financial Studies.
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article2
2010Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages In: Review of Financial Studies.
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article13
2011Do the Best Hedge Funds Hedge? In: Review of Financial Studies.
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article52
1991Financial Policy and Reputation for Product Quality. In: Review of Financial Studies.
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article89
1995Overreaction, Delayed Reaction, and Contrarian Profits. In: Review of Financial Studies.
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article100
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
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article29
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
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article178
1990Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy.
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article79
1994The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations.
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paper1

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