Sheridan Titman : Citation Profile


Are you Sheridan Titman?

University of Texas-Austin

41

H index

58

i10 index

10392

Citations

RESEARCH PRODUCTION:

63

Articles

38

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   39 years (1982 - 2021). See details.
   Cites by year: 266
   Journals where Sheridan Titman has often published
   Relations with other researchers
   Recent citing documents: 1327.    Total self citations: 22 (0.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pti51
   Updated: 2022-05-21    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 (66)

Renneboog, Luc (54)

Stambaugh, Robert (50)

Zhang, Lu (46)

Zaremba, Adam (44)

wermers, russell (42)

Menkhoff, Lukas (39)

Subrahmanyam, Avanidhar (38)

Pastor, Lubos (37)

Gallagher, David (36)

Schmukler, Sergio (30)

Cites to:

Shleifer, Andrei (33)

Subrahmanyam, Avanidhar (20)

Fama, Eugene (18)

Hirshleifer, David (18)

Campbell, John (18)

Glaeser, Edward (17)

Summers, Lawrence (16)

Hart, Oliver (15)

French, Kenneth (14)

Waldmann, Robert (11)

Shiller, Robert (11)

Main data


Where Sheridan Titman has published?


Journals with more than one article published# docs
Journal of Finance17
Journal of Financial Economics8
Review of Financial Studies6
Journal of Financial and Quantitative Analysis6
Real Estate Economics4
Journal of Applied Corporate Finance3
The Journal of Business3
American Economic Review2
International Review of Finance2

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

Recent works citing Sheridan Titman (2021 and 2020)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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

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2020Measuring Managerial Skills of Closed-End Mutual Funds in Bangladesh and Its Linkage to the Management Fee. (2020). Mila, Meher Nigar. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:9:p:1-15.

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2020THE INTER-RELATIONS BETWEEN CHINESE HOUSING MARKET, STOCK MARKET AND CONSUMPTION MARKET. (2020). Liu, Yang. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202051.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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2021Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125.

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2020The market nanostructure origin of asset price time reversal asymmetry. (2019). Challet, Damien ; Kassibrakis, Serge ; Cordi, Marcus. In: Papers. RePEc:arx:papers:1901.00834.

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

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2020Enhancing 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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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. (2020). Li, Jian ; Jin, Yifei ; Zhang, Tianping. In: Papers. RePEc:arx:papers:2002.08245.

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2020A Framework for Online Investment Algorithms. (2020). Gebbie, Tim ; van Zyl, Terence ; Paskaramoorthy, Andrew. In: Papers. RePEc:arx:papers:2003.13360.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. (2020). Niranjan, Mahesan ; McGroarty, Frank ; Gerding, Enrico ; Nunes, Manuel. In: Papers. RePEc:arx:papers:2005.02217.

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2020Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632.

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2020Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307.

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2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

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2021Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

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2021Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088.

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2020Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245.

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2020Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction. (2020). Minami, Kentaro ; Ito, Katsuya ; Nakagawa, Kei ; Imajo, Kentaro. In: Papers. RePEc:arx:papers:2012.10215.

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2021Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306.

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2022Rodeo or Ascot: which hat to wear at the crypto race?. (2021). Hardle, Wolfgang Karl ; Hausler, Konstantin. In: Papers. RePEc:arx:papers:2103.12461.

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2021Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

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2022Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019.

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2021An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities. (2021). Gamito, Pablo ; Zhou, Liyi ; Qin, Kaihua ; Gervais, Arthur ; Jovanovic, Philipp. In: Papers. RePEc:arx:papers:2106.06389.

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2021Clustering Structure of Microstructure Measures. (2021). Wells, Martin T ; Sun, Ningning ; Zhu, Liao. In: Papers. RePEc:arx:papers:2107.02283.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange. (2021). Shikumo, David Haritone. In: Papers. RePEc:arx:papers:2108.10244.

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2021Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851.

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2021EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2021Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture. (2021). Roberts, Stephen ; Giegerich, Sven ; Wood, Kieran ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2112.08534.

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2022Bankruptcy Prediction via Mixing Intra-Risk and Spillover-Risk. (2022). Zhao, YU ; Kou, Gang ; Liu, JI ; Zhuang, Fuzhen ; Yang, Qing ; Guo, YU ; Wei, Shaopeng. In: Papers. RePEc:arx:papers:2202.03874.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2020Dividend-Payout Policy and Share-Price Volatility in Islamic Banks: Evidence from Jordan. (2020). Al-Sharif, Bader Mustafa. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:266-274.

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2020Study on Price Fluctuation of Industry Index in Chinas Stock Market Based on Empirical Mode Decomposition. (2020). Qiao, FU. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:559-573.

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2021A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2.

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2020Multidimensional Noise and Non-Fundamental Information Diversity. (2020). Russ, David. In: Working Papers. RePEc:bav:wpaper:201_russ.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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2020Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178.

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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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2021Asset managers, market liquidity and bank regulation. (2021). Tarashev, Nikola ; Huang, Wenqian ; Aldasoro, Iaki. In: BIS Working Papers. RePEc:bis:biswps:933.

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

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2021Momentum, Reversals, and Business Cycle Turning Points. (2021). Xiao, Yuchao ; Min, Byoungkyu. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:4:p:679-708.

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2022Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141.

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2020The disclosure of corporate social responsibility reports and sales performance in China. (2020). Zheng, Ying ; Yu, Wei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1239-1270.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Market segmentation and supply‐chain predictability: evidence from China. (2020). Wu, Chongfeng ; Diao, Xundi ; Li, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562.

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2020The impact of audit quality in rights offerings. (2020). faff, robert ; Balachandran, Balasingham ; Puwanenthiren, Premkanth. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2007-2037.

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2020Toward understanding short‐selling activity: demand and supply. (2020). , Harry ; Kot, Hung Wan . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2203-2230.

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2020Rollover risk and managerial cost adjustment decisions. (2020). Zheng, Kenneth ; Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2843-2878.

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2020Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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2020Research on the use of financial statement information for forecasting profitability. (2020). Yohn, Teri Lombardi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3163-3181.

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2020Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475.

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2020High accruals momentum. (2020). Jang, Ju Won ; Hao, Xiaoting ; Lee, Eunju. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3647-3679.

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2020Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173.

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2020Can banks monitor small business borrowers effectively using hard information?. (2020). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4291-4330.

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2020Determinants and consequences of financial distress: review of the empirical literature. (2020). Sun, LI ; Uddin, Md Borhan ; Huang, Hedy Jiaying ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1023-1075.

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2020Institutional ownership, cross‐shareholdings and corporate cash reserves in Japan. (2020). Rahman, Nahid ; Nguyen, Pascal. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1175-1207.

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2020The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659.

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2020Evidence of governance arbitrage by private equity sponsors. (2020). Schofield, Guy. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:971-1005.

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2021The role of accounting quality in corporate liquidity management. (2021). Li, Wulung. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2631-2670.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2021Leverage deviation from the target debt ratio and leasing. (2021). Sankaran, Harikumar ; Rahman, Shofiqur ; Chowdhury, Hasibul. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3481-3515.

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2021Industry momentum: an exchange?traded funds approach. (2021). Earea, Dean ; Hahn, Tobias ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2021Speed of adjustment towards target leverage: evidence from a quantile regression analysis. (2021). Truong, Cameron ; Hou, Greg ; Bai, Min ; Nguyen, Thao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5073-5109.

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2021Accounting conservatism and firm performance during the COVID?19 pandemic. (2021). Li, Shan ; Kim, Sujin ; Kent, Pamela ; Cui, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5543-5579.

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2021Does credit rating conservatism matter for corporate tax avoidance?. (2021). Xie, Lingmin ; Leung, Sidney ; Chen, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5681-5730.

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2021Effect of positive tone in MD&A disclosure on capital structure adjustment speed: evidence from China. (2021). Yan, Lina ; Wu, Duowen ; Wang, Qian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5809-5845.

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2021Modelling of Chinese corporate bond default – A machine learning approach. (2021). Zhuo, Zhuyao ; Lu, Zhou. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6147-6191.

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2021Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405.

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2021Do capital expenditures influence earnings performance: Evidence from loss?making firms. (2021). Bose, Sudipta ; Saha, Amitav ; Kim, Sungsoo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2539-2575.

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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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2022Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923.

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2022Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives. (2022). Huang, Danny Zhaoxiang. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1983-2010.

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2020Is an Auditors Propensity to Issue Going Concern Opinions a Valid Measure of Audit Quality?. (2020). Ahmed, Ammad ; Delaney, Deborah ; Guo, Yihan. In: Australian Accounting Review. RePEc:bla:ausact:v:30:y:2020:i:2:p:144-153.

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2020The product‐market performance benefits of environmental policy: Why customer awareness and firm innovativeness matter. (2020). Hughes, Mathew ; Aziz, Saqib ; Rahman, Mahabubur. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:5:p:2001-2018.

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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021Corporate commitment to climate change action, carbon risk exposure, and a firms debt financing policy. (2021). Tavakolifar, Mohammad ; Lulseged, Ayalew ; Lemma, Tesfaye T. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3919-3936.

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2021Benchmarking information aggregation in experimental markets. (2021). Mengel, Friederike ; Peeters, Ronald ; Albertazzi, Andrea. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:4:p:1500-1516.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Does individualistic culture impact operational risk?. (2020). Li, Donghui ; Chen, Zhian ; Cao, Zhe ; An, Zhe. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:808-838.

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2020Innovations in financing: The impact of anchor investors in Indian IPOs. (2020). Chakrabarti, Binay Bhushan ; Bhattacharya, Arnab ; Petrova, Milena ; Ghosh, Chinmoy. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1059-1106.

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2020Trust, regulation, and contracting institutions. (2020). Williamson, Claudia ; Cline, Brandon N. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:859-895.

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2020Managerial incentives for attracting attention. (2020). Papiashvili, Nino ; Gutierrez, Maria ; Vazquez, Antonio B ; Tribo, Josep A. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:896-937.

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2020Betas versus characteristics: A practical perspective. (2020). Sy, Oumar ; Pacurar, Maria ; Nazaire, Gregory. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1385-1413.

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2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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2020Can mispricing explain the value premium?. (2020). Jindra, Jan ; Jaffe, Jeffrey F ; Voetmann, Torben ; Pedersen, David J. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:615-633.

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2020Cash cycle: A cross‐country analysis. (2020). Khaksari, Shahriar ; Jalal, Abu. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:635-671.

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2020Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

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2020Portfolio manager home‐country culture and mutual fund risk‐taking. (2020). Jiao, Wei. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:805-838.

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2020Credit supply and capital structure adjustments. (2020). Rahman, Shofiqur. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:4:p:949-972.

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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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article208
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
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article611
2000Editorial In: International Review of Finance.
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article0
2009Capital Investments and Stock Returns in Japan* In: International Review of Finance.
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article7
1997DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance.
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article5
2002THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance.
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article6
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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article10
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 10
chapter
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1982 The Effects of Anticipated Inflation on Housing Market Equilibrium. In: Journal of Finance.
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article19
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.
[Full Text][Citation analysis]
article48
1990Interest rate swaps and corporate financing choices.(1990) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 48
article
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
[Full Text][Citation analysis]
article185
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]
article2753
1993 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance.
[Full Text][Citation analysis]
article99
1994 Financial Distress and Corporate Performance. In: Journal of Finance.
[Full Text][Citation analysis]
article361
1994 Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance.
[Full Text][Citation analysis]
article243
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article486
1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 486
paper
1999Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance.
[Full Text][Citation analysis]
article53
1999The Going?Public Decision and the Development of Financial Markets In: Journal of Finance.
[Full Text][Citation analysis]
article189
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]
article263
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 263
paper
2007Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance.
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article27
2006Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2007Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance.
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article44
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article224
2010Individualism and Momentum around the World In: Journal of Finance.
[Full Text][Citation analysis]
article356
2010Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance.
[Full Text][Citation analysis]
article49
1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics.
[Full Text][Citation analysis]
article36
1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics.
[Full Text][Citation analysis]
article97
2003The Cross Section of Expected REIT Returns In: Real Estate Economics.
[Full Text][Citation analysis]
article25
2010Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics.
[Full Text][Citation analysis]
article14
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2011Individual Investor Trading and Return Patterns around Earnings Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper96
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.
[Full Text][Citation analysis]
article1
1989Stock Returns as Predictors of Interest Rates and Inflation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article19
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article120
2000Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article25
2001The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article405
2004Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article336
2003Capital Investments and Stock Returns.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 336
paper
2004Feedback and the Success of Irrational Investors In: Working Paper Series.
[Full Text][Citation analysis]
paper46
2006Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
2010The leverage of hedge funds In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2003Intra-industry momentum: the case of REITs In: Journal of Financial Markets.
[Full Text][Citation analysis]
article41
1986Information quality and the valuation of new issues In: Journal of Accounting and Economics.
[Full Text][Citation analysis]
article283
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]
article27
1984The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics.
[Full Text][Citation analysis]
article269
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]
article159
1991The postmerger share-price performance of acquiring firms In: Journal of Financial Economics.
[Full Text][Citation analysis]
article103
2002Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics.
[Full Text][Citation analysis]
article115
2000Building the IPO Order Book: Underpricing and Participation Limits With Costly Information.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
2007Firms histories and their capital structures In: Journal of Financial Economics.
[Full Text][Citation analysis]
article203
2004Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2007Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article247
2006Why do firms hold so much cash? A tax-based explanation.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 247
paper
1995Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article58
2001Why real interest rates, cost of capital and price/earnings ratios vary across countries In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
1999Understanding stock market volatility: The case of Korea and Taiwan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article9
2002The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management.
[Citation analysis]
article23
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper56
1988Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper36
1988Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper330
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 330
article
2006Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article65
2003Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2013Debt, Labor Markets, and the Creation and Destruction of Firms In: NBER Chapters.
[Citation analysis]
chapter0
2003Firm Location and the Creation and Utilization of Human Capital In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2007Financial Structure, Liquidity, and Firm Locations In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2010An International Comparison of Capital Structure and Debt Maturity Choices In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
2011Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
2013Financial Market Shocks and the Macroeconomy In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2014The Geography of Financial Misconduct In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2014Urban Vibrancy and Corporate Growth In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2014The Dynamics of Housing Prices In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2019A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2020ESG Preference, Institutional Trading, and Stock Return Patterns In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2021Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2021Momentum, Reversals, and Investor Clientele In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1996Pricing Strategy and Financial Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper47
1998Pricing Strategy and Financial Policy..(1998) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 47
article
1997Debt and Corporate Performance: Evidence from Unsuccessful Takeovers In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
1999Profitability of Momentum Strategies: An Evaluation of Alternative Explanations In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2000Market Efficiency in an Irrational World In: NBER Working Papers.
[Full Text][Citation analysis]
paper13
2001The Modigliani and Miller Theorem and Market Efficiency In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2007A Dynamic Model of Optimal Capital Structure In: Review of Finance.
[Full Text][Citation analysis]
article81
2004A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 81
paper
2004A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 81
paper
2002Discussion of Underreaction to Self-Selected News Events In: Review of Financial Studies.
[Citation analysis]
article2
2010Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages In: Review of Financial Studies.
[Full Text][Citation analysis]
article19
2011Do the Best Hedge Funds Hedge? In: Review of Financial Studies.
[Full Text][Citation analysis]
article71
1991Financial Policy and Reputation for Product Quality. In: Review of Financial Studies.
[Full Text][Citation analysis]
article120
1995Overreaction, Delayed Reaction, and Contrarian Profits. In: Review of Financial Studies.
[Full Text][Citation analysis]
article128
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]
article31
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]
article214
1990Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy.
[Full Text][Citation analysis]
article91
1994The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations.
[Full Text][Citation analysis]
paper2

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