Sheridan Titman : Citation Profile

Are you Sheridan Titman?

University of Texas-Austin

38

H index

55

i10 index

8186

Citations

RESEARCH PRODUCTION:

63

Articles

35

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 255
   Journals where Sheridan Titman has often published
   Relations with other researchers
   Recent citing documents: 1582.    Total self citations: 20 (0.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pti51
   Updated: 2020-05-16    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 (61)

Stambaugh, Robert (49)

Zhang, Lu (45)

Subrahmanyam, Avanidhar (40)

Pastor, Lubos (36)

Menkhoff, Lukas (35)

Gallagher, David (31)

Renneboog, Luc (31)

Schmukler, Sergio (30)

Teoh, Siew Hong (28)

Jagannathan, Ravi (27)

Cites to:

Shleifer, Andrei (29)

Fama, Eugene (18)

Subrahmanyam, Avanidhar (17)

Glaeser, Edward (17)

French, Kenneth (14)

Summers, Lawrence (14)

Hirshleifer, David (13)

Hart, Oliver (12)

Campbell, John (11)

Shiller, Robert (10)

Waldmann, Robert (10)

Main data

Where Sheridan Titman has published?

Journals with more than one article published# docs
Journal of Finance17
Journal of Financial Economics8
Journal of Financial and Quantitative Analysis6
Review of Financial Studies6
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 (2019 and 2018)

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

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2018Realizing Correlations Across Asset Classes. (2018). Vander Elst, Harry ; 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). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1707.05552.

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

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2018Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions. (2018). Miemie, Qiangwei ; Hospedales, Timothy ; Robertson, Neil ; Liu, Jianguo ; Xie, Fei ; Zhang, Zhihong ; Sung, Flood ; Yu, Zehao ; Yang, Kai ; Hu, Yuxin . 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). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. 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). St, Donald ; Samuel, Gilna K. 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. (2019). 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. (2019). Crump, Richard ; Cattaneo, Matias ; Schaumburg, Ernst ; Farrell, Max H. In: Papers. RePEc:arx:papers:1809.03584.

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

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2019Selection mechanisms affect volatility in evolving markets. (2019). Dewhurst, David Rushing ; Arnold, Michael Vincent ; van Oort, Colin Michael. In: Papers. RePEc:arx:papers:1812.05657.

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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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2019Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:1901.11493.

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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). Tang, Ke ; Xiong, Zhang ; Wu, Junjie ; 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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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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2019Residual Switching Network for Portfolio Optimization. (2019). Wang, Jifei. In: Papers. RePEc:arx:papers:1910.07564.

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2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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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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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. 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). Marcato, Gianluca ; Michel, Lok Man. 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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2019The Relationship between Risk and Return - An Empirical Evidence from Real Estate Stocks Listed in Vietnam. (2019). Toan, Le Duc ; Bao, Phan Nguyen ; Trang, Tran Thi ; Minh, Phan Tran ; Diem, Vo Hoang. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1211-1226.

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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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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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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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2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116.

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2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

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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 ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume. 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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2019The loan cost advantage of public firms and financial market conditions: evidence from the European syndicated loan market. (2019). Gallo, Raffaele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1255_19.

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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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2019DO MOMENTUM STRATEGIES PERFORM BETTER FOR ISLAMIC STOCKS THAN FOR CONVENTIONAL STOCKS ACROSS MARKET STATES?. (2019). Low, Soo-Wah ; Kew, Si-Roei ; Tee, Lain-Tze . In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:221:p:107-130.

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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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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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2018An Empirical Analysis of the Maturity of Debt Supply in Uruguay. (2018). Mello Costa, Miguel. In: Documentos de trabajo. RePEc:bku:doctra:2018005.

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2018Determinants of Leverage Maturity Structure of Uruguayan Non-financial Firms. (2018). Mello Costa, Miguel. In: Documentos de trabajo. RePEc:bku:doctra:2018006.

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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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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.
[Full Text][Citation analysis]		article150
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article492
2000Editorial In: International Review of Finance.
[Full Text][Citation analysis]		article0
2009Capital Investments and Stock Returns in Japan* In: International Review of Finance.
[Full Text][Citation analysis]		article5
1997DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article2
2002THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article4
2008Single vs. Multiple Discount Rates: How to Limit “Influence Costs” in the Capital Allocation Process* In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1
2009Firms Stakeholders and the Costs of Transparency In: Journal of Economics & Management Strategy.
[Full Text][Citation analysis]		article9
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters.
[Citation analysis]
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.
[Full Text][Citation analysis]		article15
1985 Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance.
[Full Text][Citation analysis]		article5
1992 Interest Rate Swaps and Corporate Financing Choices. In: Journal of Finance.
[Full Text][Citation analysis]		article44
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article151
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article2079
1993 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance.
[Full Text][Citation analysis]		article78
1994 Financial Distress and Corporate Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article278
1994 Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance.
[Full Text][Citation analysis]		article202
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article409
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: 409		paper
1999Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance.
[Full Text][Citation analysis]		article44
1999The Going‐Public Decision and the Development of Financial Markets In: Journal of Finance.
[Full Text][Citation analysis]		article160
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]		article193
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 193		paper
2007Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article38
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article171
2010Individualism and Momentum around the World In: Journal of Finance.
[Full Text][Citation analysis]		article237
2010Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance.
[Full Text][Citation analysis]		article32
1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics.
[Full Text][Citation analysis]		article30
1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics.
[Full Text][Citation analysis]		article80
2003The Cross Section of Expected REIT Returns In: Real Estate Economics.
[Full Text][Citation analysis]		article18
2010Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics.
[Full Text][Citation analysis]		article10
2009Predicting Systematic Risk: Implications from Growth Options In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2004Stakeholders, Transparency and Capital Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper63
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]		article17
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article102
2000Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article22
2001The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article333
2004Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article250
2003Capital Investments and Stock Returns.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 250		paper
2004Feedback and the Success of Irrational Investors In: Working Paper Series.
[Full Text][Citation analysis]		paper37
2006Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 37		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]		article35
1986Information quality and the valuation of new issues In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article219
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article23
1984The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics.
[Full Text][Citation analysis]		article229
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article130
1991The postmerger share-price performance of acquiring firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article84
2002Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics.
[Full Text][Citation analysis]		article87
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: 87		paper
2007Firms histories and their capital structures In: Journal of Financial Economics.
[Full Text][Citation analysis]		article174
2004Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		paper
2007Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article183
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: 183		paper
1995Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article47
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]		article8
1990Interest rate swaps and corporate financing choices In: Proceedings.
[Citation analysis]		article0
2002The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management.
[Citation analysis]		article17
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper51
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]		paper277
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
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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]		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.
[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]		paper10
2011Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2013Financial Market Shocks and the Macroeconomy In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2014The Geography of Financial Misconduct In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2014Urban Vibrancy and Corporate Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2014The Dynamics of Housing Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2019A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1996Pricing Strategy and Financial Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper42
1998Pricing Strategy and Financial Policy..(1998) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 42		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]		paper9
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]		paper9
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]		article65
2004A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers.
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2004A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 65		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]		article15
2011Do the Best Hedge Funds Hedge? In: Review of Financial Studies.
[Full Text][Citation analysis]		article55
1991Financial Policy and Reputation for Product Quality. In: Review of Financial Studies.
[Full Text][Citation analysis]		article96
1995Overreaction, Delayed Reaction, and Contrarian Profits. In: Review of Financial Studies.
[Full Text][Citation analysis]		article106
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]		article30
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]		article184
1990Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy.
[Full Text][Citation analysis]		article79
1994The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations.
[Full Text][Citation analysis]		paper1

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