Sheridan Titman : Citation Profile

Are you Sheridan Titman?

University of Texas-Austin

41

H index

61

i10 index

12217

Citations

RESEARCH PRODUCTION:

63

Articles

38

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   39 years (1982 - 2021). See details.
   Cites by year: 313
   Journals where Sheridan Titman has often published
   Relations with other researchers
   Recent citing documents: 1462.    Total self citations: 23 (0.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti51
   Updated: 2023-08-19    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 (79)

Renneboog, Luc (57)

Stambaugh, Robert (54)

wermers, russell (51)

Zhang, Lu (50)

Zaremba, Adam (44)

Menkhoff, Lukas (43)

Gallagher, David (42)

Subrahmanyam, Avanidhar (41)

Pastor, Lubos (40)

Teoh, Siew Hong (36)

Cites to:

Shleifer, Andrei (43)

Campbell, John (22)

Subrahmanyam, Avanidhar (20)

Fama, Eugene (18)

Glaeser, Edward (18)

Hirshleifer, David (18)

Summers, Lawrence (16)

Stulz, René (16)

Hart, Oliver (15)

French, Kenneth (14)

Vishny, Robert (13)

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
International Review of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc28
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing Sheridan Titman (2022 and 2021)

YearTitle of citing document
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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2021Determinantes de la estructura de capital: un survey con énfasis en Latinoamérica. (2021). Grozs, Fernando Andres ; Dabos, Marcelo Pedro ; Bruno, Nestor. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4444.

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2022The past, the present and the prospective future of efficient market hypothesis: a theoretical and empirical investigation of international stock markets. (2022). Dhanda, Neelam ; Pasricha, Laurel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:89-106.

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2023.

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2022.

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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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2023Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?. (2018). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1806.09906.

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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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2022Weekly 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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2022High 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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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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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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2022Robustifying 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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2021Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection. (2021). Zohren, Stefan ; Roberts, Stephen ; Wood, Kieran. In: Papers. RePEc:arx:papers:2105.13727.

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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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2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2022Trading 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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2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283.

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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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2022Sequential Asset Ranking within Nonstationary Time Series. (2022). Borrageiro, Gabriel ; Barucca, Paolo ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.12186.

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

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2022A Model of Financial Market Control. (2022). Ohashi, Yoshihiro . In: Papers. RePEc:arx:papers:2205.01260.

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2022Randomized geometric tools for anomaly detection in stock markets. (2022). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2205.03852.

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2023Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2022How Covid mobility restrictions modified the population of investors in Italian stock markets. (2022). Russo, Antonio ; Ravagnani, Adele ; Medda, Francesca ; Mazzarisi, Piero ; Lillo, Fabrizio ; Deriu, Paola. In: Papers. RePEc:arx:papers:2208.00181.

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2022Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models. (2022). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270.

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2022The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538.

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2022A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

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2022Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2022MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization. (2022). Li, Jian ; Niu, Hui. In: Papers. RePEc:arx:papers:2210.01774.

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2022KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading. (2022). Shlezinger, Nir ; Morgenstern, Hai ; Revach, Guy ; Deng, Haoran . In: Papers. RePEc:arx:papers:2210.15448.

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2022Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288.

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2022Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827.

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2023Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Tan, Wee Ling. In: Papers. RePEc:arx:papers:2302.10175.

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2023Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2023Deep Stock: training and trading scheme using deep learning. (2023). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2304.14870.

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2023Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning. (2023). Herremans, Dorien ; Ong, Joel. In: Papers. RePEc:arx:papers:2306.13661.

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2023Theory of Complex Adaptive Learning Based on a Subjects Intelligent Trading Probability Wave Equation. (2023). Wang, Guocheng ; Guo, Xinshuai ; Shi, Leilei. In: Papers. RePEc:arx:papers:2306.15554.

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2023Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies. (2023). Zohren, Stefan ; Roberts, Stephen ; Liu, Tom. In: Papers. RePEc:arx:papers:2307.05522.

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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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2023Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202.

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2022On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:3:p:249-268.

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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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2022The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows. (2022). Sanchez-Jabba, Andres ; Gamboa-Estrada, Fredy. In: Borradores de Economia. RePEc:bdr:borrec:1222.

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2021MUTUAL FUND PERFORMANCE: SOME RECENT EVIDENCE FROM EUROPEAN EQUITY FUNDS. (2021). Boovi, Milo. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:230:p:7-34.

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2021Firm-specific risk-neutral distributions with options and CDS. (2021). Jahan-Parvar, Mohammad ; Aramonte, Sirio ; Schindler, John W ; Rosen, Samuel. In: BIS Working Papers. RePEc:bis:biswps:921.

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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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2022The Capitalization Effect of Imputation Credits on Expected Stock Returns. (2022). Zhao, Jing ; Yin, Xiangkang ; Le, Anh. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:523-566.

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2022Excess Cash Holdings, Stock Returns, and Investment Organicity: Evidence from UK Investment Announcements. (2022). Adamolekun, Oluwagbenga ; Li, Hao ; Jones, Edward. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:603-647.

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2023Using Available?for?sale Securities to Smooth Earnings: Evidence from China. (2023). Zhang, Xiaojun ; He, Weijia ; Lu, Ruichang. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:163-196.

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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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2022Are investments in material corporate social responsibility issues a key driver of financial performance?. (2022). Gomezbezares, Fernando ; Badia, Guillermo ; Ferruz, Luis. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3987-4011.

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2022Why do bank?affiliated mutual funds perform better in China?. (2022). Wu, Wenfeng ; Lv, Dayong ; Zhang, Haoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:5:p:4755-4782.

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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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2023Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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2023How do firms learn? Evidence from corporate cash holdings during the COVID?19 pandemic. (2023). Simpson, Thuy ; Bc, Bishal. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:77-108.

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2023Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079.

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2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

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2023 CEO cultural background and corporate cash holdings. (2023). Qiao, Zhuo ; Chen, Jean Jinghan ; Loi, Fai Lim. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1069-1100.

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2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

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2023Do small businesses adjust their capital structure? Evidence from the global financial crisis in Japan. (2023). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:843-871.

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2023CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

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2022Co?operative enterprise anti?cyclicality and the economic crisis: A comparative analysis of employment dynamics in Italy. (2022). Tortia, Ermanno Celeste ; Carini, Chiara ; Borzaga, Carlo. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:551-577.

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2023Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements. (2023). Wang, Peipei ; Tian, Gloria Y ; Cui, Xin ; Han, Yan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:1:p:66-85.

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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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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]		article221
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article681
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]		article9
1997DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article4
2002THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
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]		article11
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 11		chapter
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
1982 The Effects of Anticipated Inflation on Housing Market Equilibrium. In: Journal of Finance.
[Full Text][Citation analysis]		article23
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]		article53
1990Interest rate swaps and corporate financing choices.(1990) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 53		article
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article200
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article3307
1993 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance.
[Full Text][Citation analysis]		article128
1994 Financial Distress and Corporate Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article403
1994 Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance.
[Full Text][Citation analysis]		article273
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article643
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: 643		paper
1999Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance.
[Full Text][Citation analysis]		article62
1999The Going?Public Decision and the Development of Financial Markets In: Journal of Finance.
[Full Text][Citation analysis]		article206
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]		article300
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 300		paper
2007Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance.
[Full Text][Citation analysis]		article35
2006Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2007Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance.
[Full Text][Citation analysis]		article53
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article268
2010Individualism and Momentum around the World In: Journal of Finance.
[Full Text][Citation analysis]		article425
2010Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance.
[Full Text][Citation analysis]		article58
1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics.
[Full Text][Citation analysis]		article40
1999Do Real Estate Prices and Stock Prices Move Together? An International Analysis In: Real Estate Economics.
[Full Text][Citation analysis]		article114
2003The Cross Section of Expected REIT Returns In: Real Estate Economics.
[Full Text][Citation analysis]		article32
2010Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics.
[Full Text][Citation analysis]		article15
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.
[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]		paper127
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]		article2
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]		article136
2000Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article29
2001The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article467
2004Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article416
2003Capital Investments and Stock Returns.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 416		paper
2004Feedback and the Success of Irrational Investors In: Working Paper Series.
[Full Text][Citation analysis]		paper50
2006Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		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]		article47
1986Information quality and the valuation of new issues In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article307
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article31
1984The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics.
[Full Text][Citation analysis]		article281
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article170
1991The postmerger share-price performance of acquiring firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article114
2002Building the IPO order book: underpricing and participation limits with costly information In: Journal of Financial Economics.
[Full Text][Citation analysis]		article125
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: 125		paper
2007Firms histories and their capital structures In: Journal of Financial Economics.
[Full Text][Citation analysis]		article213
2004Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 213		paper
2007Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article300
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: 300		paper
1995Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article65
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]		article13
2002The Modigliani and Miller Theorem and the Integration of Financial Markets In: Financial Management.
[Citation analysis]		article28
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper17
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]		paper368
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: 368		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]		article82
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: 82		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]		paper6
2007Financial Structure, Liquidity, and Firm Locations In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2010An International Comparison of Capital Structure and Debt Maturity Choices In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2011Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
2013Financial Market Shocks and the Macroeconomy In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2014The Geography of Financial Misconduct In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
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]		paper11
2019A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2020ESG Preference, Institutional Trading, and Stock Return Patterns In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2021Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2021Momentum, Reversals, and Investor Clientele In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
1996Pricing Strategy and Financial Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper59
1998Pricing Strategy and Financial Policy..(1998) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 59		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]		paper12
1999Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
2000Market Efficiency in an Irrational World In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2001The Modigliani and Miller Theorem and Market Efficiency In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2007A Dynamic Model of Optimal Capital Structure In: Review of Finance.
[Full Text][Citation analysis]		article99
2004A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99		paper
2004A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 99		paper
2002Discussion of Underreaction to Self-Selected News Events In: Review of Financial Studies.
[Citation analysis]		article3
2010Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages In: Review of Financial Studies.
[Full Text][Citation analysis]		article29
2011Do the Best Hedge Funds Hedge? In: Review of Financial Studies.
[Full Text][Citation analysis]		article80
1991Financial Policy and Reputation for Product Quality. In: Review of Financial Studies.
[Full Text][Citation analysis]		article163
1995Overreaction, Delayed Reaction, and Contrarian Profits. In: Review of Financial Studies.
[Full Text][Citation analysis]		article158
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]		article34
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]		article230
1990Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy.
[Full Text][Citation analysis]		article110
1994The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations.
[Full Text][Citation analysis]		paper2

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