Sheridan Titman : Citation Profile

University of Texas-Austin

42

H index

65

i10 index

13697

Citations

RESEARCH PRODUCTION:

63

Articles

40

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   43 years (1982 - 2025). See details.
   Cites by year: 318
   Journals where Sheridan Titman has often published
   Relations with other researchers
   Recent citing documents: 758.    Total self citations: 23 (0.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pti51
   Updated: 2025-12-20    RAS profile: 2025-04-28    
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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 (80)

Renneboog, Luc (59)

Stambaugh, Robert (54)

wermers, russell (51)

Zhang, Lu (50)

Zaremba, Adam (44)

Menkhoff, Lukas (44)

Gallagher, David (42)

Subrahmanyam, Avanidhar (42)

Pastor, Lubos (40)

Teoh, Siew Hong (37)

Cites to:

Shleifer, Andrei (54)

Hirshleifer, David (24)

Campbell, John (23)

Subrahmanyam, Avanidhar (20)

Glaeser, Edward (18)

Fama, Eugene (18)

French, Kenneth (16)

Stulz, René (16)

Summers, Lawrence (16)

Hart, Oliver (15)

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
The 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, Inc30
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2004 Meeting Papers / Society for Economic Dynamics2

Recent works citing Sheridan Titman (2025 and 2024)

YearTitle of citing document
2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2025The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024Missing Values Handling for Machine Learning Portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2024Time Instability of the Fama-French Multifactor Models: An International Evidence. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270.

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2025Online 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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2024Using a Deep Learning Model to Simulate Human Stock Traders Methods of Chart Analysis. (2024). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2304.14870.

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2024A Theory of Complex Adaptive Learning and a Non-Localized Wave Equation in Quantum Mechanics. (2024). Guo, Xinshuai ; Shi, Leilei ; Wang, Guocheng. In: Papers. RePEc:arx:papers:2306.15554.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637.

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2024Cyber risk and the cross-section of stock returns. (2024). Mar, Loic ; Celeny, Daniel. In: Papers. RePEc:arx:papers:2402.04775.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Fisikopoulos, Vissarion ; Tsigaridas, Elias ; Bachelard, Cyril ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2403.00009.

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2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Ardia, David ; Cenesizoglu, Tolga ; Aymard, Cl'Ement. In: Papers. RePEc:arx:papers:2403.17095.

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2024Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792.

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2024StockGPT: A GenAI Model for Stock Prediction and Trading. (2024). Mai, Dat. In: Papers. RePEc:arx:papers:2404.05101.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2404.08129.

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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2024DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts. (2024). Ong, Joel ; Herremans, Dorien. In: Papers. RePEc:arx:papers:2406.08742.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2024Beyond Trend Following: Deep Learning for Market Trend Prediction. (2024). Berzal, Fernando ; Garcia, Alberto. In: Papers. RePEc:arx:papers:2407.13685.

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2024Deep Learning for Options Trading: An End-To-End Approach. (2024). Tan, Wee Ling ; Roberts, Stephen ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.21791.

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2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2024Trading with Time Series Causal Discovery: An Empirical Study. (2024). Tang, Ruijie. In: Papers. RePEc:arx:papers:2408.15846.

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2025LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU. (2024). Liang, Yuqi ; Hu, Yifan ; Liu, Qinyuan ; Zhu, Peng ; Cheng, Dawei. In: Papers. RePEc:arx:papers:2409.08282.

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2025ChatGPT and Corporate Policies. (2025). Weber, Michael ; Yang, Baozhong ; Qian, Jialin ; Jha, Manish. In: Papers. RePEc:arx:papers:2409.17933.

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2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

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2025MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU. (2025). Liang, Yuqi ; Cheng, Dawei ; Liu, Qinyuan ; Xiang, Sheng ; Hu, Yifan ; Zhu, Peng. In: Papers. RePEc:arx:papers:2410.20679.

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2024Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance. (2024). Huang, Chun-Sung ; Gawronsky, Marcus. In: Papers. RePEc:arx:papers:2410.23447.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

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2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

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2025Leveraging LLMS for Top-Down Sector Allocation In Automated Trading. (2025). Wei, Ryan Quek ; Ong, Keane ; Vittori, Edoardo ; Mao, Rui ; Mengaldo, Gianmarco ; Cambria, Erik. In: Papers. RePEc:arx:papers:2503.09647.

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2025DBOT: Artificial Intelligence for Systematic Long-Term Investing. (2025). Sedoc, Joao ; Dhar, Vasant. In: Papers. RePEc:arx:papers:2504.05639.

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2025Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?. (2025). Li, Weixian Waylon ; Kim, Hyeonjun ; Ma, Tiejun ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2505.07078.

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2025Shortermism and excessive risk taking in optimal execution with a target performance. (2025). Lan, Yuheng ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2505.15611.

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2025The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence. (2025). Li, Lin. In: Papers. RePEc:arx:papers:2505.16336.

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2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

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2025Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206.

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2025Latent Variable Autoregression with Exogenous Inputs. (2025). Bargman, Daniil. In: Papers. RePEc:arx:papers:2506.04488.

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2025From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design. (2025). Fang, Jianyong ; Wu, Sitong ; Tong, Junfan. In: Papers. RePEc:arx:papers:2506.19255.

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2025Supervised Similarity for Firm Linkages. (2025). Duchnowski, Paul ; di Matteo, Tiziana ; Cottrell, Sebastien ; Candelori, Luca ; Banner, Adrian ; Samson, Ryan ; Stever, Ryan ; Villani, Dario ; Pasquali, Stefano ; Musaelian, Kharen ; Marques, Jose ; Kirakosyan, Vahagn. In: Papers. RePEc:arx:papers:2506.19856.

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2025Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks. (2025). Chang, Yen Jui ; Wang, Yun-Yuan ; Chen, Kuan-Cheng ; Liu, Chen-Yu. In: Papers. RePEc:arx:papers:2507.03963.

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2025Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach. (2025). Luan, Yuqi. In: Papers. RePEc:arx:papers:2508.14656.

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2025Combined machine learning for stock selection strategy based on dynamic weighting methods. (2025). He, Zhiyang ; Cai, Lin ; Zhang, Caiya. In: Papers. RePEc:arx:papers:2508.18592.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization. (2025). Li, Xujia ; Shen, Yanyan ; Peng, Jingshu ; Wang, Hao ; Chen, Lei. In: Papers. RePEc:arx:papers:2509.10461.

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2025Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News. (2025). Yan, Xifeng ; Andrews, Nicholas ; Koval, Ross. In: Papers. RePEc:arx:papers:2509.12519.

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2025Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series. (2025). Andrews, Nicholas ; Yan, Xifeng ; Koval, Ross. In: Papers. RePEc:arx:papers:2509.19628.

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2025ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs. (2025). Zarattini, Carlo ; Barbon, Andrea ; Anic, Nikolas ; Seiz, Ralf. In: Papers. RePEc:arx:papers:2510.26228.

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2025Push-response anomalies in high-frequency S&P 500 price series. (2025). Smirnov, Mikhail ; Vlasiuk, Dmitrii. In: Papers. RePEc:arx:papers:2511.06177.

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2025An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions. (2025). Griva, Igor ; Neupane, Krishna. In: Papers. RePEc:arx:papers:2511.08306.

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2025Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025). (2025). Singha, Mainak ; Aguilera-Toste, Jose ; Lahiri, Vinayak. In: Papers. RePEc:arx:papers:2511.08571.

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2025Financial Information Theory. (2025). Noguer, Miquel. In: Papers. RePEc:arx:papers:2511.16339.

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2025Re(Visiting) Time Series Foundation Models in Finance. (2025). Rahimikia, Eghbal ; Ni, Hao ; Wang, Weiguan. In: Papers. RePEc:arx:papers:2511.18578.

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2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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2025The Impact of Cultural Dimensions on the Share of Deposits and Investments in Investment Funds. (2025). Jonev, Svetoslav ; Ralinska, Elena. In: Economic Thought journal. RePEc:bas:econth:y:2025:i:3:p:337-354.

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2024Hedging with Financial Derivatives and Firm Performance of Consumer Goods Companies Listed on Nigeria Exchange Group. (2024). Bamidele, Oyegbile Akeem. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:1:p:2358-2373.

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2025Relationship Between Cognitive Biases and Reading Comprehension among College Students. (2025). Bocacao, Hazel R ; Amoroso, Sheila E ; Labanon, Daniel M ; Decipulo, Ayessa C. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:4423-4431.

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2024Pricing the common stocks in emerging markets: The role of economic policy uncertainty. (2024). Arkol, Orbay ; Azimli, Asil. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:1:p:31-50:id:93.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2025The limits of crowdfunding with common values. (2025). Hurkens, Sjaak ; Ellman, Matthew. In: Working Papers. RePEc:bge:wpaper:1477.

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2025Beyond Fundamentals: How Investor Overconfidence Shapes Firm Valuation in India. (2025). Kumari, Jyoti. In: International Journal of Finance. RePEc:bhx:ojtijf:v:10:y:2025:i:6:p:12-35:id:3041.

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2025Determinants of Capital Structure of Business Enterprises: A Study of Roban Stores in Southern Nigeria. (2025). Emeter, Okechukwu P ; Ufondu, Adaora O ; Eneh, Nnajiofor C. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:5:p:367-379.

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2025Performance Analysis of Top Five Equity, Hybrid, and Debt Mutual Funds in India: A Five-Year Study (2020-2025). (2025). Koley, Jyotirmoy. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:9:p:2894-2905.

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2024Do State Ownership and Political Connections Affect Precautionary Cash Holdings for Customer Concentration? Evidence from China. (2024). Guo, Xialin ; Hu, Shaorou ; Liu, Nan. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:2:p:305-337.

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2024Does Portfolio Momentum Beat Analyst Advice?. (2024). Batten, Jonathan A ; Lee, Jae Yong ; Ham, Hyuna ; Ryu, Doojin. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:2:p:338-364.

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2024Crisis Capital: Private Placements During COVID‐19. (2024). Foley, Sean ; Svec, Jiri ; Bi, Edward ; Aspris, Angelo. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:607-626.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024The disciplinary role of unsuccessful takeovers and changes in corporate governance. (2024). Shan, Yaowen ; Zu, Yanglan ; Bugeja, Martin. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:941-973.

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2024An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802.

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2024New blockholder and investor limited attention: Evidence from private acquisitions. (2024). Zhang, Athena Wei ; Ma, Qingzhong ; Huang, Emily Jian ; Akbulut, Mehmet E. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4393-4427.

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2024Firm innovation as a business strategy of CEO power: Does national culture matter?. (2024). Puchetamartinez, Maria Consuelo ; Gallegoalvarez, Isabel. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1865-1886.

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2024Corporate insiders’ exploitation of investors’ anchoring bias at the 52‐week high and low. (2024). Lasfer, Meziane ; Ye, Xiaoke. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:391-432.

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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Huang, Kershen ; Shang, Chenguang. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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2024Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485.

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2024Discrimination announcements, employee opinion, and capital structure: Evidence from the EEOC. (2024). Barnes, Spencer. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:745-777.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Kim, Seiwan ; Hyung, Namwon. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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2024Behavioral finance: Evolution from the classical theory and remarks. (2024). Agudelo, Alberto Antonio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:452-475.

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2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

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2024Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets. (2024). Gondhi, Naveen ; Davis, Jesse ; Banerjee, Snehal. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1635-1695.

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2024Meeting Targets in Competitive Product Markets. (2024). Karolyi, Stephen A ; Bisetti, Emilio. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2845-2884.

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2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

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2024Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984.

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2024Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081.

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2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

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2024Corporate cash holdings and industry risk. (2024). Lee, Jinsook. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:435-470.

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2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

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2024I Want to Marry Rich: Why Cash Makes You a Desirable Partner. (2024). O'Brien, Jonathan ; Deb, Palash ; Carnes, Christina Matz. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2467-2500.

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2024From vacancy to verdancy? The impact of land options on the timing of vacant lot investment. (2024). Lin, Desen. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:5:p:1263-1307.

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2024Chief Executive Officers national culture and bank risk‐taking behavior: International evidence. (2024). Ho, Chi Minh ; Vo, Duc Hong ; Luong, Quang Duy. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:492-513.

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2024Disentangling Land Financialisation: Insights from Santiago de Chiles Land Lease‐Purchase Contracts. (2024). Gasic, Ivo. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:115:y:2024:i:1:p:28-41.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2024The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings. (2024). XIE, Jing ; Huang, Jiekun ; Zhu, Yuyuan ; Chemmanur, Thomas J. In: Working Papers. RePEc:boa:wpaper:202409.

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2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

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2024Behavioural Biases in Financial Investments: A Comprehensive Literature Review. (2024). Prasad, Lalit ; Bagchi, Sadhna ; Shrivastava, Mukesh. In: Acta Universitatis Bohemiae Meridionalis. RePEc:boh:actaub:v:27:y:2024:i:3:p:81-93.

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2024Mental Models of the Stock Market. (2024). Andre, Peter ; Wohlfart, Johannes ; Schirmer, Philipp. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_611.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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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]		article240
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article725
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]		article14
1997DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article5
2002THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article8
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]		article12
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 12		chapter
2007Firms Stakeholders and the Costs of Transparency.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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]		article56
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article214
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article3776
1993 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. In: Journal of Finance.
[Full Text][Citation analysis]		article134
1994 Financial Distress and Corporate Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article460
1994 Security Analysis and Trading Patterns When Some Investors Receive Information before Others. In: Journal of Finance.
[Full Text][Citation analysis]		article299
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article693
1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 693		paper
1999Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers In: Journal of Finance.
[Full Text][Citation analysis]		article69
1999The Going‐Public Decision and the Development of Financial Markets In: Journal of Finance.
[Full Text][Citation analysis]		article222
2006Market Reactions to Tangible and Intangible Information In: Journal of Finance.
[Full Text][Citation analysis]		article353
2003Market Reactions to Tangible and Intangible Information.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 353		paper
2007Equilibrium Exhaustible Resource Price Dynamics In: Journal of Finance.
[Full Text][Citation analysis]		article39
2006Equilibrium Exhaustible Resource Price Dynamics.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2007Financial Constraints, Competition, and Hedging in Industry Equilibrium In: Journal of Finance.
[Full Text][Citation analysis]		article61
2008Individual Investor Trading and Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article321
2010Individualism and Momentum around the World In: Journal of Finance.
[Full Text][Citation analysis]		article535
2010Financial Structure, Acquisition Opportunities, and Firm Locations In: Journal of Finance.
[Full Text][Citation analysis]		article67
1986Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach In: Real Estate Economics.
[Full Text][Citation analysis]		article42
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]		article35
2010Alternative Benchmarks for Evaluating Mutual Fund Performance In: Real Estate Economics.
[Full Text][Citation analysis]		article17
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 nother version. Agregated cites: 9		paper
2011Individual Investor Trading and Return Patterns around Earnings Announcements In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper162
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]		article21
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article141
2000Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article33
2001The Debt-Equity Choice In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article515
2004Capital Investments and Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article492
2003Capital Investments and Stock Returns.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 492		paper
2004Feedback and the Success of Irrational Investors In: Working Paper Series.
[Full Text][Citation analysis]		paper55
2006Feedback and the success of irrational investors.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		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]		article52
1986Information quality and the valuation of new issues In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article323
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article32
1984The effect of capital structure on a firms liquidation decision In: Journal of Financial Economics.
[Full Text][Citation analysis]		article306
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article178
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]		article141
2000Building the IPO Order Book: Underpricing and Participation Limits With Costly Information.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2007Firms histories and their capital structures In: Journal of Financial Economics.
[Full Text][Citation analysis]		article214
2004Firms Histories and Their Capital Structures.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 214		paper
2007Why do firms hold so much cash? A tax-based explanation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article350
2006Why do firms hold so much cash? A tax-based explanation.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 350		paper
1995Short-Horizon Return Reversals and the Bid-Ask Spread In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article69
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]		article15
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]		article31
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper65
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]		paper394
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 394		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]		article88
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 nother version. Agregated cites: 88		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]		paper27
2011Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
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]		paper10
2014Urban Vibrancy and Corporate Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2014The Dynamics of Housing Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
2019A Dynamic Model of Characteristic-Based Return Predictability In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
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]		paper10
2021Momentum, Reversals, and Investor Clientele In: NBER Working Papers.
[Full Text][Citation analysis]		paper22
2023ESG Spillovers In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Managerial Incentives, Financial Innovation, and Risk-Management Policies In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1996Pricing Strategy and Financial Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper61
1998Pricing Strategy and Financial Policy..(1998) In: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 61		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]		paper91
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]		article112
2004A Dynamic Model of Optimal Capital Structure.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		paper
2004A dynamic model of optimal capital structure.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 112		paper
2002Discussion of Underreaction to Self-Selected News Events In: The Review of Financial Studies.
[Citation analysis]		article4
2010Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages In: The Review of Financial Studies.
[Full Text][Citation analysis]		article36
2011Do the Best Hedge Funds Hedge? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article95
1991Financial Policy and Reputation for Product Quality. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article190
1995Overreaction, Delayed Reaction, and Contrarian Profits. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article167
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]		article35
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]		article243
1990Share Tendering Strategies and the Success of Hostile Takeover Bids. In: Journal of Political Economy.
[Full Text][Citation analysis]		article116
1994The Debt-Equity Choice: An Empirical Analysis In: Corporate Finance & Organizations.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team