.
Scherbina, Anna's
Scholarly Papers
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column.
Aggregate Statistics
Total 7,857
Total Citations 198
1.
Sadka, Ronnie Boston College - Carroll School of Management
Scherbina, Anna University of California, Davis - Graduate School of Management
1,213(6,710)
48
Analyst disagreement, mispricing, liquidity, Kyle lambda, limits of arbitrage
2.
Neuhierl, Andreas Kellogg School of Management - Department of Finance
Scherbina, Anna University of California, Davis - Graduate School of Management
Schlusche, Bernd Board of Governors of the Federal Reserve System
Posted:
21 Feb 10
Last Revised:
13 Nov 11
1,121(7,681)
2
Corporate News, Event Study, Market Efficiency
3.
Nicholas, Tom Harvard University - Entrepreneurial Management Unit
Scherbina, Anna University of California, Davis - Graduate School of Management
Posted:
08 Sep 09
Last Revised:
24 Mar 11
1,058(8,487)
4
Real Estate, Price Index, Great Depression
4.
Inheriting Losers
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Scherbina, Anna University of California, Davis - Graduate School of Management
Jin, Li Harvard Business School - Finance Unit
Posted:
06 Mar 05
Last Revised:
22 Jan 09
781(13,636)
17
Scherbina, Anna University of California, Davis - Graduate School of Management
Jin, Li Harvard Business School - Finance Unit
Posted:
07 Apr 06
Last Revised:
04 Sep 08
235
17
Sunk-Cost Fallacy, Price Pressure, Managerial Turnover
Scherbina, Anna University of California, Davis - Graduate School of Management
Jin, Li Harvard Business School - Finance Unit
Posted:
06 Mar 05
Last Revised:
22 Jan 09
546
17
Sunk-Cost Fallacy, Price Pressure, Managerial Turnover
5.
Unusual News Events and the Cross-Section of Stock Returns
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Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Scherbina, Anna University of California, Davis - Graduate School of Management
Tang, Yi Fordham University - School of Business
Posted:
27 Jan 09
Last Revised:
27 Feb 12
754(14,383)
4
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Scherbina, Anna University of California, Davis - Graduate School of Management
Tang, Yi Fordham University - School of Business
Posted:
18 Mar 09
Last Revised:
27 Feb 12
387
4
unusual news events, volatility shocks, differences of opinion
Bali, Turan G. Georgetown University - Robert Emmett McDonough School of Business
Scherbina, Anna University of California, Davis - Graduate School of Management
Tang, Yi Fordham University - School of Business
Posted:
27 Jan 09
Last Revised:
27 Feb 12
367
4
idiosyncratic volatility shocks, unusual news events, divergence of opinion
6.
Scherbina, Anna University of California, Davis - Graduate School of Management
719(15,397)
10
Differences of opinion, forecast dispersion, optimism, disagreement about stock value, analyst forecasts, price bias, short-sale costs, disagreement, consensus forecast bias, market efficiency
7.
Scherbina, Anna University of California, Davis - Graduate School of Management
Schlusche, Bernd Board of Governors of the Federal Reserve System
Posted:
28 Mar 11
Last Revised:
03 Feb 13
704(15,853)
Bubbles, Limits to Arbitrage, Financial Crisis
8.
Scherbina, Anna University of California, Davis - Graduate School of Management
586(20,624)
13
analyst disagreement, earnings momentum, forecast bias, missing forecasts
9.
Mispricing and Costly Arbitrage
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Sadka, Ronnie Boston College - Carroll School of Management
Scherbina, Anna University of California, Davis - Graduate School of Management
Posted:
31 Aug 08
Last Revised:
03 Jun 10
357(39,205)
1
Sadka, Ronnie Boston College - Carroll School of Management
Scherbina, Anna University of California, Davis - Graduate School of Management
Posted:
13 Mar 10
Last Revised:
03 Jun 10
0
Sadka, Ronnie Boston College - Carroll School of Management
Scherbina, Anna University of California, Davis - Graduate School of Management
357
1
limits to arbitrage, liquidity, analyst disagreement
10.
Suppressed Negative Information and Future Underperformance
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Scherbina, Anna University of California, Davis - Graduate School of Management
Posted:
17 Apr 07
Last Revised:
29 Jul 10
227(65,735)
10
Scherbina, Anna University of California, Davis - Graduate School of Management
0
G12, G14, G20
Scherbina, Anna University of California, Davis - Graduate School of Management
227
10
analyst incentives, dropped coverage, mispricing, earnings surprises
11.
Scherbina, Anna University of California, Davis - Graduate School of Management
176(84,694)
Asset prices, Bubbles, Business cycles, Economic models, Financial Crisis., Investment, Limits to Arbitrage, asset bubbles, asset markets, bond, bond rating, bond ratings, bonds, cash flow, cash flows, corporate bonds, derivative, derivative contract, discount rate, discounted cash flows, financial economics, financial innovation, financial liberalization, financial markets, financial sector, financial stability, future cash flows, hedge, hedge fund, hedge fund managers, hedge funds, hedging, housing construction, housing supply, moral hazard, mortgage, mortgage lenders, mortgage loan, mortgage loans, mortgage payment, mortgage payments, mortgage rates, mortgage-backed securities, mortgages,
12.
McGrattan, Ellen R. Federal Reserve Bank of Minneapolis - Research Department
Scherbina, Anna University of California, Davis - Graduate School of Management
Jagannathan, Ravi Northwestern University - Kellogg School of Management
122(116,599)
89
13.
Scherbina, Anna University of California, Davis - Graduate School of Management
Schlusche, Bernd Board of Governors of the Federal Reserve System
Posted:
11 May 13
Last Revised:
22 May 13
39(222,154)
Information Leadership, Lead-Lag Effect, Corporate News Announcements, Limited Attention, Market Efficiency
14.
Scherbina, Anna University of California, Davis - Graduate School of Management
Schlusche, Bernd Board of Governors of the Federal Reserve System
0(349,638)
bubbles, residential real estate, limits to arbitrage, financial crisis
15.
Diether, Karl University of Chicago - Booth School of Business
Malloy, Christopher J. Harvard Business School
Scherbina, Anna University of California, Davis - Graduate School of Management
analyst forecasts, dispersion, differences of opinion, stock returns
.
Scherbina, Anna's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 259
Total Citations 10
1.
Scherbina, Anna University of California, Davis - Graduate School of Management
Jin, Li Harvard Business School - Finance Unit
259
10
Disposition effect, mutual funds, managerial change, momentum
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