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Warachka, Mitch's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,711 |
Total
Citations
36 |
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1.
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Hogan, Steve
Credit Suisse First Boston Teo, Melvyn
Singapore Management University - School of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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4,757
(601)
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17
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market efficiency, statistical arbitrage, arbitrage, momentum, value
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2.
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Teo, Melvyn
Singapore Management University - School of Business Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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1,062
(8,406)
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2
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Market Efficiency, Financial Anomalies
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3.
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Dybvig, Philip H.
Washington University in Saint Louis - John M. Olin Business School Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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03 Mar 10
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Last Revised:
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10 Sep 12
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816
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3
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Corporate Governance, Tobin's Q, Operating Efficiency
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4.
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Hameed, Allaudeen
National University of Singapore (NUS) - Department of Finance Hong, Dong
Singapore Management University Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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646
(17,910)
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4
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Momentum, Informed Trading, Liquidity, Uncertainty
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5.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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19 Mar 08
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Last Revised:
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17 Mar 09
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620
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1
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Analyst Forecasts, Limited Attention, Return Predictability
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6.
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Frog in the Pan: Continuous Information and Momentum
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Versions (2)
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gurun, Umit G.
University of Texas at Dallas - Naveen Jindal School of Management Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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Posted:
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24 Jan 11
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Last Revised:
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02 Oct 12
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494
(25,833)
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3
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gurun, Umit G.
University of Texas at Dallas - Naveen Jindal School of Management Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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06 Mar 11
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Last Revised:
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02 Oct 12
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373
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3
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Momentum, Information Discreteness, Idiosyncratic Volatility
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Da, Zhi
University of Notre Dame - Mendoza College of Business Gurun, Umit G.
University of Texas at Dallas - Naveen Jindal School of Management Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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24 Jan 11
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Last Revised:
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08 May 11
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121
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3
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momentum, limited attention, information discreteness
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7.
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Han, Bing
University of Texas at Austin - McCombs School of Business Hong, Dong
Singapore Management University Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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22 May 06
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Last Revised:
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19 Sep 08
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435
(30,550)
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2
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Forecast Accuracy, Uncertainty, Momentum, Bounded Rationality, Appearance of Behavioral Biases
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8.
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Loh, Roger
Singapore Management University Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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16 Feb 09
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Last Revised:
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27 Oct 11
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402
(33,788)
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Trends, Streaks, Gambler's Fallacy, Post-Earnings Announcement Drift
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9.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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03 Feb 09
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Last Revised:
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25 Sep 09
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181
(82,232)
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4
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Analyst Forecasts, Return Predictability
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10.
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Implied Measures of Relative Fund Performance
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Hogan, Steve
affiliation not provided to SSRN Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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Posted:
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07 Feb 05
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Last Revised:
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16 Jun 08
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175
(84,913)
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Hogan, Steve
affiliation not provided to SSRN Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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0
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Relative performance, Fund management
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Hogan, Steve
Credit Suisse First Boston Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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175
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Performance Measurement, Relative Performance
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11.
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Da, Zhi
University of Notre Dame - Mendoza College of Business Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance Yun, Hayong
University of Notre Dame
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14 Mar 12
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Last Revised:
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03 Jul 12
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123
(116,289)
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fiscal policy, consumption smoothing, local investment bias, stock returns
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12.
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Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics Ting, Christopher
Singapore Management University - School of Business Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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C410, G120, autoregressive conditional duration, market microstructure, probability of informed trading, transaction data, Weibull distribution
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