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McLean, R. David's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,419 |
Total
Citations
145 |
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1.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Pontiff, Jeffrey
Boston College - Department of Finance
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04 Oct 12
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Last Revised:
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16 May 13
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3,320
(1,138)
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2
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anomalies, arbitrage, limits of arbitrage, short selling, predicting stock returns
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2.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Zhao, Mengxin
University of Alberta - School of Business
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20 Sep 09
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Last Revised:
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27 Jan 13
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760
(14,188)
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Business Cycle, Recession, Investor Sentiment, Financial Constraint, Market Efficiency, Corporate Investment
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3.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis
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23 Jul 07
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Last Revised:
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05 Jun 09
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740
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11
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Costly arbitrage, Idiosyncratic risk, Market efficiency, Momentum, Reversals
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4.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Pontiff, Jeffrey
Boston College - Department of Finance Watanabe, Akiko
University of Alberta - School of Business
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22 Aug 07
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Last Revised:
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27 Jan 13
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694
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70
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Return Predictability, Market Efficiency, International Asset Pricing, Corporate Finance
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5.
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Duan, Ying
University of Alberta - Department of Finance and Statistical Analysis Hu, Gang
Babson College, Finance Division McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis
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14 Aug 06
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Last Revised:
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27 Jan 13
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650
(17,749)
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22
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Short sellers, short interest, short sale constraints, costly arbitrage, idiosyncratic risk, market efficiency
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6.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Zhang, Tianyu
City University of Hong Kong (CityUHK) - Department of Accountancy Zhao, Mengxin
University of Alberta - School of Business
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07 Jan 11
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Last Revised:
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27 Jan 13
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589
(20,415)
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8
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Investor Protection, Financial Constraints, Investment-Sensitivity, Financial Development
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7.
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Duan, Ying
University of Alberta - Department of Finance and Statistical Analysis Hu, Gang
Babson College, Finance Division McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis
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12 Dec 08
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Last Revised:
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27 Jan 13
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552
(22,277)
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10
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mutual funds, insitutional investors, arbitage, limits of arbitrage, idiosyncratic risk, market efficiency
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8.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis
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20 Mar 08
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Last Revised:
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29 Aug 10
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526
(23,839)
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19
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Market Timing, SEO, Equity, Share Issuance, Cash, Precautionary Motives
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9.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis
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08 Oct 09
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Last Revised:
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05 Dec 11
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373
(37,098)
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compounding, black swans, return measurement, event studies, alpha, outliers, abnormal returns
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10.
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Liang, Claire Y. C.
University of Alberta - Department of Finance and Statistical Analysis McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Zhao, Mengxin
University of Alberta - School of Business
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| Posted: |
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07 Dec 10
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Last Revised:
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17 May 13
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365
(38,087)
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2
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Financial dependence, Financial development, Innovation, Research and Development, Creative Destruction
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11.
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Hu, Gang
Babson College, Finance Division McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Pontiff, Jeffrey
Boston College - Department of Finance Wang, Qinghai
Georgia Institute of Technology
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15 Feb 09
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Last Revised:
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23 Jan 13
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351
(39,941)
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mutual funds, portfolio pumping, tape painting, institutional investors, price
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12.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Zhang, Tianyu
City University of Hong Kong (CityUHK) - Department of Accountancy Zhao, Mengxin
University of Alberta - School of Business
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| Posted: |
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21 Jun 10
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Last Revised:
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27 Jan 13
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282
(51,706)
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Seasoned equity offerings, Rights offerings, Private placements, Mergers, Investor protection, Equity market development, Operating performance
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13.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Zhao, Mengxin
University of Alberta - School of Business
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| Posted: |
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07 Dec 11
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Last Revised:
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27 Jan 13
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119
(118,697)
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market timing, cash savings, precautionary motives, hedging, financial development, investor protection
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14.
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McLean, R. David
University of Alberta - Department of Finance and Statistical Analysis Pontiff, Jeffrey
Boston College - Department of Finance Zhao, Mengxin
University of Alberta - School of Business
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| Posted: |
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23 Nov 11
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Last Revised:
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27 Jan 13
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98
(136,961)
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1
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equity market liberalization, fundamental volatility, excess volatility, share issuance, debt issuance
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