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Kumar, Alok's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
34,563 |
Total
Citations
770 |
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1.
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The Dow Theory: William Peter Hamilton's Track Record Re-Considered
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Brown, Stephen J.
New York University - Stern School of Business Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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Posted:
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11 Feb 98
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Last Revised:
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24 Apr 08
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9,291
(154)
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20
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Brown, Stephen J.
New York University - Stern School of Business Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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9,291
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20
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2.
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Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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20 Mar 06
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Last Revised:
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11 Jul 09
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2,622
(1,771)
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29
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Older individual investors, cognitive aging, investment experience, learning, rules of thumb, investment skill
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3.
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Equity Portfolio Diversification
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Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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20 Dec 01
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Last Revised:
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26 Oct 10
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2,301
(2,253)
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124
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Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
University of Miami - School of Business Administration
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0
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G11, G12
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Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
University of Miami - School of Business Administration
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0
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Individual investors, diversification, local bias, over-confidence, trend-following behavior
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Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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06 Dec 04
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Last Revised:
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12 Mar 08
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2,137
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124
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Individual investors, diversification, over-confidence, trend-following behavior, local bias.
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Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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164
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124
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4.
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Who Gambles in the Stock Market?
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Versions (2)
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Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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15 Mar 05
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Last Revised:
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06 Sep 08
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1,585
(4,279)
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98
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Kumar, Alok
University of Miami - School of Business Administration
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163
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98
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Kumar, Alok
University of Miami - School of Business Administration
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15 Mar 05
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Last Revised:
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06 Sep 08
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1,422
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98
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Individual investors, lottery-type stocks, skewness preference, gambling
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5.
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Do the Diversification Choices of Individual Investors Influence Stock Returns?
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Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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10 Feb 05
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Last Revised:
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21 Jul 08
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1,485
(4,812)
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3
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Kumar, Alok
University of Miami - School of Business Administration
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101
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3
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Kumar, Alok
University of Miami - School of Business Administration
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10 Feb 05
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Last Revised:
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21 Jul 08
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1,384
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3
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Individual investors, Under-diversification, Narrow risk framing, Investor sentiment, Information asymmetry, Asset pricing, Arbitrage costs
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6.
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Bailey, Warren
Cornell University Kumar, Alok
University of Miami - School of Business Administration Ng, David
Cornell University
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20 Mar 08
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Last Revised:
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19 Jul 10
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1,323
(5,872)
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15
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Individual investors, behavioral biases, disposition effect, narrow framing, mutual fund investments
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7.
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Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University Spalt, Oliver G.
Tilburg University - Department of Finance
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31 Jan 09
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Last Revised:
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04 Apr 11
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1,302
(6,067)
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24
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8.
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Graham, John R.
Duke University - Fuqua School of Business Kumar, Alok
University of Miami - School of Business Administration
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1,136
(7,598)
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75
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Retail investors, Dividend clienteles, Dividend events, Dividend taxation, Attention hypothesis
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9.
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How Do Decision Frames Influence the Stock Investment Choices of Individual Investors?
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Lim, Sonya S.
DePaul University - Department of Finance Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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07 Aug 05
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Last Revised:
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23 Jul 09
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1,109
(7,927)
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15
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Lim, Sonya S.
DePaul University - Department of Finance Kumar, Alok
University of Miami - School of Business Administration
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0
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Narrow framing, trade clustering, disposition effect, portfolio diversification, prospect theory
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Lim, Sonya S.
DePaul University - Department of Finance Kumar, Alok
University of Miami - School of Business Administration
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1,109
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15
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Narrow framing, trade clustering, disposition effect, portfolio diversification, prospect theory
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10.
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Kumar, Alok
University of Miami - School of Business Administration Lee, Charles M.C.
Stanford University - Graduate School of Business
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955
(10,087)
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117
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Correlated trading, Retail sentiment, Habitat-based comovement, Arbitrage costs
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11.
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The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
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Brandt, Michael W.
Duke University - Fuqua School of Business Brav, Alon P.
Duke University - Fuqua School of Business Graham, John R.
Duke University - Fuqua School of Business Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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09 Jun 08
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Last Revised:
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29 Jul 10
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847
(12,188)
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71
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Brandt, Michael W.
Duke University - Fuqua School of Business Brav, Alon P.
Duke University - Fuqua School of Business Graham, John R.
Duke University - Fuqua School of Business Kumar, Alok
University of Miami - School of Business Administration
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0
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G11, G12, G14
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Brandt, Michael W.
Duke University - Fuqua School of Business Brav, Alon P.
Duke University - Fuqua School of Business Graham, John R.
Duke University - Fuqua School of Business Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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09 Jun 08
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Last Revised:
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18 Jan 09
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847
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71
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Idiosyncratic volatility, stock market bubbles, retail investors, speculation, stock splits
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12.
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Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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19 Feb 08
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Last Revised:
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20 Apr 12
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805
(13,170)
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17
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13.
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Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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20 Jul 09
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Last Revised:
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20 Apr 12
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778
(13,874)
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12
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Individual investors, cognitive abilities, behavioral biases, diversification, active trading, local bias
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14.
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Hutton, Irena
Florida State University - The College of Business Jiang, Danling
Florida State University - The College of Business Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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17 Mar 10
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Last Revised:
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03 Apr 13
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694
(16,395)
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11
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Political values, financial conservatism, corporate culture, capital structure, dividend policy, investments
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15.
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Bailey, Warren
Cornell University Kumar, Alok
University of Miami - School of Business Administration Ng, David
Cornell University
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640
(18,397)
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22
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Individual investors, diversification, home bias, local bias, over-confidence
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16.
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Han, Bing
University of Texas at Austin - McCombs School of Business Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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02 Apr 09
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Last Revised:
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20 Apr 12
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635
(18,635)
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12
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17.
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Bonaparte, Yosef
University of British Columbia (UBC) Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University
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| Posted: |
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21 Nov 09
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Last Revised:
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20 Apr 12
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601
(20,125)
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8
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18.
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Dynamic Style Preferences of Individual Investors and Stock Returns
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Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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09 May 05
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Last Revised:
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14 Jul 08
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594
(20,436)
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10
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Kumar, Alok
University of Miami - School of Business Administration
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275
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10
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Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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09 May 05
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Last Revised:
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14 Jul 08
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319
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10
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19.
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Hard-to-Value Stocks, Behavioral Biases, and Informed Trading
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Kumar, Alok
University of Miami - School of Business Administration
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Posted:
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23 May 06
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Last Revised:
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14 Mar 08
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593
(20,495)
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31
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Kumar, Alok
University of Miami - School of Business Administration
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0
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Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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23 May 06
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Last Revised:
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13 Mar 08
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593
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31
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20.
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Chhaochharia, Vidhi
University of Miami Niessen-Ruenzi, Alexandra
University of Mannheim - Department of Finance Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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21 Nov 09
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Last Revised:
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20 Apr 12
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539
(23,314)
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3
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21.
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Park, JaeHong
University of Texas at Austin - Red McCombs School of Business Konana, Prabhudev
University of Texas at Austin - Department of Information, Risk and Operations Management Gu, Bin
Arizona State University (ASU) - Department of Information Systems Kumar, Alok
University of Miami - School of Business Administration Raghunathan, Rajagopal
University of Texas at Austin - Red McCombs School of Business
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| Posted: |
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14 Jul 10
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Last Revised:
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08 Oct 10
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523
(24,381)
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Confirmation Bias, Overconfidence, Investment Decisions, Korean Individual Investors, Virtual Communities, Stock Message Boards
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22.
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Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University Spalt, Oliver G.
Tilburg University - Department of Finance
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| Posted: |
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27 Aug 09
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Last Revised:
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15 Apr 10
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376
(37,145)
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5
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23.
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Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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11 Aug 08
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Last Revised:
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17 Sep 10
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320
(45,144)
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8
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Risk sharing, income risk, financial markets, cognitive abilities, behavioral biases, investor sophistication
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24.
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Jiang, Danling
Florida State University - The College of Business Kumar, Alok
University of Miami - School of Business Administration Law, Kelvin
Tilburg University - Center and Faculty of Economics and Business Administration
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| Posted: |
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03 Oct 10
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Last Revised:
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27 May 13
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318
(45,502)
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1
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25.
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Kumar, Alok
University of Miami - School of Business Administration Niessen-Ruenzi, Alexandra
University of Mannheim - Department of Finance Spalt, Oliver G.
Tilburg University - Department of Finance
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| Posted: |
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02 Nov 11
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Last Revised:
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02 Jul 12
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298
(49,502)
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4
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26.
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Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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21 Nov 09
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Last Revised:
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07 May 13
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285
(51,695)
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1
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27.
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Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University Spalt, Oliver G.
Tilburg University - Department of Finance
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| Posted: |
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12 Dec 10
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Last Revised:
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20 Apr 12
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280
(52,721)
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2
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28.
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Bernile, Gennaro
University of Miami - School of Business Administration Kumar, Alok
University of Miami - School of Business Administration Sulaeman, Johan
Southern Methodist University (SMU) - Edwin L. Cox School of Business
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| Posted: |
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21 Nov 10
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Last Revised:
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20 Apr 12
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279
(52,950)
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4
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29.
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Bonaparte, Yosef
University of British Columbia (UBC) Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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27 Mar 11
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Last Revised:
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05 Jun 12
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210
(71,909)
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1
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Stock market participation, political activism, information costs, individual investors, geographic instruments.
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30.
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Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University Spalt, Oliver G.
Tilburg University - Department of Finance
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| Posted: |
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18 Dec 10
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Last Revised:
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01 Sep 12
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209
(72,287)
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1
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31.
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Chhaochharia, Vidhi
University of Miami Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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19 Apr 11
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Last Revised:
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30 Apr 11
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194
(77,855)
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1
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32.
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Hutton, Irena
Florida State University - The College of Business Jiang, Danling
Florida State University - The College of Business Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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04 Mar 12
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Last Revised:
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30 Nov 12
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168
(89,233)
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1
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33.
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Bernile, Gennaro
University of Miami - School of Business Administration Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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22 May 12
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Last Revised:
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09 Aug 12
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141
(104,964)
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local business cycles, geographical networks, economic links, publicly-traded firms, propagation of recessions
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34.
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Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University
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| Posted: |
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21 Mar 11
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Last Revised:
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16 Oct 12
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141
(104,351)
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Institutional investors, informed trading, investor tastes, skewness, gambling, sin stocks, social norms
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35.
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Bernile, Gennaro
University of Miami - School of Business Administration Kumar, Alok
University of Miami - School of Business Administration Sulaeman, Johan
Southern Methodist University (SMU) - Edwin L. Cox School of Business
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| Posted: |
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13 Apr 11
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Last Revised:
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18 Mar 12
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138
(106,290)
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3
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36.
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Shubik, Martin
Yale University - School of Management Kumar, Alok
University of Miami - School of Business Administration
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132
(110,350)
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1
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Core, Multiple competitive equilibria, Speed of convergence, Sensitivity Analysis.
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37.
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Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration Page, Jeremy K.
Brigham Young University
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| Posted: |
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10 Dec 12
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Last Revised:
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15 Mar 13
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125
(115,402)
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local return predictability, return comovement, trading correlation, investor sophistication, risk sharing, local bias, state portfolios
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38.
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Addoum, Jawad M.
University of Miami - School of Business Administration Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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02 Nov 12
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Last Revised:
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27 May 13
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120
(119,258)
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39.
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Bonaparte, Yosef
University of British Columbia (UBC) Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration
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| Posted: |
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09 Nov 12
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Last Revised:
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04 Dec 12
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118
(120,814)
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income hedging, market participation, asset allocation, household finance
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40.
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Shubik, Martin
Yale University - School of Management Kumar, Alok
University of Miami - School of Business Administration
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81
(156,703)
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3
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Scarf's counter-example, Price adjustment mechanism, Feedback Controller, Multiple competitive equilibria, Stability
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41.
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Bernile, Gennaro
University of Miami - School of Business Administration Korniotis, George M.
University of Miami Kumar, Alok
University of Miami - School of Business Administration Wang, Qin
University of Michigan - Dearborn
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| Posted: |
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07 May 12
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Last Revised:
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29 Nov 12
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79
(159,136)
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13
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Geographical market segmentation, local business cycles, local liquidity, local bias, state portfolios, return predictability
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42.
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Hugon, Artur
Arizona State University (ASU) Kumar, Alok
University of Miami - School of Business Administration Lin, An-Ping
Arizona State University (ASU) - W.P. Carey School of Business
|
| Posted: |
|
12 Apr 13
|
|
Last Revised:
|
|
20 May 13
|
|
73
(166,869)
|
|
|
| |
|
| |
Sell-side analysts, forecast optimism, in-house economist, macroeconomic news, under-reaction, price efficiency
|
|
|
43.
|
|
|
Leung, Alvin
University of Texas at Austin - Red McCombs School of Business Agarwal, Ashish
University of Texas at Austin - Red McCombs School of Business Konana, Prabhudev
University of Texas at Austin - Department of Information, Risk and Operations Management Kumar, Alok
University of Miami - School of Business Administration
|
|
68
(175,158)
|
|
|
| |
|
| |
|
|
|
44.
|
|
|
Kausar, Asad
Kumar, Alok
University of Miami - School of Business Administration Taffler, Richard
University of Warwick - Finance Group
|
|
52
(198,892)
|
4
|
|
| |
|
| |
Audit report, market underreaction, retail investors, lottery-type stocks, gambling
|
|
|
45.
|
|
|
Kumar, Alok
University of Miami - School of Business Administration
|
| Posted: |
|
15 Nov 07
|
|
Last Revised:
|
|
06 Oct 09
|
|
|
|
|
| |
|
| |
Female analysts, earnings forecasts, market reaction, career mobility, gender bias, media coverage, self-selection.
|
|
|
46.
|
|
|
Bailey, Warren
Cornell University Kumar, Alok
University of Miami - School of Business Administration Ng, David
Cornell University
|
|
|
|
|
| |
|
| |
Individual investors, diversification, home bias, local bias, over-confidence
|
|
