Ronnie Sadka

Boston College - Carroll School of Management

Professor of Finance

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

  • Boston College - Carroll School of Management

SCHOLARLY PAPERS

39

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603

CROSSREF CITATIONS

284

Scholarly Papers (39)

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1.

Intraday Patterns in the Cross-Section of Stock Returns

Downloads 4,798 ( 1,674)
Citation 85

Intraday Patterns in the Cross-Section of Stock Returns

Number of pages: 59 Posted: 17 Jun 2009 Last Revised: 27 May 2010
Steven L. Heston, Robert A. Korajczyk and Ronnie Sadka
University of Maryland - Department of Finance, Northwestern University and Boston College - Carroll School of Management
Downloads 4,093 (2,205)
Citation 9

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Return periodicity, Market Microstructure

Intraday Patterns in the Cross-Section of Stock Returns

Journal of Finance, 2010, Vol. 65, No. 4, pp. 1369-1407
Number of pages: 59 Posted: 21 Nov 2009 Last Revised: 14 Nov 2019
Steven L. Heston, Robert A. Korajczyk and Ronnie Sadka
University of Maryland - Department of Finance, Northwestern University and Boston College - Carroll School of Management
Downloads 705 (36,003)
Citation 67

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Return periodicity, Market Microstructure

2.

Are Momentum Profits Robust to Trading Costs?

Downloads 3,800 ( 2,545)

Are Momentum Profits Robust to Trading Costs?

Northwestern University Department of Finance Working Paper No. 289; AFA 2003 Washington, DC Meetings
Number of pages: 43 Posted: 28 Mar 2002
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management
Downloads 3,800 (2,502)
Citation 86

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Momentum strategies, Transaction costs, Price impact, Optimal trading, Market efficiency

Are Momentum Profits Robust to Trading Costs?

Journal of Finance, Vol. 59, No. 3, pp. 1039-1082, June 2004
Posted: 29 Dec 2004
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management

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Momentum strategies, transaction costs, price impact, optimal trading, market efficiency

3.

Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk

Journal of Financial Economics, Forthcoming, EFA 2004 Maastricht Meetings Paper No. 5290
Number of pages: 46 Posted: 09 Sep 2003
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 3,641 (2,734)
Citation 203

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Liquidity risk, Transaction costs, Price impact, Asset pricing, Momentum trading

4.

Seasonality in the Cross-Section of Expected Stock Returns

AFA 2006 Boston Meetings Paper
Number of pages: 37 Posted: 20 Mar 2005
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 2,058 (7,143)
Citation 1

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5.

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Downloads 1,840 ( 8,670)

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Number of pages: 19 Posted: 09 Jun 2010 Last Revised: 01 Feb 2013
Xiaoxia Lou and Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 1,840 (8,489)
Citation 3

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Liquidity risk, Liquidity Level, Asset pricing, Risk Management, Financial Crisis

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Financial Analysts Journal, Vol. 67, No. 3, 2011
Posted: 11 Jun 2011
Xiaoxia Lou and Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

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equity investments, portfolio management, equity portfolio management strategies, risk management, portfolio risk management, risk management strategies

6.

Liquidity and the Post-Earnings-Announcement Drift

Downloads 1,785 ( 9,095)
Citation 34

Liquidity and the Post-Earnings-Announcement Drift

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Tarun Chordia, Ronnie Sadka, Amit Goyal, Gil Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, Boston College - Carroll School of Management, University of Lausanne, University of Texas at Dallas and London Business School
Downloads 1,427 (12,785)
Citation 37

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G11, G12, C11

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal, Forthcoming
Number of pages: 36 Posted: 18 May 2009
Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, University of Lausanne, University of Texas at Dallas, Boston College - Carroll School of Management and London Business School
Downloads 358 (84,825)

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Research Sources, Equity Investments, Technical Analysis, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal, Vol. 65, No. 4, 2009
Posted: 09 Aug 2009
Tarun Chordia, Amit Goyal, Gil Sadka, Ronnie Sadka and Lakshmanan Shivakumar
Emory University - Department of Finance, University of Lausanne, University of Texas at Dallas, Boston College - Carroll School of Management and London Business School

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Equity Investments, Research Sources, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies

7.

Liquidity Risk and the Cross-Section of Hedge-Fund Returns

Downloads 1,680 ( 10,053)
Citation 38

Liquidity Risk and the Cross-Section of Hedge-Fund Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 36 Posted: 22 Mar 2009 Last Revised: 12 Nov 2009
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,589 (10,834)
Citation 1

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Liquidity risk, Hedge funds, Price impact, Asset pricing

Liquidity Risk and the Cross-Section of Hedge-Fund Returns

FDIC Working Paper No. 2010-10
Number of pages: 35 Posted: 09 Jan 2012
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 91 (292,707)
Citation 42

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Liquidity risk, Hedge funds, Price impact, Asset pricing

8.

Are You Trading Predictably?

Downloads 1,556 ( 11,370)

Are You Trading Predictably?

Number of pages: 19 Posted: 05 Jun 2010 Last Revised: 05 Sep 2010
Steven L. Heston, Robert A. Korajczyk, Ronnie Sadka and Lewis D. Thorson
University of Maryland - Department of Finance, Northwestern University, Boston College - Carroll School of Management and University of Washington - Foster School of Business
Downloads 1,556 (11,167)

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Trading, Microstructure, Periodicity, Anomaly

Are You Trading Predictably?

Financial Analysts Journal, Vol. 67, No. 2, 2011
Posted: 13 Apr 2011
Steven L. Heston, Robert A. Korajczyk, Ronnie Sadka and Lewis D. Thorson
University of Maryland - Department of Finance, Northwestern University, Boston College - Carroll School of Management and University of Washington - Foster School of Business

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Behavioral Finance, Institutional Investor Decision Making; Equity Investments, Performance Measurement and Evaluation, Specific Investor Issues, Institutional Investors, Portfolio Management: Equity Portfolio Management Strategies

9.

Pricing the Commonality Across Alternative Measures of Liquidity

Downloads 1,531 ( 11,655)
Citation 37

Pricing the Commonality Across Alternative Measures of Liquidity

Number of pages: 41 Posted: 11 May 2006
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management
Downloads 1,531 (11,437)
Citation 37

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Liquidity, Risk Premium

Pricing the Commonality Across Alternative Measures of Liquidity

Journal of Financial Economics (JFE), Vol. 87, No. 1, 2008
Posted: 15 Jan 2008
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management

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Liquidity, Risk Premium

10.

Aggregate Earnings and Asset Prices

Downloads 1,433 ( 12,962)
Citation 21

Aggregate Earnings and Asset Prices

Journal of Accounting Research, Vol. 47, No. 5, 2009
Number of pages: 40 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Ray Ball, Gil Sadka and Ronnie Sadka
University of Chicago - Booth School of Business, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 1,338 (14,135)
Citation 2

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Aggregate earnings, aggregate returns, excess volatility, anomalies

Aggregate Earnings and Asset Prices

Columbia Business School Research Paper
Number of pages: 41 Posted: 24 Aug 2011 Last Revised: 30 Aug 2011
Ray Ball, Gil Sadka and Ronnie Sadka
University of Chicago - Booth School of Business, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 95 (284,658)
Citation 21

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Earnings factors, aggregate returns, SUE, market-to-book, systematic risk, cash-flow news, asset pricing

11.

Analyst Disagreement, Mispricing and Liquidity

Journal of Finance, Forthcoming, EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 07 Jul 2004
Ronnie Sadka and Anna Scherbina
Boston College - Carroll School of Management and Brandeis University
Downloads 1,343 (14,354)
Citation 9

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Analyst disagreement, mispricing, liquidity, Kyle lambda, limits of arbitrage

12.

Common Patterns of Predictability in the Cross-Section of International Stock Returns

Downloads 1,200 ( 17,057)

Common Patterns of Predictability in the Cross-Section of International Stock Returns

Number of pages: 35 Posted: 20 Mar 2008
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 750 (33,091)

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International Stock Returns, Market Integration, Behavioral Finance

Common Patterns of Predictability in the Cross-Section of International Stock Returns

Number of pages: 31 Posted: 20 Mar 2007
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 450 (64,620)

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13.

Liquidity Risk and Accounting Information

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 18 Posted: 14 Aug 2011 Last Revised: 26 Aug 2011
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,121 (18,900)

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Liquidity Risk, Trasparency, Information Quality, Asset Pricing, Financial Crisis

14.

Hedge-Fund Performance and Liquidity Risk

Downloads 1,117 ( 19,009)

Hedge-Fund Performance and Liquidity Risk

Number of pages: 18 Posted: 27 Aug 2011
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,117 (18,655)
Citation 6

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hedge funds, liquidity risk, share restriction, manager selection, risk management

Hedge-Fund Performance and Liquidity Risk

Journal of Investment Management (JOIM), Second Quarter 2012
Posted: 02 Jun 2012
Ronnie Sadka
Boston College - Carroll School of Management

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Hedge funds, liquidity risk, share restriction, manager selection, risk management

15.

Liquidity Risk and Mutual Fund Performance

Management Science, Forthcoming, AEA 2012 Chicago Meetings Paper
Number of pages: 54 Posted: 15 Mar 2011 Last Revised: 20 Jan 2019
Xi Dong, Shu Feng and Ronnie Sadka
Baruch College / City University of New York, Boston University and Boston College - Carroll School of Management
Downloads 1,043 (21,040)
Citation 3

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Liquidity risk, Finanical Institutions, Price impact, Asset pricing

16.

Horizon Pricing

Downloads 951 ( 24,085)

Horizon Pricing

Journal of Financial and Quantitative Analysis (JFQA), 51 (December 2016), 1769-1793.
Number of pages: 59 Posted: 22 Jul 2012 Last Revised: 21 Jun 2018
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 951 (23,667)
Citation 11

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asset pricing model, investment horizon, factors, characteristics

Horizon Pricing

Posted: 14 Jul 2012 Last Revised: 06 Mar 2013
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

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asset pricing model, investment horizon, factors, characteristics

17.

Predictability and the Earnings-Returns Relation

Downloads 876 ( 27,095)
Citation 35

Predictability and the Earnings-Returns Relation

Number of pages: 44 Posted: 05 Mar 2007 Last Revised: 24 Aug 2011
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 804 (30,086)
Citation 2

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Valuation, profitability, predictability, asset pricing

Predictability and the Earnings-Returns Relation

Journal of Financial Economics, Vol. 94, No. 1, pp. 81-106, 2008
Number of pages: 44 Posted: 20 Oct 2011
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 72 (337,775)

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Predictability and the Earnings-Returns Relation

Journal of Financial Economics, Forthcoming
Posted: 26 Nov 2008
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management

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Valuation, profitability, predictability, asset pricing

18.

The Post-Earnings-Announcement Drift and Liquidity Risk

Number of pages: 41 Posted: 19 Jan 2004
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 841 (28,726)
Citation 6

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Post-Earnings-Announcement Drift, Liquidity Risk, Market Efficiency, Asset Pricing, SUE, Information Uncertainty

19.

The Periodic Structure of Returns to Buying Winners and Selling Losers

Number of pages: 35 Posted: 13 Jan 2004
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 811 (30,199)

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Momentum, long-run reversal, periodic structure of stock returns

20.

The Divergence of Liquidity Commonality in the Cross-Section of Stocks

Number of pages: 52 Posted: 09 Nov 2006 Last Revised: 19 May 2018
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 765 (32,734)
Citation 10

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systematic liquidity, systematic risk, institutional investors, diversification

21.

Media and Investment Management

Number of pages: 32 Posted: 04 Jul 2010 Last Revised: 26 Mar 2012
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 702 (36,791)
Citation 4

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Media coverage, Hedge funds, Financial information, Asset pricing

22.

Do Hedge Funds Reduce Idiosyncratic Risk?

Downloads 550 ( 50,765)
Citation 1

Do Hedge Funds Reduce Idiosyncratic Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 82 Posted: 11 Mar 2011 Last Revised: 14 May 2013
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 545 (50,729)
Citation 1

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idiosyncratic risk, hedge funds

Idiosyncratic Return Volatility in the Cross-Section of Stocks

CEPR Discussion Paper No. DP8307
Number of pages: 49 Posted: 18 Apr 2011
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 5 (662,279)
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Hedge funds, idiosyncratic risk, limits to arbitrage

23.

Does Recognition Explain the Media-Coverage Discount? Contrary Evidence from Hedge Funds

Number of pages: 32 Posted: 05 Mar 2010 Last Revised: 17 Mar 2010
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 514 (55,301)
Citation 1

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Information, Media coverage, Hedge funds, Fund flows, Asset pricing

24.

The Seasonality of Momemtum: Analysis of Tradability

Northwestern University Department of Finance Working Paper No. 277
Number of pages: 32 Posted: 05 Apr 2002
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 474 (61,230)
Citation 11

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Momentum strategies, Transaction costs, Price impact, Market efficiency, January effect

25.

Mispricing and Costly Arbitrage

Downloads 464 ( 62,884)
Citation 1

Mispricing and Costly Arbitrage

Number of pages: 20 Posted: 31 Aug 2008
Ronnie Sadka and Anna Scherbina
Boston College - Carroll School of Management and Brandeis University
Downloads 464 (62,223)
Citation 1

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limits to arbitrage, liquidity, analyst disagreement

Mispricing and Costly Arbitrage

Journal of Investment Management (JOIM), First Quarter 2010
Posted: 13 Mar 2010 Last Revised: 03 Jun 2010
Ronnie Sadka and Anna Scherbina
Boston College - Carroll School of Management and Brandeis University

Abstract:

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26.

Illiquidity and Earnings Predictability

Columbia Business School Research Paper No. 11-1, Management Science, Forthcoming.
Number of pages: 45 Posted: 04 Mar 2011 Last Revised: 31 Oct 2018
Jon N. Kerr, Gil Sadka and Ronnie Sadka
Ohio State University (OSU) - Department of Accounting & Management Information Systems, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 459 (63,750)

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stock prices, aggregate earnings, illiquidity, expected returns, expected earnings

27.

Smart Money or Smart about Money? Evidence from Hedge Funds

Number of pages: 45 Posted: 04 Nov 2009 Last Revised: 16 Mar 2010
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 428 (69,337)
Citation 5

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Hedge funds, Fund flows, Smart money, Asset pricing, Flow impact

28.

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Downloads 406 ( 73,958)
Citation 7

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Number of pages: 52 Posted: 01 Sep 2016
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 393 (76,042)
Citation 1

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Earnings Announcement, Insider Trading, Private Information

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

NBER Working Paper No. w22366
Number of pages: 55 Posted: 27 Jun 2016
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 13 (604,167)
Citation 1

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29.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market

EFA 2006 Zurich Meetings
Number of pages: 43 Posted: 07 Dec 2005
Jefferson Duarte, Ronnie Sadka and Xiaoxia Lou
Rice University, Boston College - Carroll School of Management and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 390 (77,423)
Citation 10

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Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies

30.

Implied Cost of Capital in the Cross-Section of Stocks

Number of pages: 39 Posted: 29 Apr 2015 Last Revised: 03 May 2017
Namho Kang and Ronnie Sadka
Bentley University - Department of Finance and Boston College - Carroll School of Management
Downloads 389 (77,657)
Citation 2

Abstract:

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31.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market*

8th Annual Texas Finance Festival
Number of pages: 43 Posted: 07 Apr 2006
Jefferson Duarte, Xiaoxia Lou and Ronnie Sadka
Rice University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 283 (110,799)
Citation 4

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Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies

32.

Maturity Driven Mispricing of Options

Number of pages: 51 Posted: 29 Nov 2016 Last Revised: 30 Aug 2018
Assaf Eisdorfer, Ronnie Sadka and Alexei Zhdanov
University of Connecticut - Department of Finance, Boston College - Carroll School of Management and Pennsylvania State University
Downloads 276 (114,691)

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Option returns; Investor inattention

33.

Executive Compensation Convexity and Firm Crash Risk

Number of pages: 55 Posted: 03 Jul 2015 Last Revised: 04 Jul 2015
Musa Amadeus and Ronnie Sadka
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 245 (128,786)
Citation 1

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Idiosyncratic Crash Risk; Equity Incentives; Executive Compensation; Implied Volatility Smirk; Risk-Taking Incentives; Transparency

34.

Competition Links and Stock Returns

Number of pages: 41 Posted: 23 Oct 2019
Assaf Eisdorfer, Kenneth Froot, Gideon Ozik and Ronnie Sadka
University of Connecticut - Department of Finance, National Bureau of Economic Research (NBER), EDHEC Business School and Boston College - Carroll School of Management
Downloads 228 (141,854)

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Text analysis, Competition, Asset pricing

35.

Investor Protection and the Long-Run Performance of Activism

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 66 Posted: 12 Nov 2016 Last Revised: 10 Jan 2018
Pouyan Foroughi, Namho Kang, Gideon Ozik and Ronnie Sadka
University of New South Wales, Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 169 (182,222)

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Activism, Hedge Fund, Investor Protection

36.

Fund Structure, Investor Protection, and the Long-Run Performance of Activism

Number of pages: 51 Posted: 04 Sep 2015 Last Revised: 20 Nov 2015
Namho Kang, Gideon Ozik and Ronnie Sadka
Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 120 (240,201)

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Activism, Hedge Fund, Investor Protection

37.

Has the US Stock Market Become More Vulnerable Over Time?

Number of pages: 24 Posted: 02 Nov 2012
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 95 (282,584)
Citation 2

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Systematic risk, Systematic liquidity, Diversi

38.

Short-Horizon Beta or Long-Horizon Alpha?

Journal of Portfolio Management, Vol. 45, No. 1, (Fall 2018): 96-105.
Posted: 29 Dec 2016 Last Revised: 02 Nov 2018
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

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Investor Horizon, Investor Clientele, Asset Pricing Model, Risk Factors

39.

Has the U.S. Stock Market Become More Vulnerable Over Time?

Financial Analysts Journal, Vol. 66, No. 1, 2010
Posted: 18 Feb 2010
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

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Equity Investments, Investment Industry, Historical Trends, Portfolio Management, Portfolio Construction, Rebalancing, and Implementation, Risk Measurement and Management, Equity Portfolios

Other Papers (1)

Total Downloads: 400
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1.

Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 51 Posted: 15 Mar 2011 Last Revised: 03 Feb 2014
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 400

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Hedge funds; Governance; Fund flows; Inside information; Asset pricing