SSRN logo
Public User
Advanced Search

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

DOWNLOADS
Rank 355

SSRN RANKINGS

Top 355

in Total Papers Downloads

39,183

CITATIONS
Rank 771

SSRN RANKINGS

Top 771

in Total Papers Citations

667

Scholarly Papers (39)

Actions:
Email selected abstracts
1.

Intraday Patterns in the Cross-Section of Stock Returns

Downloads 4,127 ( 1,526)
Citation 24

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 - Kellogg School of Management and Boston College - Carroll School of Management
Downloads 3,513 (2,003)
Citation 24

Abstract:

Return periodicity, Market Microstructure

Intraday Patterns in the Cross-Section of Stock Returns

Journal of Finance, Vol. 65, No. 4, pp. 1369-1407, Forthcoming
Number of pages: 59 Posted: 21 Nov 2009 Last Revised: 27 May 2010
Steven L. Heston, Robert A. Korajczyk and Ronnie Sadka
University of Maryland - Department of Finance, Northwestern University - Kellogg School of Management and Boston College - Carroll School of Management
Downloads 614 (33,621)
Citation 24

Abstract:

Return periodicity, Market Microstructure

2.

Are Momentum Profits Robust to Trading Costs?

Downloads 3,702 ( 1,862)
Citation 114

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 - Kellogg School of Management and Boston College - Carroll School of Management
Downloads 3,702 (1,829)
Citation 114

Abstract:

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 - Kellogg School of Management and Boston College - Carroll School of Management

Abstract:

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 2,834 (2,384)
Citation 151

Abstract:

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

4.

Expected Earnings and the Post-Earnings-Announcement Drift

Number of pages: 43 Posted: 11 Aug 2009 Last Revised: 05 Feb 2013
Yaniv Konchitchki, Xiaoxia Lou, Gil Sadka and Ronnie Sadka
University of California, Berkeley - Haas School of Business, University of Delaware - Alfred Lerner College of Business and Economics, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 2,574 (3,450)
Citation 14

Abstract:

Analyst forecasts, asset pricing, predictability, post-earnings-announcement drift

5.

Liquidity and the Post-Earnings-Announcement Drift

Downloads 1,711 ( 7,203)
Citation 56

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 1,382 (9,997)
Citation 56

Abstract:

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 329 (73,360)
Citation 56

Abstract:

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

Abstract:

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

6.

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Downloads 1,702 ( 7,287)
Citation 8

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 1,702 (7,137)
Citation 8

Abstract:

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

Abstract:

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

7.

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

Downloads 1,565 ( 8,334)
Citation 49

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 1,494 (8,823)
Citation 49

Abstract:

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 71 (275,228)
Citation 49

Abstract:

Liquidity risk, Hedge funds, Price impact, Asset pricing

8.

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 1,549 (6,916)
Citation 18

Abstract:

9.

Are You Trading Predictably?

Downloads 1,459 ( 9,354)
Citation 1

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 - Kellogg School of Management, Boston College - Carroll School of Management and University of Washington - Foster School of Business
Downloads 1,459 (9,162)
Citation 1

Abstract:

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 - Kellogg School of Management, Boston College - Carroll School of Management and University of Washington - Foster School of Business

Abstract:

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

10.

Pricing the Commonality Across Alternative Measures of Liquidity

Downloads 1,432 ( 9,647)
Citation 83

Pricing the Commonality Across Alternative Measures of Liquidity

Number of pages: 41 Posted: 11 May 2006
Robert A. Korajczyk and Ronnie Sadka
Northwestern University - Kellogg School of Management and Boston College - Carroll School of Management
Downloads 1,432 (9,447)
Citation 83

Abstract:

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 - Kellogg School of Management and Boston College - Carroll School of Management

Abstract:

Liquidity, Risk Premium

11.

Aggregate Earnings and Asset Prices

Downloads 1,350 ( 10,614)
Citation 20

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 - Accounting, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 1,267 (11,527)
Citation 19

Abstract:

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 - Accounting, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 83 (250,588)
Citation 20

Abstract:

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

12.

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 University of California, Davis - Graduate School of Management
Downloads 1,251 (11,494)
Citation 44

Abstract:

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

13.

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

Downloads 1,097 ( 14,731)

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 686 (28,870)

Abstract:

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 411 (56,230)

Abstract:

14.

Hedge-Fund Performance and Liquidity Risk

Downloads 1,021 ( 16,426)
Citation 1

Hedge-Fund Performance and Liquidity Risk

Number of pages: 18 Posted: 27 Aug 2011
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,021 (16,117)
Citation 1

Abstract:

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

Abstract:

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

15.

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 976 (15,734)
Citation 1

Abstract:

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

16.

Predictability and the Earnings-Returns Relation

Downloads 830 ( 22,377)
Citation 21

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 766 (24,743)
Citation 21

Abstract:

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 64 (291,624)
Citation 21

Abstract:

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

Abstract:

Valuation, profitability, predictability, asset pricing

17.

Horizon Pricing

Downloads 782 ( 24,397)

Horizon Pricing

Journal of Financial and Quantitative Analysis (JFQA), 51 (December 2016), 1769-1793.
Number of pages: 59 Posted: 22 Jul 2012 Last Revised: 28 Dec 2016
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 782 (24,000)

Abstract:

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 - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

asset pricing model, investment horizon, factors, characteristics

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 766 (24,047)
Citation 13

Abstract:

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 754 (24,310)
Citation 1

Abstract:

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
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 668 (27,332)
Citation 20

Abstract:

systematic liquidity, systematic risk, institutional investors, diversification

21.

Liquidity Risk and Mutual Fund Performance

AEA 2012 Chicago Meetings Paper
Number of pages: 63 Posted: 15 Mar 2011 Last Revised: 15 Jan 2017
Xi Dong, Shu Feng and Ronnie Sadka
CUNY Baruch College, Boston University and Boston College - Carroll School of Management
Downloads 606 (21,751)
Citation 3

Abstract:

Liquidity risk, Finanical Institutions, Price impact, Asset pricing

22.

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 494 (36,037)

Abstract:

Media coverage, Hedge funds, Financial information, Asset pricing

23.

Do Hedge Funds Reduce Idiosyncratic Risk?

Downloads 470 ( 48,170)
Citation 2

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
University of Connecticut, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 466 (48,122)
Citation 2

Abstract:

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
University of Connecticut, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 4 (544,879)
Citation 2

Abstract:

Hedge funds, idiosyncratic risk, limits to arbitrage

24.

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 456 (45,926)
Citation 2

Abstract:

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

25.

Mispricing and Costly Arbitrage

Downloads 442 ( 51,990)
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 University of California, Davis - Graduate School of Management
Downloads 442 (51,448)
Citation 1

Abstract:

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 University of California, Davis - Graduate School of Management

Abstract:

26.

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 431 (50,570)
Citation 10

Abstract:

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

27.

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 353 (63,258)
Citation 1

Abstract:

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

28.

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 322 (64,220)
Citation 3

Abstract:

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

29.

Illiquidity and Earnings Predictability

Columbia Business School Research Paper No. 11-1
Number of pages: 45 Posted: 04 Mar 2011 Last Revised: 18 Mar 2013
Jon N. Kerr, Gil Sadka and Ronnie Sadka
City University of New York (CUNY) - Stan Ross Department of Accountancy, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 301 (68,074)

Abstract:

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

30.

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 231 (99,438)
Citation 1

Abstract:

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

31.

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

Downloads 190 (130,795)

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), University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management
Downloads 178 (138,895)

Abstract:

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), University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management
Downloads 12 (502,540)

Abstract:

32.

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
University of Connecticut and Boston College - Carroll School of Management
Downloads 145 (91,720)

Abstract:

33.

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 53 (252,140)
Citation 1

Abstract:

Systematic risk, Systematic liquidity, Diversi

34.

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 52 (132,783)

Abstract:

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

35.

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
University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management
Downloads 24 (227,861)

Abstract:

Activism, Hedge Fund, Investor Protection

36.

Short-Horizon Beta or Long-Horizon Alpha?

Number of pages: 20 Posted: 29 Dec 2016
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 0 (42,793)

Abstract:

37.

Inattention in the Options Market

Number of pages: 45 Posted: 29 Nov 2016 Last Revised: 26 Apr 2017
Assaf Eisdorfer, Ronnie Sadka and Alexei Zhdanov
University of Connecticut - Department of Finance, Boston College - Carroll School of Management and Pennsylvania State University
Downloads 0 (157,746)

Abstract:

Option returns; Investor inattention

38.

Investor Protection and the Long-Run Performance of Activism

Number of pages: 53 Posted: 12 Nov 2016
Pouyan Foroughi, Namho Kang, Gideon Ozik and Ronnie Sadka
Boston College, Department of Finance, PhD Candidate, University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management
Downloads 0 (339,632)

Abstract:

Activism, Hedge Fund, Investor Protection

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

Abstract:

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

Other Papers (1)

Total Downloads: 371    Citations: 0
Actions:
Email selected abstracts
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 309 (74,684)

Abstract:

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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.828 seconds

Relx Group logo