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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 357

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Top 357

in Total Papers Downloads

39,358

CITATIONS
Rank 765

SSRN RANKINGS

Top 765

in Total Papers Citations

672

Scholarly Papers (39)

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1.

Intraday Patterns in the Cross-Section of Stock Returns

Downloads 4,152 ( 1,535)
Citation 25

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 3,533 (2,008)
Citation 25

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 619 (33,546)
Citation 25

Abstract:

Return periodicity, Market Microstructure

2.

Are Momentum Profits Robust to Trading Costs?

Downloads 3,706 ( 1,885)
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 3,706 (1,850)
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 (2,389)
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 (3,486)
Citation 14

Abstract:

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

5.

Liquidity and the Post-Earnings-Announcement Drift

Downloads 1,711 ( 7,285)
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 (10,097)
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 (73,955)
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 1,706 ( 7,322)
Citation 9

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 1,706 (7,170)
Citation 9

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 1,569 ( 8,377)
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 1,497 (8,883)
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 72 (275,111)
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 (6,917)
Citation 19

Abstract:

9.

Are You Trading Predictably?

Downloads 1,467 ( 9,343)
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 1,467 (9,159)
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 1,440 ( 9,664)
Citation 84

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 1,440 (9,460)
Citation 84

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 1,354 ( 10,656)
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 1,270 (11,585)
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 84 (250,513)
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 (11,555)
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 1,100 ( 14,813)

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 (29,118)

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 414 (56,210)

Abstract:

14.

Hedge-Fund Performance and Liquidity Risk

Downloads 1,024 ( 16,509)
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 1,024 (16,197)
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 (15,801)
Citation 1

Abstract:

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

16.

Predictability and the Earnings-Returns Relation

Downloads 831 ( 22,549)
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 767 (24,914)
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 (293,816)
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 788 ( 24,369)

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 788 (23,970)

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 (24,209)
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 (24,527)
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 (27,473)
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 (21,652)
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 (36,192)

Abstract:

Media coverage, Hedge funds, Financial information, Asset pricing

23.

Do Hedge Funds Reduce Idiosyncratic Risk?

Downloads 471 ( 48,424)
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 467 (48,376)
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 (548,426)
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 (46,315)
Citation 2

Abstract:

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

25.

Mispricing and Costly Arbitrage

Downloads 446 ( 51,832)
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 446 (51,282)
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 (50,844)
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 (63,545)
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 (64,358)
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 (68,178)

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 (98,976)
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 220 (114,629)

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 208 (120,769)

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 (505,974)

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 (91,356)

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 (252,092)
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 (131,850)

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 (226,450)

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 (42,744)

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 (158,135)

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, University of Connecticut, EDHEC Business School and Boston College - Carroll School of Management
Downloads 0 (339,011)

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: 372    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

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