Shimon Kogan

Reichman University - Arison School of Business

P.O. Box 167

Herzliya, 46150

Israel

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 5,110

in Total Papers Downloads

14,039

SSRN CITATIONS
Rank 6,405

SSRN RANKINGS

Top 6,405

in Total Papers Citations

177

CROSSREF CITATIONS

79

Scholarly Papers (21)

1.

Social Media and Financial News Manipulation

Number of pages: 74 Posted: 31 Aug 2018 Last Revised: 15 Sep 2021
Reichman University - Arison School of Business, Yale University, Yale SOMAQR Capital and Indiana University - Kelley School of Business - Department of Finance
Downloads 3,424 (6,039)
Citation 13

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Information, Trading, and Volatility: Evidence from Firm-Specific News

Number of pages: 54 Posted: 25 Dec 2012 Last Revised: 01 Dec 2017
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Reichman University - Arison School of Business and Department of Finance, Leonard N. Stern School of Business, New York University
Downloads 1,155 (32,019)
Citation 41

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text analysis, excess volatility, roll R2, information and asset prices.

Which News Moves Stock Prices? A Textual Analysis

NBER Working Paper No. w18725
Number of pages: 46 Posted: 26 Jan 2013 Last Revised: 02 Mar 2023
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Reichman University - Arison School of Business and Department of Finance, Leonard N. Stern School of Business, New York University
Downloads 357 (144,738)
Citation 8

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3.

Fee the People: Retail Investor Behavior and Trading Commission Fees

MIT Sloan Research Paper No. 6801-22
Number of pages: 68 Posted: 28 Sep 2022 Last Revised: 04 Jun 2023
Haas School of Business - UC Berkeley, University of California, Berkeley - Haas School of Business, Reichman University - Arison School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,126 (33,699)

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Retail investors, trading activity, behavioral finance

4.
Downloads 1,122 (33,855)
Citation 12

Time-Varying Predictability in Mutual Fund Returns

Number of pages: 43 Posted: 21 Mar 2009 Last Revised: 14 Jan 2012
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business, Imperial College London - Accounting, Finance, and Macroeconomics and Reichman University - Arison School of Business
Downloads 1,053 (36,559)
Citation 14

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Mutual Funds, Flows, Investor Rationality, Market Conditions

Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry

NBER Working Paper No. w15038
Number of pages: 52 Posted: 08 Jun 2009 Last Revised: 03 Feb 2023
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business, Imperial College London - Accounting, Finance, and Macroeconomics and Reichman University - Arison School of Business
Downloads 69 (573,714)
Citation 1

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5.

Are Cryptos Different? Evidence from Retail Trading

MIT Sloan Research Paper No. 6831-22
Number of pages: 1 Posted: 08 Dec 2022 Last Revised: 04 Dec 2023
Reichman University - Arison School of Business, London School of Economics & Political Science, Indiana University - Kelley School of Business - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 942 (43,441)
Citation 2

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Cryptocurrencies, FinTech, Retail trading

6.

Business Microloans for U.S. Subprime Borrowers

Journal of Financial and Quantitative Analysis (JFQA), 51 (1), 55-83, February 2016
Number of pages: 50 Posted: 06 Oct 2012 Last Revised: 13 Apr 2016
University of Texas at Austin, University of California, Los Angeles (UCLA) - Anderson School of Management, Reichman University - Arison School of Business and Universidad de Piura
Downloads 912 (45,384)
Citation 12

Abstract:

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7.

Pure Momentum in Cryptocurrency Markets

Number of pages: 23 Posted: 30 Jun 2022
Cesare Fracassi and Shimon Kogan
University of Texas at Austin and Reichman University - Arison School of Business
Downloads 902 (46,030)

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Momentum, Cryptocurrencies

The Asymmetry in Responsible Investing Preferences and Beliefs

Number of pages: 62 Posted: 21 May 2020 Last Revised: 17 Sep 2023
University of Queensland - Business School, Reichman University - Arison School of Business, University of North Carolina Kenan-Flagler Business School and University of Texas at Austin - Department of Finance
Downloads 776 (55,722)
Citation 7

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Social Preferences, Responsible Investment (RI), Social Responsible Investment (SRI)

The Asymmetry in Responsible Investing Preferences

NBER Working Paper No. w29288
Number of pages: 51 Posted: 28 Sep 2021 Last Revised: 12 Jul 2023
University of Queensland - Business School, Reichman University - Arison School of Business, University of North Carolina Kenan-Flagler Business School and University of Texas at Austin - Department of Finance
Downloads 27 (847,562)

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Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns

Swiss Finance Institute Research Paper No. 23-108
Number of pages: 114 Posted: 18 Feb 2021 Last Revised: 20 Nov 2023
Harvard Business School, Universita della Svizzera italiana (USI Lugano), Reichman University - Arison School of Business and Stockholm University - Stockholm Business School
Downloads 574 (82,213)

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News trading, mutual fund performance, fund flows, limits of arbitrage, financial constraints, earnings announcements

10.

Investor Inattention and the Market Impact of Summary Statistics

Management Science, Forthcoming
Number of pages: 29 Posted: 27 Mar 2008 Last Revised: 17 Sep 2011
Reichman University - Arison School of Business, University of Washington - Department of Finance and Business Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and affiliation not provided to SSRN
Downloads 564 (85,096)
Citation 4

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Limited attention, macroeconomic news, informational efficiency

11.

The Rise and Fall of Influencers: Evidence from Social Trading

Number of pages: 45 Posted: 18 Feb 2021
Verena Schoenmueller, Barak Libai and Shimon Kogan
ESADE Business School, Reichman University - Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Reichman University - Arison School of Business
Downloads 429 (118,450)
Citation 1

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churn; customer relationships; diffusion of innovations; followers; influencers

12.

Information Content of Public Firm Disclosures and the Sarbanes-Oxley Act

Number of pages: 35 Posted: 05 Apr 2010
Reichman University - Arison School of Business, Carnegie Mellon University - David A. Tepper School of Business, University of North Carolina Kenan-Flagler Business School and Carnegie Mellon University - School of Computer Science
Downloads 378 (136,916)
Citation 14

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Disclosure, text analysis, Sarbanes-Oxley Act of 2002, volatility forecast

13.

Information Environment and the Geography of Firms and Investors

28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 16 Feb 2015 Last Revised: 28 Jul 2016
University of Miami - Department of Finance, Reichman University - Arison School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 287 (183,814)

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Geography, Information Environment, Ownership, Trading, Stock Returns

Corporate Disclosure: Facts or Opinions?

FRB of Philadelphia Working Paper No. 21-40
Number of pages: 51 Posted: 02 Dec 2021
Shimon Kogan and Vitaly Meursault
Reichman University - Arison School of Business and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 156 (323,854)

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Subjectivity, Machine Learning, NLP, Text Analysis

Corporate Disclosure: Facts or Opinions?

Number of pages: 50 Posted: 14 Nov 2021 Last Revised: 29 Nov 2021
Shimon Kogan and Vitaly Meursault
Reichman University - Arison School of Business and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 100 (455,860)

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Subjectivity, Machine Learning, NLP, Text Analysis

15.
Downloads 219 (239,814)
Citation 25

Trading Complex Assets

Journal of Finance, Forthcoming
Number of pages: 69 Posted: 19 Nov 2011 Last Revised: 30 Apr 2012
Bruce I. Carlin, Shimon Kogan and Richard Lowery
University of California, Los Angeles (UCLA) - Anderson School of Management, Reichman University - Arison School of Business and University of Texas-Austin
Downloads 186 (277,818)
Citation 18

Abstract:

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Trading Complex Assets

NBER Working Paper No. w16187
Number of pages: 24 Posted: 19 Jul 2010 Last Revised: 26 Mar 2023
Bruce I. Carlin and Shimon Kogan
University of California, Los Angeles (UCLA) - Anderson School of Management and Reichman University - Arison School of Business
Downloads 33 (796,485)

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16.

Distinguishing Overconfidence from Rational Best-Response in Markets

Number of pages: 36 Posted: 17 Mar 2006
Shimon Kogan
Reichman University - Arison School of Business
Downloads 162 (313,473)
Citation 1

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Behavioral finance, overconfidence, asymmetric information, experimental economics, structural estimation, information aggregation

Self-Serving Biases in Beliefs About Collective Outcomes

CESifo Working Paper No. 8975
Number of pages: 68 Posted: 05 Apr 2021
Shimon Kogan, Florian Schneider and Roberto Weber
Reichman University - Arison School of Business, University of Zurich - Department of Economics and University of Zurich
Downloads 105 (440,144)
Citation 1

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Self-Serving Biases in Beliefs about Collective Outcomes

University of Zurich, Department of Economics, Working Paper No. 379
Number of pages: 67 Posted: 22 Mar 2021
Reichman University - Arison School of Business, University of Zurich - Department of Economics and University of Zurich - Department of Economics
Downloads 23 (884,601)

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Beliefs, Bayes’ rule, asymmetric updating, overconfidence, motivated reasoning

18.

Aggregate Sentiment and Investment: An Experimental Study

Number of pages: 65 Posted: 28 Jul 2017 Last Revised: 10 Aug 2017
University of Zurich - Department of Economics, Reichman University - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 114 (412,285)
Citation 1

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consumer sentiment, expectations, coordination, global games

19.

Coordination in the Presence of Asset Markets

American Economic Review, Vol. 101, No. 2, 2011
Number of pages: 37 Posted: 22 Mar 2008 Last Revised: 28 Oct 2017
Reichman University - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 100 (452,734)

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

20.
Downloads 85 (502,160)
Citation 2

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 21 Mar 2009
Reichman University - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 45 (707,439)
Citation 2

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Equilibrium Selection; Asset Prices; Coordination Games; Experimental Economics

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 16 Feb 2009
Reichman University - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 40 (742,468)

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

21.

Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Aggregation

The Review of Financial Studies, Vol. 22, No. 5, pp. 1889-1914, 2009
Posted: 13 Apr 2009
Shimon Kogan
Reichman University - Arison School of Business

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G12, C92, D83