Shimon Kogan

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Visiting Associate Professor of Finance

77 Massachusetts Ave. E62-663

Cambridge, MA 02142

United States

IDC Herzliya - Arison School of Business

P.O. Box 167

Herzliya, 46150

Israel

SCHOLARLY PAPERS

12

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CITATIONS
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34

Scholarly Papers (12)

1.
Downloads 921 ( 20,110)
Citation 10

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 Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 878 (21,234)
Citation 10

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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: 05 Aug 2010
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business, Imperial College London - Accounting, Finance, and Macroeconomics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 43 (364,608)
Citation 10

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

Number of pages: 47 Posted: 25 Dec 2012 Last Revised: 09 Mar 2016
Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University (NYU) - Department of Finance
Downloads 613 (35,131)
Citation 3

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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
Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University (NYU) - Department of Finance
Downloads 69 (289,834)
Citation 3

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3.

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, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Universidad de Piura
Downloads 644 (26,472)
Citation 1

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4.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Washington - Department of Finance and Business Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and The Conference Board
Downloads 405 (54,930)
Citation 4

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Limited attention, macroeconomic news, informational efficiency

5.

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

Number of pages: 35 Posted: 05 Apr 2010
Massachusetts Institute of Technology (MIT) - Sloan School of Management, 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 233 (96,960)
Citation 3

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

6.
Downloads 162 (156,735)
Citation 7

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, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Texas-Austin
Downloads 148 (169,648)
Citation 7

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Trading Complex Assets

NBER Working Paper No. w16187
Number of pages: 24 Posted: 19 Jul 2010
Bruce I. Carlin and Shimon Kogan
University of California, Los Angeles (UCLA) - Anderson School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 14 (506,132)
Citation 7

Abstract:

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7.

Distinguishing Overconfidence from Rational Best-Response in Markets

Number of pages: 36 Posted: 17 Mar 2006
Shimon Kogan
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 126 (177,162)

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

8.

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
Gennaro Bernile, Shimon Kogan and Johan Sulaeman
University of Miami - School of Business Administration, Massachusetts Institute of Technology (MIT) - Sloan School of Management and National University of Singapore (NUS) - Department of Finance
Downloads 111 (136,541)

Abstract:

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Geography, Information Environment, Ownership, Trading, Stock Returns

9.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Smeal College of Business and University of Zurich - Department of Economics
Downloads 73 (271,384)
Citation 3

Abstract:

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

10.
Downloads 52 (330,287)
Citation 3

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 21 Mar 2009
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Smeal College of Business and University of Zurich - Department of Economics
Downloads 31 (412,009)
Citation 3

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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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Smeal College of Business and University of Zurich - Department of Economics
Downloads 21 (465,168)
Citation 3

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

11.

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, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Smeal College of Business and University of Zurich - Department of Economics
Downloads 0 (466,053)

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consumer sentiment, expectations, coordination, global games

12.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management

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G12, C92, D83