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

14

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5,331

SSRN CITATIONS
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Top 9,289

in Total Papers Citations

55

CROSSREF CITATIONS

63

Scholarly Papers (14)

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

Number of pages: 54 Posted: 25 Dec 2012 Last Revised: 01 Dec 2017
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 877 (27,979)
Citation 9

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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 165 (193,697)
Citation 1

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2.
Downloads 975 ( 24,401)
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 926 (25,822)
Citation 12

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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 49 (425,780)

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3.

Fake News: Evidence from Financial Markets

Number of pages: 84 Posted: 31 Aug 2018 Last Revised: 22 Apr 2019
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Yale University, Yale SOM and AQR Capital Management, LLC
Downloads 931 (26,050)
Citation 7

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4.

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 822 (31,124)
Citation 9

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5.

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 458 (66,799)
Citation 2

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Limited attention, macroeconomic news, informational efficiency

6.

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 308 (105,589)
Citation 15

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

7.

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, Massachusetts Institute of Technology (MIT) - Sloan School of Management and National University of Singapore (NUS) - Department of Finance
Downloads 236 (139,330)
Citation 1

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Geography, Information Environment, Ownership, Trading, Stock Returns

8.
Downloads 168 (190,547)
Citation 14

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 152 (207,821)
Citation 16

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Trading Complex Assets

NBER Working Paper No. w16187
Number of pages: 24 Posted: 19 Jul 2010 Last Revised: 26 Sep 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 16 (604,262)

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9.

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 145 (215,594)
Citation 1

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

10.

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 82 (321,677)

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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 59 (384,492)

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consumer sentiment, expectations, coordination, global games

12.
Downloads 59 (384,492)
Citation 1

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 35 (486,315)
Citation 1

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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 24 (549,327)

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

13.

The Asymmetry in Responsible Investing Preferences

Number of pages: 38 Posted: 21 May 2020
University of Queensland - Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Austin - Department of Finance
Downloads 46 (441,260)

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

14.

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