Shimon Kogan

Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

P.O. Box 167

Herzliya, 46150

Israel

University of Texas at Austin - Red McCombs School of Business

Assistant Professor of Finance

Austin, TX 78712

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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3,612

CITATIONS
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SSRN RANKINGS

Top 12,390

in Total Papers Citations

32

Scholarly Papers (11)

1.
Downloads 917 ( 19,360)
Citation 9

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 Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship
Downloads 875 (20,355)
Citation 9

Abstract:

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
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business, Imperial College London - Accounting, Finance, and Macroeconomics and Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship
Downloads 42 (356,059)
Citation 9

Abstract:

2.

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, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Universidad de Piura
Downloads 644 (25,987)
Citation 1

Abstract:

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 - Adelson School of Entrepreneuship, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and New York University (NYU) - Department of Finance
Downloads 585 (35,860)
Citation 2

Abstract:

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 - Adelson School of Entrepreneuship, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and New York University (NYU) - Department of Finance
Downloads 56 (312,462)
Citation 2

Abstract:

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
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, 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 (52,903)
Citation 4

Abstract:

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
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, 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 (95,536)
Citation 3

Abstract:

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

6.
Downloads 157 (155,280)
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, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and University of Texas-Austin
Downloads 144 (167,551)
Citation 7

Abstract:

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 Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship
Downloads 13 (496,982)
Citation 7

Abstract:

7.

Distinguishing Overconfidence from Rational Best-Response in Markets

Number of pages: 36 Posted: 17 Mar 2006
Shimon Kogan
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship
Downloads 126 (171,002)

Abstract:

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, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and National University of Singapore (NUS) - Department of Finance
Downloads 111 (134,970)

Abstract:

Geography, Information Environment, Ownership, Trading, Stock Returns

9.

Coordination in the Presence of Asset Markets

Number of pages: 37 Posted: 22 Mar 2008
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, Pennsylvania State University - Department of Supply Chain & Information Systems and University of Zurich - Department of Economics
Downloads 73 (262,085)
Citation 3

Abstract:

Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

10.
Downloads 52 (319,132)
Citation 3

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 21 Mar 2009
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, Pennsylvania State University - Department of Supply Chain & Information Systems and University of Zurich - Department of Economics
Downloads 31 (398,729)
Citation 3

Abstract:

Equilibrium Selection; Asset Prices; Coordination Games; Experimental Economics

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 16 Feb 2009
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, Pennsylvania State University - Department of Supply Chain & Information Systems and University of Zurich - Department of Economics
Downloads 21 (450,773)
Citation 3

Abstract:

Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

11.

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
Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship

Abstract:

G12, C92, D83