Pauline Shum Nolan

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

  • York University - Schulich School of Business

SCHOLARLY PAPERS

12

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8,095

TOTAL CITATIONS
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Top 25,035

in Total Papers Citations

50

Scholarly Papers (12)

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1.

Intraday Share Price Volatility and Leveraged ETF Rebalancing

Number of pages: 49 Posted: 13 Oct 2012 Last Revised: 07 Jan 2016
Pauline Shum Nolan, Walid Hejazi, Edgar Haryanto and Arthur Rodier
York University - Schulich School of Business, University of Toronto - Rotman School of Management, Independent and Independent
Downloads 5,469 (3,400)
Citation 32

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Leveraged ETF, ETF, Intraday volatility, Swap counterparties, market volatility, market microstructure

2.

The Long and Short of Leveraged ETFs: The Financial Crisis and Performance Attribution

Number of pages: 50 Posted: 22 Jul 2010 Last Revised: 06 Jun 2012
Pauline Shum Nolan
York University - Schulich School of Business
Downloads 925 (54,785)
Citation 6

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Leveraged ETF, inverse ETF, Exchange Traded Funds, Financial Crisis, Portfolio Performance

3.

Relative Liquidity, Fund Flows and Short-term Demand: Evidence from Exchange-Traded Funds

Number of pages: 38 Posted: 01 Dec 2013 Last Revised: 24 Nov 2017
Markus S. Broman and Pauline Shum Nolan
Ohio University and York University - Schulich School of Business
Downloads 646 (88,070)
Citation 10

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ETF, liquidity clientele, institutional investors, short-term trading

4.

Social Network Sentiment and Markets: Evidence from the Wallstreetbets Forum

Number of pages: 45 Posted: 20 Mar 2023 Last Revised: 26 Mar 2024
Chengcheng Huang and Pauline Shum Nolan
York University, Schulich School of Business, Students and York University - Schulich School of Business
Downloads 295 (220,053)

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Machine Learning; Sentiment Analysis; Retail investor; Attention Herding; Social Network Spillover; Influencers

5.

How Passive are International ETFs? A Study of Their Intraday Behaviour

Number of pages: 24 Posted: 06 Aug 2010 Last Revised: 09 Aug 2010
Pauline Shum Nolan
York University - Schulich School of Business
Downloads 225 (289,024)

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6.

The Geography of Sub-advisors, Managerial Structure, and the Performance of International Equity Mutual Funds

Review of Asset Pricing Studies, forthcoming
Number of pages: 60 Posted: 02 Jan 2019 Last Revised: 28 Feb 2023
Markus S. Broman, Michael Densmore and Pauline Shum Nolan
Ohio University, University of New Brunswick - Fredericton and York University - Schulich School of Business
Downloads 196 (329,155)

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Mutual Fund, Performance, Sub-advisor, Local Information, Management Teams, Outsourcing

7.

Dumb Money? Social Network Attention Herding, Sentiment, and Markets

Number of pages: 46 Posted: 18 Apr 2024
Chengcheng Huang and Pauline Shum Nolan
York University, Schulich School of Business, Students and York University - Schulich School of Business
Downloads 176 (363,017)

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machine learning, Sentiment Analysis, Retail investor, Attention Herding, Social Network Spillover, Influencers

8.

The Influence of Productivity on Asset Pricing

Number of pages: 45 Posted: 26 Mar 2008 Last Revised: 06 Jan 2009
Laurence David Booth, Bin Chang, Walid Hejazi and Pauline Shum Nolan
University of Toronto - Rotman School of Management, University of Ontario Institute of Technology, University of Toronto - Rotman School of Management and York University - Schulich School of Business
Downloads 163 (388,114)
Citation 2

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Asset Pricing, Productivity

9.

All are Not Created Equal: An Exploration of ETF Asset Growth

https://doi.org/10.3905/jii.2012.3.3.049
Posted: 21 May 2019
Pauline Shum Nolan, Yongjian Chen and Allen Kwong
York University - Schulich School of Business, affiliation not provided to SSRN and affiliation not provided to SSRN

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Exchange traded funds, ETFs, Asset Growth, Investor Attention, Clientele Effect

10.

The 1992 Canadian Constitutional Referendum: Using Financial Data to Assess Economic Consequences

Posted: 24 Jul 2010
Pauline Shum Nolan
York University - Schulich School of Business

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11.

What Explains Household Stock Holding?

Journal of Banking and Finance, Vol. 30, No. 9, 2006
Posted: 05 Jan 2009 Last Revised: 04 Aug 2010
Miquel Faig and Pauline Shum Nolan
University of Toronto Mississauga and York University - Schulich School of Business

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Portfolio Choice, Asset Allocation, SCF, household finance

12.

Portfolio Choice in the Presence of Personal Illiquid Projects

Journal of Finance, Vol. 57, pp. 303-328, 2002
Posted: 22 Nov 2003 Last Revised: 22 Jul 2010
Miquel Faig and Pauline Shum Nolan
University of Toronto Mississauga and York University - Schulich School of Business

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