Pauline Shum Nolan

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 25,450

in Total Papers Citations

37

CROSSREF CITATIONS

10

Scholarly Papers (11)

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 5,304 (3,133)
Citation 28

Abstract:

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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 874 (52,015)
Citation 6

Abstract:

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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 610 (83,128)
Citation 10

Abstract:

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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 229 (247,813)

Abstract:

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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 215 (263,035)
Citation 1

Abstract:

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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 180 (308,894)

Abstract:

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

7.

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 153 (355,193)
Citation 2

Abstract:

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Asset Pricing, Productivity

8.

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

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

9.

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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10.

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

Abstract:

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Portfolio Choice, Asset Allocation, SCF, household finance

11.

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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