Will J. Armstrong

Texas Tech University - Area of Finance

Lubbock, TX 79409

United States

  • Texas Tech University - Area of Finance

SCHOLARLY PAPERS

6

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Top 21,661

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4,572

SSRN CITATIONS
Rank 16,992

SSRN RANKINGS

Top 16,992

in Total Papers Citations

76

CROSSREF CITATIONS

10

Scholarly Papers (6)

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1.

Capital Market Efficiency and Arbitrage Efficacy

AFA 2013 San Diego Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 55 Posted: 15 Mar 2012 Last Revised: 20 Mar 2015
Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu and Avanidhar Subrahmanyam
University of Illinois at Chicago - College of Business Administration, Texas Tech University - Area of Finance, Texas A&M University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,324 (29,804)
Citation 4

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cross-section of stock returns; limits to arbitrage; market efficiency; anomalies; funding constraints; fund flows; mutual funds

2.

Smart Money, Dumb Money, and Capital Market Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 16 Mar 2014 Last Revised: 20 Mar 2015
Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu and Avanidhar Subrahmanyam
University of Illinois at Chicago - College of Business Administration, Texas Tech University - Area of Finance, Texas A&M University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,119 (38,063)
Citation 74

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Mutual funds, Hedge funds, Sock return anomalies

3.

The Volatility of Liquidity and Expected Stock Returns

Number of pages: 45 Posted: 18 Mar 2011
Ralitsa Petkova, Ferhat Akbas and Will J. Armstrong
Case Western Reserve University - Department of Banking & Finance, University of Illinois at Chicago - College of Business Administration and Texas Tech University - Area of Finance
Downloads 1,001 (44,562)
Citation 6

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4.

Going for Gold: An Analysis of Morningstar Analyst Ratings

Management Science, Forthcoming
Number of pages: 40 Posted: 04 Apr 2014 Last Revised: 02 Aug 2017
Will J. Armstrong, Egemen Genc and Marno Verbeek
Texas Tech University - Area of Finance, University of Illinois at Chicago and Erasmus University - Rotterdam School of Management
Downloads 622 (83,827)
Citation 6

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mutual funds, Morningstar, fund flows, fund performance, event-study

5.

Funding Constraints and Market Efficiency

Mays Business School Research Paper No. 2012-75
Number of pages: 51 Posted: 30 Nov 2010 Last Revised: 23 Oct 2012
Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu and Avanidhar Subrahmanyam
University of Illinois at Chicago - College of Business Administration, Texas Tech University - Area of Finance, Texas A&M University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 275 (213,900)

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market efficiency, anomalies, arbitrage, funding constraints, momentum, reversal, value, profitability

6.

Information Shocks, Disagreement, and Drift

Number of pages: 65 Posted: 14 Jan 2019
Will J. Armstrong, Laura Cardella and Nasim Sabah
Texas Tech University - Area of Finance, Texas Tech University and Louisiana Tech University
Downloads 231 (253,959)

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price drift, heterogeneous beliefs, disagreement, liquidity, information shocks, highfrequency trading, market microstructure, price efficiency