Will J. Armstrong

Texas Tech University - Area of Finance

Lubbock, TX 79409

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 14,899

SSRN RANKINGS

Top 14,899

in Total Papers Downloads

3,165

CITATIONS
Rank 35,484

SSRN RANKINGS

Top 35,484

in Total Papers Citations

10

Scholarly Papers (6)

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
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,167 (16,936)
Citation 2

Abstract:

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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
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 759 (31,577)
Citation 28

Abstract:

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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 and Texas Tech University - Area of Finance
Downloads 513 (52,918)
Citation 2

Abstract:

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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, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 452 (62,013)
Citation 2

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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
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 231 (130,731)

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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 Texas Tech University - Area of Finance
Downloads 43 (408,065)

Abstract:

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