Arnav Sheth

Saint Mary's College of California

Assistant Professor

Graduate Business

380 Moraga Rd

Moraga, CA 94556

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 45,450

SSRN RANKINGS

Top 45,450

in Total Papers Downloads

914

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Fama-French Factors and Business Cycles

Number of pages: 19 Posted: 10 Dec 2017
Arnav Sheth and Tee Lim
Saint Mary's College of California and Saint Mary's College of California
Downloads 561 (48,351)

Abstract:

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factor investing, yield curve, term spread, business cycles, recessions

2.

Connecting Equity and Foreign Exchange Markets Through the WM Fix: A Trading Strategy

Number of pages: 17 Posted: 15 Nov 2017 Last Revised: 17 Aug 2018
Arnav Sheth and Keisuke Teeple
Saint Mary's College of California and University of California, Davis
Downloads 145 (202,843)

Abstract:

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foreign exchange rates, market microstructure, WM/Reuters Fix, herd behavior

3.

Risk-Taking, Financial Distress and Innovation

Number of pages: 14 Posted: 01 Feb 2011
Arnav Sheth, Larry Shepp and Oded Palmon
Saint Mary's College of California, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and Rutgers Business School
Downloads 128 (224,019)
Citation 3

Abstract:

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Stochastic control, numerical methods, Brownian motion, financial distress, risk management

4.

The Carrot: Executive Compensation, Risk-Taking and Innovation

Number of pages: 23 Posted: 20 Jul 2015 Last Revised: 28 Dec 2015
Arnav Sheth
Saint Mary's College of California
Downloads 45 (409,323)

Abstract:

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stochastic control, numerical techniques, Brownian motion, behavioral mathematics

5.

Hiring, Firing and Infighting: A Tale of Two Companies

Number of pages: 20 Posted: 29 Sep 2011
Arnav Sheth
Saint Mary's College of California
Downloads 35 (448,961)

Abstract:

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stochastic control, numerical methods, Brownian motion, corporate infighting