Sheridan Titman

University of Texas at Austin - Department of Finance

Walter W. McAllister Centennial Chair in Financial Services

Red McCombs School of Business

Austin, TX 78712

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

110

DOWNLOADS
Rank 130

SSRN RANKINGS

Top 130

in Total Papers Downloads

114,760

SSRN CITATIONS
Rank 83

SSRN RANKINGS

Top 83

in Total Papers Citations

2,984

CROSSREF CITATIONS

3,616

Scholarly Papers (110)

1.
Downloads 30,281 ( 113)
Citation 25

Momentum

University Of Illinois Working Paper
Number of pages: 45 Posted: 05 Feb 2002
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 22,804 (187)
Citation 17

Abstract:

Loading...

Price momentum, earnings momentum, earnings forecast revisions, market efficiency, behavioral models

Momentum

Number of pages: 27 Posted: 30 Aug 2011
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 7,477 (1,431)
Citation 15

Abstract:

Loading...

Price Momentum, Earnings Momentum, Time-Variation in Momentum

Momentum

Annual Review of Financial Economics, Vol. 3, pp. 493-509, 2011
Posted: 10 Jan 2012
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Abstract:

Loading...

An International Comparison of Capital Structure and Debt Maturity Choices

AFA 2005 Philadelphia Meetings
Number of pages: 55 Posted: 27 Dec 2004 Last Revised: 04 Oct 2011
The Chinese University of Hong Kong (CUHK) - School of Accountancy, University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 6,433 (1,832)
Citation 46

Abstract:

Loading...

Capital structure, Debt maturity

An International Comparison of Capital Structure and Debt Maturity Choices

NBER Working Paper No. w16445
Number of pages: 56 Posted: 12 Oct 2010 Last Revised: 09 Dec 2022
The Chinese University of Hong Kong (CUHK) - School of Accountancy, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 166 (285,468)
Citation 9

Abstract:

Loading...

3.
Downloads 6,276 ( 1,932)
Citation 80

A Dynamic Model of Optimal Capital Structure

McCombs Research Paper Series No. FIN-03-06
Number of pages: 64 Posted: 19 Nov 2002
Sergey Tsyplakov and Sheridan Titman
University of South Carolina - Darla Moore School of Business and University of Texas at Austin - Department of Finance
Downloads 6,276 (1,910)
Citation 80

Abstract:

Loading...

capital structure, investments, tradeoff, pecking order, market timing, mean-reversion, adjustment rate, depreciation rate, gold mining companies, transaction costs.

A Dynamic Model of Optimal Capital Structure

Review of Finance, Vol. 11, Issue 3, pp. 401-451, 2007
Posted: 14 Jul 2008
Sheridan Titman and Sergey Tsyplakov
University of Texas at Austin - Department of Finance and University of South Carolina - Darla Moore School of Business

Abstract:

Loading...

G32, G33, G35

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Number of pages: 38 Posted: 21 Jul 1999
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 3,830 (4,442)
Citation 12

Abstract:

Loading...

Profitability of Momentum Strategies: an Evaluation of Alternative Explanations

NBER Working Paper No. w7159
Number of pages: 38 Posted: 13 Jul 2000 Last Revised: 25 Jul 2022
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 709 (58,093)
Citation 230

Abstract:

Loading...

5.

Combining Value and Momentum

Journal of Investment Management, Forthcoming
Number of pages: 16 Posted: 30 Jul 2014 Last Revised: 29 Apr 2017
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 3,374 (5,638)
Citation 6

Abstract:

Loading...

Value, Momentum, Portfolio Construction, Transaction Costs

6.
Downloads 2,575 ( 8,661)
Citation 290

Capital Investments and Stock Returns

Number of pages: 33 Posted: 09 May 2001
K.C. John Wei, Feixue Xie and Sheridan Titman
Hong Kong Polytechnic University, Southern Connecticut State University - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Downloads 2,032 (12,451)
Citation 2

Abstract:

Loading...

Investment, stock returns, financial constraints, free cash flow

Capital Investments and Stock Returns

NBER Working Paper No. w9951
Number of pages: 40 Posted: 09 Sep 2003 Last Revised: 11 Sep 2022
K.C. John Wei, Feixue Xie and Sheridan Titman
Hong Kong Polytechnic University, Southern Connecticut State University - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Downloads 543 (81,646)
Citation 46

Abstract:

Loading...

7.

Capital Structure and Corporate Strategy

Number of pages: 55 Posted: 01 May 2007
Christopher A. Parsons and Sheridan Titman
Marshall School of Business, University of Southern California and University of Texas at Austin - Department of Finance
Downloads 2,537 (8,865)
Citation 33

Abstract:

Loading...

capital structure, stakeholder relationships, competition

8.

Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets

Number of pages: 47 Posted: 25 Apr 2001
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 2,535 (8,879)
Citation 2

Abstract:

Loading...

Momentum, legal systems, ownership structure, Asian stock markets

ESG Preference, Institutional Trading, and Stock Return Patterns

Number of pages: 59 Posted: 09 Apr 2019 Last Revised: 14 Mar 2023
Jie Cao, Sheridan Titman, Xintong Zhan and Weiming Elaine Zhang
The Hong Kong Polytechnic University - School of Accounting and Finance, University of Texas at Austin - Department of Finance, Department of Finance, School of Management, Fudan University and IE Business School - IE University
Downloads 2,400 (9,524)
Citation 17

Abstract:

Loading...

ESG preference; institutional trading; stock mispricing; stock return patterns

10.

The Valuation Effects of Stock Splits and Stock Dividends

Journal of Financial Economics (JFE), Vol. 13, No. 4, 1984
Number of pages: 36 Posted: 21 Jun 2007
Mark Grinblatt, Ronald W. Masulis and Sheridan Titman
University of California, Los Angeles (UCLA) - Finance Area, University of New South Wales, Sydney and University of Texas at Austin - Department of Finance
Downloads 2,302 (10,359)
Citation 14

Abstract:

Loading...

Stock splits, stock dividends, signalling, announcement effects, ex-date effects

11.
Downloads 2,278 (10,550)
Citation 57

Empirical Capital Structure: A Review

Foundations and Trends in Finance, Vol. 3, No. 1, pp. 1–93, 2008
Number of pages: 93 Posted: 19 Aug 2012
Christopher A. Parsons and Sheridan Titman
Marshall School of Business, University of Southern California and University of Texas at Austin - Department of Finance
Downloads 1,721 (16,185)
Citation 13

Abstract:

Loading...

capital structure, empirical capital structure, trade off theory, pecking order, adjustment costs, review of capital structure research

Empirical Capital Structure: A Review

Foundations and Trends in Finance, Vol. 3, No. 1, 2008
Number of pages: 93 Posted: 17 May 2009
Christopher A. Parsons and Sheridan Titman
Marshall School of Business, University of Southern California and University of Texas at Austin - Department of Finance
Downloads 557 (79,090)
Citation 2
  • Add to Cart

Abstract:

Loading...

12.

Individual Investor Trading and Stock Returns

AFA 2005 Philadelphia Meetings, Johnson School Research Paper Series No. 13-06
Number of pages: 55 Posted: 06 Oct 2004
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 2,246 (10,805)
Citation 143

Abstract:

Loading...

Individual investor sentiment, return predictability, behavioral finance, liquidity provision, NYSE, contrarian, market efficiency

13.

The Price Impact of Institutional Trading

Number of pages: 43 Posted: 19 Sep 2001
Richard W. Sias, Laura T. Starks and Sheridan Titman
University of Arizona - Department of Finance, University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 2,180 (11,336)
Citation 65

Abstract:

Loading...

14.
Downloads 2,002 (12,980)
Citation 170

Firms' Histories and Their Capital Structures

Number of pages: 51 Posted: 01 Jun 2004
Ayla Kayhan and Sheridan Titman
Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance
Downloads 1,246 (26,344)
Citation 3

Abstract:

Loading...

Capital structure, tradeoff, market timing, pecking order, stock returns, target debt ratio

Firms' Histories and Their Capital Structures

Journal of Financial Economics, Forthcoming
Number of pages: 53 Posted: 14 Dec 2005
Ayla Kayhan and Sheridan Titman
Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance
Downloads 658 (63,958)
Citation 5

Abstract:

Loading...

Capital structure, tradeoff, market timing, pecking order, stock returns, target debt ratio

Firms' Histories and Their Capital Structures

NBER Working Paper No. w10526
Number of pages: 51 Posted: 10 Jun 2004 Last Revised: 07 Oct 2022
Ayla Kayhan and Sheridan Titman
Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance
Downloads 98 (428,489)
Citation 45

Abstract:

Loading...

15.

Individualism and Momentum Around the World

Journal of Finance, Forthcoming
Number of pages: 71 Posted: 23 Jun 2008 Last Revised: 25 Feb 2009
Andy C.W. Chui, Sheridan Titman and K.C. John Wei
Hong Kong Polytechnic University, University of Texas at Austin - Department of Finance and Hong Kong Polytechnic University
Downloads 1,919 (13,896)
Citation 35

Abstract:

Loading...

International momentum, Individualism, Overconfidence, Volatility, Trading volume

16.
Downloads 1,826 (15,057)
Citation 77

The Geography of Financial Misconduct

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 24 Mar 2014 Last Revised: 17 Jun 2018
Christopher A. Parsons, Johan Sulaeman and Sheridan Titman
Marshall School of Business, University of Southern California, National University of Singapore (NUS) - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 1,740 (15,951)
Citation 11

Abstract:

Loading...

corporate corruption, financial misconduct, peer effects, political fraud, white collar misconduct

The Geography of Financial Misconduct

NBER Working Paper No. w20347
Number of pages: 52 Posted: 04 Aug 2014 Last Revised: 05 Feb 2023
Christopher A. Parsons, Johan Sulaeman and Sheridan Titman
Marshall School of Business, University of Southern California, National University of Singapore (NUS) - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 86 (466,316)
Citation 28

Abstract:

Loading...

Building the IPO Order Book: Underpricing and Participation Limits with Costly Information

Number of pages: 34 Posted: 01 Oct 2000
Ann E. Sherman and Sheridan Titman
DePaul University and University of Texas at Austin - Department of Finance
Downloads 1,679 (16,775)
Citation 22

Abstract:

Loading...

Initial Public Offering, Equity Issue, Going Public, Book Building, Private Information

Building the IPO Order Book: Underpricing and Participation Limits with Costly Information

NBER Working Paper No. w7786
Number of pages: 31 Posted: 19 Jul 2000 Last Revised: 12 Oct 2022
Ann E. Sherman and Sheridan Titman
DePaul University and University of Texas at Austin - Department of Finance
Downloads 125 (359,076)

Abstract:

Loading...

18.
Downloads 1,794 (15,438)
Citation 295

Market Reactions to Tangible and Intangible Information

Number of pages: 49 Posted: 19 Jun 2001
Kent D. Daniel and Sheridan Titman
Columbia University - Columbia Business School, Finance and University of Texas at Austin - Department of Finance
Downloads 1,519 (19,534)
Citation 8

Abstract:

Loading...

Market Reactions to Tangible and Intangible Information

NBER Working Paper No. w9743
Number of pages: 58 Posted: 07 Jun 2003 Last Revised: 17 Aug 2022
Kent D. Daniel and Sheridan Titman
Columbia University - Columbia Business School, Finance and University of Texas at Austin - Department of Finance
Downloads 275 (177,363)
Citation 126

Abstract:

Loading...

19.
Downloads 1,721 (16,465)
Citation 233

Why Do Firms Hold so Much Cash? A Tax-Based Explanation

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 03 Feb 2005
Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 1,590 (18,239)
Citation 8

Abstract:

Loading...

Cash, Taxes, Repatriation

Why Do Firms Hold so Much Cash? A Tax-Based Explanation

NBER Working Paper No. w12649
Number of pages: 44 Posted: 20 Nov 2006 Last Revised: 25 Jul 2022
Harvard University - Business School (HBS), University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 131 (346,543)
Citation 84

Abstract:

Loading...

20.

Do the Best Hedge Funds Hedge?

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 20 Mar 2008 Last Revised: 19 Dec 2008
Sheridan Titman and Cristian Ioan Tiu
University of Texas at Austin - Department of Finance and University at Buffalo
Downloads 1,441 (21,609)
Citation 55

Abstract:

Loading...

Hedge funds, Systematic risk, Investment performance

21.

Geographic Lead-Lag Effects

Number of pages: 66 Posted: 17 May 2016 Last Revised: 22 Sep 2018
Marshall School of Business, University of Southern California, Stockholm School of Economics and University of Texas at Austin - Department of Finance
Downloads 1,437 (21,708)
Citation 31

Abstract:

Loading...

Return predictability, geographic momentum, industry momentum, lead-lag effects, analyst coverage, limited attention

22.

A Primer on the Economics of Shale Gas Production: Just how Cheap is Shale Gas?

Number of pages: 30 Posted: 03 Apr 2012 Last Revised: 18 Jul 2012
Baylor University - Department of Finance, Insurance & Real Estate, EXCO Resources, Inc., University of Texas at Austin - Department of Finance and University of Texas at Austin
Downloads 1,389 (22,816)
Citation 5

Abstract:

Loading...

Shale gas economics, Capital budgeting

23.

Credit Rating Targets

Number of pages: 51 Posted: 03 Mar 2008 Last Revised: 20 Jun 2009
Armen Hovakimian, Ayla Kayhan and Sheridan Titman
Baruch College - Zicklin School of Business, Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance
Downloads 1,337 (24,137)
Citation 17

Abstract:

Loading...

credit rating, leverage, capital structure, target capital structure, tradeoff theory

24.

The Effect of Corporate Governance on Investment: Evidence from Real Estate Investment Trusts (Reits)

Number of pages: 43 Posted: 15 Mar 2004
Jay C. Hartzell, Libo Sun and Sheridan Titman
University of Texas at Austin - Department of Finance, California State Polytechnic University, Pomona - Finance, Real Estate and Law Department and University of Texas at Austin - Department of Finance
Downloads 1,264 (26,234)
Citation 16

Abstract:

Loading...

Governance, investment, REITs, institutional investors

25.
Downloads 1,261 (26,326)
Citation 7

Individual Investor Sentiment and Stock Returns

NYU Working Paper No. FIN-04-023
Number of pages: 45 Posted: 03 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 736 (55,142)

Abstract:

Loading...

Individual Investor Sentiment and Stock Returns

NYU Working Paper No. SC-CFE-04-04
Number of pages: 46 Posted: 07 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 331 (145,806)
Citation 1

Abstract:

Loading...

Individual Investor Sentiment and Stock Returns

NYU Working Paper No. FIN-04-012
Number of pages: 45 Posted: 03 Nov 2008
Ron Kaniel, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 194 (248,608)

Abstract:

Loading...

Individual Investor Trading and Return Patterns Around Earnings Announcements

AFA 2010 Atlanta Meetings Paper
Number of pages: 53 Posted: 16 Feb 2009 Last Revised: 02 Jan 2011
Ron Kaniel, Shuming Liu, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 832 (46,740)
Citation 21

Abstract:

Loading...

individual investors, earnings, liquidity, private information

Individual Investor Trading and Return Patterns Around Earnings Announcements

EFA 2009 Bergen Meetings Paper, Johnson School Research Paper No. 07-09
Number of pages: 53 Posted: 23 Jan 2009 Last Revised: 02 Jan 2011
Ron Kaniel, Shuming Liu, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 408 (115,209)

Abstract:

Loading...

Individual Investor Trading and Return Patterns Around Earnings Announcements

CEPR Discussion Paper No. DP8259
Number of pages: 55 Posted: 14 Mar 2011
Ron Kaniel, Shuming Liu, Gideon Saar and Sheridan Titman
University of Rochester - Simon Business School, San Francisco State University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Texas at Austin - Department of Finance
Downloads 3 (999,562)
Citation 10
  • Add to Cart

Abstract:

Loading...

earnings announcement, individual investors

27.

The Cross-Section of Expected REIT Returns

University of Texas at Austin Working Paper
Number of pages: 37 Posted: 27 May 2003
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 1,078 (33,069)
Citation 10

Abstract:

Loading...

REITs, Momentum, Expected returns

28.

Feedback and the Success of Irrational Investors

Journal of Financial Economics, Vol. 81, No. 2, pp. 311-338, August 2006, Dice Center Working Paper No. 2003-22
Number of pages: 40 Posted: 28 Jul 2003 Last Revised: 13 Dec 2008
Marshall School of Business, USC, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 986 (37,500)
Citation 24

Abstract:

Loading...

Financial Structure, Acquisition Opportunities, and Firm Locations

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 27 Nov 2007 Last Revised: 24 Oct 2014
University of Texas at Austin - Department of Finance, McGill University - Desautels Faculty of Management, University of Texas at Austin - Department of Finance and DePaul University
Downloads 591 (73,361)
Citation 11

Abstract:

Loading...

Capital structure, firm location, cash balances, asset liquidity, mergers and acquisitions

Financial Structure, Liquidity, and Firm Locations

Number of pages: 37 Posted: 24 Mar 2008
University of Texas at Austin - Department of Finance, McGill University - Desautels Faculty of Management, University of Texas at Austin - Department of Finance and DePaul University
Downloads 312 (155,254)
Citation 1

Abstract:

Loading...

Capital Structure, Cash Balances, Liquidity, M&A

Financial Structure, Liquidity, and Firm Locations

NBER Working Paper No. w13660
Number of pages: 38 Posted: 19 Dec 2007 Last Revised: 30 Oct 2022
University of Texas at Austin - Department of Finance, McGill University - Desautels Faculty of Management, University of Texas at Austin - Department of Finance and DePaul University
Downloads 72 (518,457)

Abstract:

Loading...

30.

Momentum and Reversals when Overconfident Investors Underestimate Their Competition

Review of Financial Studies, Forthcoming
Number of pages: 63 Posted: 07 Jul 2017 Last Revised: 22 Dec 2019
Jiang Luo, Avanidhar Subrahmanyam and Sheridan Titman
Nanyang Business School, Nanyang Technological University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 921 (41,329)
Citation 16

Abstract:

Loading...

momentum, reversal, cursedness, information trading

31.

Alternative Benchmarks for Evaluating REIT Mutual Fund Performance

Number of pages: 40 Posted: 01 Nov 2007 Last Revised: 07 Oct 2008
Jay C. Hartzell, Tobias Muhlhofer and Sheridan Titman
University of Texas at Austin - Department of Finance, University of Miami - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 777 (52,050)
Citation 2

Abstract:

Loading...

REITs, Mutual Funds, Performance Evaluation

32.

Investor Tastes, Corporate Behavior and Stock Returns: An Analysis of Corporate Social Responsibility

Forthcoming at Management Science. Nanyang Business School Research Paper No. 21-19
Number of pages: 56 Posted: 17 Feb 2015 Last Revised: 04 Aug 2021
Chuan-Yang Hwang, Sheridan Titman and Ying Wang
Nanyang Business School, Nanyang Technological University, University of Texas at Austin - Department of Finance and Central University of Finance and Economics (CUFE)
Downloads 755 (54,080)
Citation 4

Abstract:

Loading...

Corporate Social Responsibility, institutional ownership, shareholders activism

33.

Intra-Industry Momentum: The Case of Reits

Number of pages: 32 Posted: 24 Oct 2001
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 749 (54,634)
Citation 15

Abstract:

Loading...

REITs, momentum, behavioral finance

34.

Growth Opportunities and Assets in Place: Implications for Equity Betas

Boston College Working Paper
Number of pages: 35 Posted: 07 Apr 2003
Eric Jacquier, Atakan Yalcin and Sheridan Titman
Boston University School of Management, Ozyegin University and University of Texas at Austin - Department of Finance
Downloads 730 (56,565)
Citation 2

Abstract:

Loading...

Assets in place, beta, CAPM, growth opportunities, risk premium, size, value

35.

Stock Price Manipulation: Corporate Actions and the Exploitation of Retail Investors in China

Number of pages: 69 Posted: 05 May 2020
Sheridan Titman, Chishen Wei and Bin Zhao
University of Texas at Austin - Department of Finance, Hong Kong Polytechnic University - School of Accounting and Finance and Thammasat Business School
Downloads 698 (60,038)
Citation 2

Abstract:

Loading...

stock market manipulation, stock splits, China

Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales

Number of pages: 30 Posted: 18 Feb 2003
Gayané Hovakimian and Sheridan Titman
Fordham University, Gabelli School of Business and University of Texas at Austin - Department of Finance
Downloads 588 (73,857)
Citation 15

Abstract:

Loading...

investment, asset sales

Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales

NBER Working Paper No. w9432
Number of pages: 30 Posted: 10 Jan 2003 Last Revised: 10 Oct 2022
Gayané Hovakimian and Sheridan Titman
Fordham University, Gabelli School of Business and University of Texas at Austin - Department of Finance
Downloads 99 (425,504)
Citation 1

Abstract:

Loading...

37.

Momentum and Short-Term Reversals: Theory and Evidence

Nanyang Business School Research Paper No. 22-13
Number of pages: 78 Posted: 30 Mar 2022 Last Revised: 27 Dec 2022
Emory University - Department of Finance, Nanyang Business School, Nanyang Technological University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 664 (64,124)
Citation 4

Abstract:

Loading...

momentum, reversals, noise traders, liquidity, GameStop

38.

Financial Constraints, Competition and Hedging in Industry Equilibrium

AFA 2005 Philadelphia Meetings
Number of pages: 63 Posted: 25 May 2004
Tim Adam, Sudipto Dasgupta and Sheridan Titman
Humboldt University, Chinese University of Hong Kong, ABFER, CEPR, and ECGI and University of Texas at Austin - Department of Finance
Downloads 632 (68,270)
Citation 12

Abstract:

Loading...

Financial constraints, hedging, speculating, equilibrium, competition

39.

Analyst Long-Term Growth Forecasts, Accounting Fundamentals and Stock Returns

Number of pages: 47 Posted: 07 Apr 2016
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 628 (68,842)
Citation 1

Abstract:

Loading...

Analyst Forecasts, Return Predictability, Profitability, Asset Growth, Equity Dilution

REIT and Commercial Real Estate Returns: A Post Mortem of the Financial Crisis

Number of pages: 32 Posted: 25 Apr 2013
Libo Sun, Sheridan Titman, Garry J. Twite and Garry J. Twite
California State Polytechnic University, Pomona - Finance, Real Estate and Law Department, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 619 (69,277)
Citation 3

Abstract:

Loading...

Real Estate Investment Trust, REIT, Leverage, Debt Maturity, Financial Distress, Financial Crisis

REIT and Commercial Real Estate Returns: A Post Mortem of the Financial Crisis

Real Estate Economics, Forthcoming
Posted: 02 Oct 2013
Sheridan Titman, Garry J. Twite, Garry J. Twite and Libo Sun
University of Texas at Austin - Department of Finance, University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance and California State Polytechnic University, Pomona - Finance, Real Estate and Law Department

Abstract:

Loading...

REIT, Leverage, Debt Maturity, Financial Distress

41.

An Entrepreneur's Guide to Understanding the Cost of Venture Capital

Number of pages: 18 Posted: 03 Apr 2012
John D. Martin, V. Ravi Anshuman and Sheridan Titman
Baylor University - Department of Finance, Insurance & Real Estate, Indian Institute of Management Bangalore and University of Texas at Austin - Department of Finance
Downloads 584 (75,398)

Abstract:

Loading...

Entrepreneur, Venture Capital, Cost of Capital

42.

Short-Term Reversals: The Effects of Institutional Exits and Past Returns

Journal of Financial and Quantitative Analysis (JFQA), 2016
Number of pages: 56 Posted: 03 Feb 2014 Last Revised: 02 Jun 2015
Syracuse University - Department of Finance, National University of Singapore (NUS) - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 579 (76,227)
Citation 19

Abstract:

Loading...

monthly reversals, market efficiency, liquidity

43.
Downloads 563 (77,397)

ESG Spillovers

Number of pages: 63 Posted: 10 May 2022 Last Revised: 10 May 2023
Shangchen Li, Hongxun Ruan, Sheridan Titman and Haotian Xiang
Guanghua School of Management, Peking University, Guanghua School of Management, Peking University, University of Texas at Austin - Department of Finance and Guanghua School of Management, Peking University
Downloads 563 (77,990)

Abstract:

Loading...

ESG, mutual fund, co-management, cross-fund subsidization

44.
Downloads 556 (80,166)
Citation 70

Urban Vibrancy and Corporate Growth

Journal of Finance, Forthcoming
Number of pages: 66 Posted: 18 Mar 2012 Last Revised: 02 Oct 2014
Casey Dougal, Christopher A. Parsons and Sheridan Titman
Florida State University, Marshall School of Business, University of Southern California and University of Texas at Austin - Department of Finance
Downloads 504 (89,623)
Citation 4

Abstract:

Loading...

agglomeration economies, spillovers, investment, equity issuance, human capital

Urban Vibrancy and Corporate Growth

NBER Working Paper No. w20350
Number of pages: 54 Posted: 04 Aug 2014 Last Revised: 08 Feb 2023
Casey Dougal, Christopher A. Parsons and Sheridan Titman
Florida State University, Marshall School of Business, University of Southern California and University of Texas at Austin - Department of Finance
Downloads 52 (613,147)
Citation 9

Abstract:

Loading...

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

NBER Working Paper No. w5604
Number of pages: 40 Posted: 27 Aug 2000 Last Revised: 26 Oct 2022
Kent D. Daniel and Sheridan Titman
Columbia University - Columbia Business School, Finance and University of Texas at Austin - Department of Finance
Downloads 521 (86,015)
Citation 28

Abstract:

Loading...

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

CRSP Working Paper Number #416
Posted: 08 Feb 1996
Kent D. Daniel and Sheridan Titman
Columbia University - Columbia Business School, Finance and University of Texas at Austin - Department of Finance

Abstract:

Loading...

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

J. OF FINANCE, Vol. 52 No. 1, March 1997
Posted: 29 Jan 1997
Kent D. Daniel and Sheridan Titman
Columbia University - Columbia Business School, Finance and University of Texas at Austin - Department of Finance

Abstract:

Loading...

46.
Downloads 502 (89,466)
Citation 5

Momentum, Reversals, and Investor Clientele

Review of Finance, forthcoming
Number of pages: 70 Posted: 01 Oct 2020 Last Revised: 07 Feb 2022
Andy C.W. Chui, Avanidhar Subrahmanyam and Sheridan Titman
Hong Kong Polytechnic University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 502 (90,088)

Abstract:

Loading...

Chinese stock market, stock market anomalies, momentum, reversals

47.

Swimming Upstream: Struggling Firms in Corrupt Cities

Number of pages: 36 Posted: 19 Nov 2014 Last Revised: 18 Apr 2018
Christopher A. Parsons, Johan Sulaeman and Sheridan Titman
Marshall School of Business, University of Southern California, National University of Singapore (NUS) - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 486 (94,670)
Citation 7

Abstract:

Loading...

financial misconduct, corporate failure, bankruptcy, loan spread, security issuance, trust

48.

Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting

AFA 2013 San Diego Meetings Paper
Number of pages: 51 Posted: 03 Dec 2011 Last Revised: 14 Mar 2012
Andres Almazan, Zhaohui Chen and Sheridan Titman
University of Texas at Austin - Department of Finance, University of Virginia - McIntire School of Commerce and University of Texas at Austin - Department of Finance
Downloads 476 (97,092)
Citation 5

Abstract:

Loading...

Capital expenditures, budgeting rules, mechanism design

49.

Corporate Groups, Capital Investments and Stock Returns in Japan

University of Texas at Austin Working Paper
Number of pages: 26 Posted: 09 Jun 2003
K.C. John Wei, Feixue Xie and Sheridan Titman
Hong Kong Polytechnic University, Southern Connecticut State University - Department of Economics and Finance and University of Texas at Austin - Department of Finance
Downloads 441 (106,224)

Abstract:

Loading...

Capital expenditures, Stock returns, Corporate groups, Financial constraints

50.

Urban Vibrancy and Firm Value Creation

9th Miami Behavioral Finance Conference 2018
Number of pages: 58 Posted: 25 Jul 2018 Last Revised: 15 Mar 2019
Casey Dougal, Christopher A. Parsons and Sheridan Titman
Florida State University, Marshall School of Business, University of Southern California and University of Texas at Austin - Department of Finance
Downloads 421 (112,115)
Citation 6

Abstract:

Loading...

location, firm fundamentals, city fixed effects, urban economics, stock returns, headquarter location, spillovers, agglomeration

51.

Capital Structure, Corporate Investment, and Investor-Level Taxes: Evidence from a Natural Experiment in Europe

Number of pages: 46 Posted: 28 Mar 2017 Last Revised: 19 Jan 2023
University of Texas at Austin, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 396 (120,398)
Citation 9

Abstract:

Loading...

capital structure, corporate investment, payout policy, investor-level taxes

52.

Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings

Number of pages: 31 Posted: 27 Nov 2000
Scott Gibson, Assem Safieddine and Sheridan Titman
College of William and Mary - Mason School of Business, American University of Beirut - Olayan School of Business and University of Texas at Austin - Department of Finance
Downloads 387 (123,531)
Citation 8

Abstract:

Loading...

53.

Sovereign Risk and Investing in Emerging Markets

Number of pages: 19 Posted: 01 Oct 2010
Sheridan Titman, John D. Martin and V. Ravi Anshuman
University of Texas at Austin - Department of Finance, Baylor University - Department of Finance, Insurance & Real Estate and Indian Institute of Management Bangalore
Downloads 372 (129,189)

Abstract:

Loading...

Sovereign risk, Emerging markets, Investment Analysis

Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?

Number of pages: 38 Posted: 22 Jul 2011
Armen Hovakimian, Ayla Kayhan and Sheridan Titman
Baruch College - Zicklin School of Business, Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance
Downloads 296 (164,147)
Citation 6

Abstract:

Loading...

capital structure, tradeoff theory, default probability

Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?

NBER Working Paper No. w17290
Number of pages: 42 Posted: 12 Aug 2011 Last Revised: 31 Mar 2023
Armen Hovakimian, Ayla Kayhan and Sheridan Titman
Baruch College - Zicklin School of Business, Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance
Downloads 73 (514,337)

Abstract:

Loading...

Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?

Review of Financial Studies, Forthcoming
Posted: 23 Jul 2011
Armen Hovakimian, Ayla Kayhan and Sheridan Titman
Baruch College - Zicklin School of Business, Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance

Abstract:

Loading...

capital structure, tradeoff theory, default probability

55.
Downloads 347 (139,512)
Citation 7

Financial Market Shocks and the Macroeconomy

Number of pages: 56 Posted: 01 Jan 2013 Last Revised: 25 May 2013
Avanidhar Subrahmanyam and Sheridan Titman
University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 302 (160,669)
Citation 1

Abstract:

Loading...

information, financial markets, feedback

Financial Market Shocks and the Macroeconomy

NBER Working Paper No. w19383
Number of pages: 55 Posted: 30 Aug 2013 Last Revised: 19 Jun 2022
Avanidhar Subrahmanyam and Sheridan Titman
University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 45 (653,276)

Abstract:

Loading...

56.

Market Imperfections, Investment Optionality and Default Spreads

Number of pages: 50 Posted: 04 Dec 2001
Stathis Tompaidis, Sergey Tsyplakov and Sheridan Titman
University of Texas at Austin - McCombs School of Business, University of South Carolina - Darla Moore School of Business and University of Texas at Austin - Department of Finance
Downloads 338 (143,487)
Citation 8

Abstract:

Loading...

debt pricing, default spreads, agency cost, market imperfections, contracting environment

57.

Originator Performance, CMBS Structures and Yield Spreads of Commercial Mortgages

Number of pages: 44 Posted: 18 Mar 2008
Sheridan Titman and Sergey Tsyplakov
University of Texas at Austin - Department of Finance and University of South Carolina - Darla Moore School of Business
Downloads 325 (149,661)
Citation 17

Abstract:

Loading...

securitization, CMBS, credit spreads, mortgages, reputation

58.

Investor Composition and Liquidity: An Analysis of Japanese Stocks

Number of pages: 39 Posted: 14 Aug 2012 Last Revised: 23 Aug 2014
Hao Jiang, Sheridan Titman and Takeshi Yamada
Michigan State University, University of Texas at Austin - Department of Finance and Australian National University (ANU)
Downloads 315 (154,688)
Citation 1

Abstract:

Loading...

Liquidity, Foreign Institutions, Japan, Bid-Ask Spreads

59.

Market Efficiency in an Irrational World

NBER Working Paper No. w7489
Number of pages: 28 Posted: 06 May 2000 Last Revised: 19 Dec 2022
Kent D. Daniel and Sheridan Titman
Columbia University - Columbia Business School, Finance and University of Texas at Austin - Department of Finance
Downloads 312 (156,280)
Citation 19

Abstract:

Loading...

60.

Investor Composition and Stock Return Patterns: A Study of Momentum in the Chinese A- and B-Shares Markets

Number of pages: 39 Posted: 03 Jan 2018
Andy C.W. Chui and Sheridan Titman
Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 290 (168,708)
Citation 2

Abstract:

Loading...

Asset Pricing, Information, Investor Composition, Momentum, Behaviour Finance

A Dynamic Model of Characteristic-Based Return Predictability

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 18 Sep 2016 Last Revised: 31 Mar 2019
Aydogan Alti and Sheridan Titman
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 241 (202,448)
Citation 1

Abstract:

Loading...

A Dynamic Model of Characteristic-Based Return Predictability

NBER Working Paper No. w25777
Number of pages: 50 Posted: 30 Apr 2019 Last Revised: 08 Dec 2022
Aydogan Alti and Sheridan Titman
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 35 (719,355)
Citation 5

Abstract:

Loading...

62.

The Determinants of Office Rents and Yields: The International Evidence

Number of pages: 37 Posted: 07 Feb 2019
University of Canterbury - Department of Economics and Finance, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 274 (178,928)
Citation 1

Abstract:

Loading...

Global Real Estate Market, Capitalization Rate, Office Rental Yield, Office Rental Rates, Financial Centres, Public Transportblic Transport

63.

An Equlibrium Analysis of Exhaustible Resource Investments

Sauder School of Business Working Paper
Number of pages: 49 Posted: 07 Feb 2002
Murray Carlson, Zeigham Khokher and Sheridan Titman
University of British Columbia (UBC) - Sauder School of Business, Tulane University and University of Texas at Austin - Department of Finance
Downloads 273 (179,535)

Abstract:

Loading...

Exhaustible Resources, Energy

64.

Institutional Investors as Monitors of Corporate Diversification Decisions: Evidence from Real Estate Investment Trusts

Number of pages: 36 Posted: 10 Oct 2011 Last Revised: 10 Aug 2012
Jay C. Hartzell, Libo Sun and Sheridan Titman
University of Texas at Austin - Department of Finance, California State Polytechnic University, Pomona - Finance, Real Estate and Law Department and University of Texas at Austin - Department of Finance
Downloads 257 (190,797)
Citation 10

Abstract:

Loading...

Diversification, Corporate Governance, Institutional Investors, REITs

65.

Progressive Exploration and Production Company

Number of pages: 7 Posted: 05 Nov 2007 Last Revised: 11 Sep 2008
John D. Martin and Sheridan Titman
Baylor University - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Department of Finance
Downloads 253 (193,766)

Abstract:

Loading...

Valuation, Real Options, Uncertainty, Simulation

66.
Downloads 229 (213,519)
Citation 7

The Dynamics of Housing Prices

Number of pages: 32 Posted: 11 Jan 2013
Sheridan Titman, Ko Wang and Jing Yang
University of Texas at Austin - Department of Finance, CUNY Baruch College and California State University, Fullerton - Department of Finance
Downloads 176 (271,274)

Abstract:

Loading...

Housing price, Serial correlation, Rigid supply

The Dynamics of Housing Prices

NBER Working Paper No. w20418
Number of pages: 44 Posted: 03 Sep 2014 Last Revised: 17 Apr 2022
Sheridan Titman, Ko Wang and Jing Yang
University of Texas at Austin - Department of Finance, Johns Hopkins University - Carey Business School and California State University, Fullerton - Department of Finance
Downloads 53 (607,573)
Citation 1

Abstract:

Loading...

67.

Is it Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance

Number of pages: 49 Posted: 20 Jan 2016 Last Revised: 01 Feb 2016
Chuan-Yang Hwang, Sheridan Titman and Yuxi Wang
Nanyang Business School, Nanyang Technological University, University of Texas at Austin - Department of Finance and Shanghai Jiao Tong University - Antai College of Economics and Management
Downloads 227 (215,336)
Citation 3

Abstract:

Loading...

Social connection, IPO allocation, mutual fund performance, mutual funds

68.

Social Ties, Comovements, and Predictable Returns

Number of pages: 68 Posted: 18 Oct 2022
Lin Peng, Sheridan Titman, Muhammed Yönaç and Dexin Zhou
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of Texas at Austin - Department of Finance, University of Bristol Business School and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 222 (219,931)

Abstract:

Loading...

social networks, comovements, return predictability, machine learning

69.

Do Growth Expectations Help Explain Characteristic-Sorted Portfolio Returns?

Number of pages: 36 Posted: 26 Sep 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance
Downloads 220 (221,813)

Abstract:

Loading...

Analysts, Forecasts, Growth Expectations, Profitability,

70.

Hedge Fund Compensation: Incentive Fees and Performance Intervals

Number of pages: 31 Posted: 30 Jan 2019
University of Minnesota - Twin Cities - Department of Industrial and Systems Engineering, Information, Risk and Operations ManagementUniversity of Texas at Austin - Red McCombs School of Business and University of Texas at Austin - Department of Finance
Downloads 213 (228,628)
Citation 2

Abstract:

Loading...

71.

The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future

Number of pages: 59 Posted: 23 Nov 2021 Last Revised: 03 Nov 2022
Aydogan Alti, Travis L. Johnson and Sheridan Titman
University of Texas at Austin - Department of Finance, The University of Texas at Austin and University of Texas at Austin - Department of Finance
Downloads 209 (232,644)

Abstract:

Loading...

Portfolio returns, time-variation, autocorrelation, value strategies, return predictability, Bayesian, standard errors

72.

Urban Density, Law and the Duration of Real Estate Leases

Number of pages: 52 Posted: 26 Jan 2011 Last Revised: 09 Sep 2014
Garry J. Twite, Garry J. Twite and Sheridan Titman
University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 197 (245,572)
Citation 1

Abstract:

Loading...

Real estate, Lease duration, Law, Corruption, Urban density, Skyscrapers

73.

The Modigliani and Miller Theorem and Market Efficiency

NBER Working Paper No. w8641
Number of pages: 26 Posted: 14 Dec 2001 Last Revised: 13 Aug 2022
Sheridan Titman
University of Texas at Austin - Department of Finance
Downloads 185 (259,728)

Abstract:

Loading...

74.

Location Density, Systematic Risk, and Cap Rates: Evidence from REITs

Number of pages: 38 Posted: 11 Jun 2021 Last Revised: 13 Jun 2021
Quent Capital, Penn State Smeal College of Business, University of Texas at Austin - Department of Finance and People's United Advisors
Downloads 180 (266,094)
Citation 6

Abstract:

Loading...

Portfolio risk, real estate equity investment, property market fundamentals

75.

Debt, Labor Markets and the Creation and Destruction of Firms

Number of pages: 39 Posted: 14 Mar 2012
Andres Almazan, Adolfo de Motta and Sheridan Titman
University of Texas at Austin - Department of Finance, McGill University - Desautels Faculty of Management and University of Texas at Austin - Department of Finance
Downloads 159 (295,893)
Citation 5

Abstract:

Loading...

Debt financing, liquidation, macroeconomic policy, creative destruction

Stakeholder, Transparency and Capital Structure

NBER Working Paper No. w10101
Number of pages: 43 Posted: 21 Nov 2003 Last Revised: 08 Aug 2022
Andres Almazan, Javier Suarez and Sheridan Titman
University of Texas at Austin - Department of Finance, Centre for Monetary and Financial Studies (CEMFI) and University of Texas at Austin - Department of Finance
Downloads 123 (363,507)

Abstract:

Loading...

Stakeholder, Transparency and Capital Structure

Number of pages: 45 Posted: 21 Jan 2004
Andres Almazan, Javier Suarez and Sheridan Titman
University of Texas at Austin - Department of Finance, Centre for Monetary and Financial Studies (CEMFI) and University of Texas at Austin - Department of Finance
Downloads 31 (749,004)
  • Add to Cart

Abstract:

Loading...

Equity issuance, under-investment, market scrutiny, dynamic capital structure

77.

Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?

NBER Working Paper No. w7246
Number of pages: 31 Posted: 28 Apr 2000 Last Revised: 26 Oct 2022
Kent D. Daniel, K.C. John Wei and Sheridan Titman
Columbia University - Columbia Business School, Finance, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 148 (313,951)
Citation 14

Abstract:

Loading...

78.

Crack Spreads and Capacity Utilization in the US Refinery

Number of pages: 36 Posted: 02 Nov 2021
Hamed Ghoddusi, Sheridan Titman and Stathis Tompaidis
California State Polytechnic University, San Luis Obispo, University of Texas at Austin - Department of Finance and University of Texas at Austin - McCombs School of Business
Downloads 125 (357,766)

Abstract:

Loading...

Crack Spreads, Flexible Production, Capacity Utilization, Refinery Market

79.

City Characteristics, Land Prices and Volatility

University of Alberta School of Business Research Paper No. 2018-709
Number of pages: 61 Posted: 17 Oct 2018
Sheridan Titman and Guozhong Zhu
University of Texas at Austin - Department of Finance and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 117 (375,504)

Abstract:

Loading...

land supply constraints, city characteristics, city configuration, land rent volatility, rent to value ratio

80.
Downloads 115 (380,117)
Citation 35

Pricing Strategy and Financial Policy

NBER Working Paper No. w5498
Number of pages: 56 Posted: 16 Jul 2000 Last Revised: 30 Sep 2010
Sudipto Dasgupta and Sheridan Titman
Chinese University of Hong Kong, ABFER, CEPR, and ECGI and University of Texas at Austin - Department of Finance
Downloads 115 (382,001)
Citation 2

Abstract:

Loading...

Pricing Strategy and Financial Policy

Posted: 25 May 1998
Sudipto Dasgupta and Sheridan Titman
Chinese University of Hong Kong, ABFER, CEPR, and ECGI and University of Texas at Austin - Department of Finance

Abstract:

Loading...

81.

Equilibrium Exhaustible Resource Price Dynamics

NBER Working Paper No. w12000
Number of pages: 61 Posted: 22 Apr 2006 Last Revised: 17 Apr 2022
Murray Carlson, Zeigham Khokher and Sheridan Titman
University of British Columbia (UBC) - Sauder School of Business, Tulane University and University of Texas at Austin - Department of Finance
Downloads 107 (400,191)
Citation 4

Abstract:

Loading...

Debt and Corporate Performance: Evidence from Unsuccessful Takeovers

NBER Working Paper No. w6068
Number of pages: 36 Posted: 17 Jul 2000 Last Revised: 01 Aug 2022
Assem Safieddine and Sheridan Titman
American University of Beirut - Olayan School of Business and University of Texas at Austin - Department of Finance
Downloads 102 (416,584)
Citation 9

Abstract:

Loading...

Debt and Corporate Performance: Evidence from Unsuccessful Takeovers

Posted: 04 Nov 1996
Assem Safieddine and Sheridan Titman
American University of Beirut - Olayan School of Business and University of Texas at Austin - Department of Finance

Abstract:

Loading...

83.

Real Options and Endogenous Investment Costs: Evidence from Oil Rig Rates

Number of pages: 20 Posted: 08 Nov 2017 Last Revised: 02 Apr 2018
Tulane University, Khatam University, University of Texas at Austin - Department of Finance and Ivey Business School, Western University
Downloads 100 (419,615)

Abstract:

Loading...

Real Options, Commodity Market

84.

Firm Location and the Creation and Utilization of Human Capital

NBER Working Paper No. w10106
Number of pages: 48 Posted: 23 Dec 2003 Last Revised: 14 Aug 2022
Andres Almazan, Adolfo de Motta and Sheridan Titman
University of Texas at Austin - Department of Finance, McGill University - Desautels Faculty of Management and University of Texas at Austin - Department of Finance
Downloads 94 (436,963)
Citation 9

Abstract:

Loading...

85.

Smart Investments by Smart Money: Evidence from Acquirers’ Projected Synergies

Journal of Corporate Finance, Vol. 56, 2019
Number of pages: 49 Posted: 01 May 2019
American University of Beirut, Murray State University, American University of Beirut - Olayan School of Business and University of Texas at Austin - Department of Finance
Downloads 85 (465,169)
Citation 1

Abstract:

Loading...

Stock Picking; Mergers; Acquisitions; Institutional Investors

86.

The Determinants of Office Rental Yields: The International Evidence

Number of pages: 37 Posted: 18 Feb 2021
University of Canterbury - Department of Economics and Finance, University of Texas at Austin - Department of Finance and University of Melbourne - Faculty of Business and EconomicsUniversity of Melbourne - Department of Finance
Downloads 58 (571,946)
Citation 1

Abstract:

Loading...

Global real estate market, Capitalization rate, Office rental yield, Financial centers, Public Transport

87.

Firms' Stakeholders and the Costs of Transparency

NBER Working Paper No. w13647
Number of pages: 35 Posted: 17 Oct 2012 Last Revised: 17 Apr 2022
Andres Almazan, Javier Suarez and Sheridan Titman
University of Texas at Austin - Department of Finance, Centre for Monetary and Financial Studies (CEMFI) and University of Texas at Austin - Department of Finance
Downloads 49 (617,009)

Abstract:

Loading...

88.

An Entrepreneur's Guide to Understanding the Cost of Venture Capital

Journal of Applied Corporate Finance, Vol. 24, Issue 3, pp. 75-83, 2012
Number of pages: 11 Posted: 01 Mar 2023
V. Ravi Anshuman, John Martin and Sheridan Titman
affiliation not provided to SSRN, Baylor University and University of Texas at Austin - Department of Finance
Downloads 28 (749,498)

Abstract:

Loading...

89.

Skilled Foreign Labor, Urban Agglomeration, and Value Creation

Number of pages: 53 Posted: 23 May 2023
Hao Jiang, Chris Parsons, Lin Sun and Sheridan Titman
Michigan State University, University of Southern California - Marshall School of Business, George Mason University and University of Texas at Austin - Department of Finance
Downloads 24 (804,797)

Abstract:

Loading...

90.

A Primer on the Economics of Shale Gas Production Just How Cheap is Shale Gas?

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 87-96, 2013
Number of pages: 12 Posted: 01 Mar 2023
Larry Lake, John Martin, J. Douglas Ramsey and Sheridan Titman
University of Texas at Austin, Baylor University, EXCO Resources, Inc. and University of Texas at Austin - Department of Finance
Downloads 17 (839,551)

Abstract:

Loading...

91.

Accounting for Sovereign Risk When Investing in Emerging Markets

Journal of Applied Corporate Finance, Vol. 23, Issue 2, pp. 41-49, 2011
Number of pages: 11 Posted: 01 Mar 2023
V. Ravi Anshuman, John Martin and Sheridan Titman
affiliation not provided to SSRN, Baylor University and University of Texas at Austin - Department of Finance
Downloads 15 (857,312)

Abstract:

Loading...

92.

Note on Master Limited Partnerships

Darden Case No. UVA-F-1828
Number of pages: 21 Posted: 01 Jun 2018
Susan Chaplinsky, Betty J. Simkins and Sheridan Titman
University of Virginia - Darden School of Business, Oklahoma State University - Stillwater - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 9 (912,106)
  • Add to Cart

Abstract:

Loading...

master limited partnerships, limited partnerships, MLPs, C corporations, C-corps

93.

Decomposing Fundamental Indexation

Journal of Index Investing, 2015, https://doi.org/10.3905/jii.2015.6.3.010
Posted: 22 May 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance

Abstract:

Loading...

Fundamental Indexation, Value Investing, Portfolio Construction

94.

Should You Tilt Your Equity Portfolio to Smaller Countries?

Posted: 19 Dec 2017 Last Revised: 22 May 2019
Gregg S. Fisher, Ronnie Shah and Sheridan Titman
Quent Capital, Deutsche Bank and University of Texas at Austin - Department of Finance

Abstract:

Loading...

95.

The Leverage of Hedge Funds

Posted: 16 Dec 2009
Sheridan Titman
University of Texas at Austin - Department of Finance

Abstract:

Loading...

Hedge Funds, Leverage

96.

Predicting Systematic Risk: Implications from Growth Options

CIRANO - Scientific Publications Paper No. 2009s-26
Posted: 12 Nov 2009
Eric Jacquier, Sheridan Titman and Atakan Yalcin
Boston University School of Management, University of Texas at Austin - Department of Finance and Ozyegin University

Abstract:

Loading...

financial leverage effect, growth options, risk

97.

How Do Managers Target Their Credit Ratings? A Study of Credit Ratings and Managerial Discretion

Posted: 30 Apr 2009
Armen Hovakimian, Ayla Kayhan and Sheridan Titman
Baruch College - Zicklin School of Business, Commodity Futures Trading Commission (CFTC) and University of Texas at Austin - Department of Finance

Abstract:

Loading...

credit rating, capital structure, target capital structure, tradeoff theory, managerial discretion, governance

98.

Share Tendering Strategies and the Success of Hostile Takeover Bids

Journal of Political Economy, Vol. 98, No. 2, pp. 295-324, April 1990
Posted: 01 Dec 2008
Sheridan Titman and David A. Hirshleifer
University of Texas at Austin - Department of Finance and Marshall School of Business, USC

Abstract:

Loading...

99.

Single vs. Multiple Discount Rates: How to Limit 'Influence Costs' in the Capital Allocation Process

Posted: 11 Sep 2008
John D. Martin and Sheridan Titman
Baylor University - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Department of Finance

Abstract:

Loading...

Cost of Capital, Influence Costs

100.

Managing Oil Price Risk in Developing Countries

World Bank Research Observer, Vol. 19, No. 1, pp. 119-139, Spring 2004
Posted: 29 Feb 2008
Julia Devlin and Sheridan Titman
World Bank and University of Texas at Austin - Department of Finance

Abstract:

Loading...

101.

The Modigliani and Miller Theorem and the Integration of Financial Markets

Financial Management, Vol. 31, No. 1, Spring 2002
Posted: 18 Mar 2002
Sheridan Titman
University of Texas at Austin - Department of Finance

Abstract:

Loading...

102.

The Debt-Equity Choice: An Analysis of Issuing Firms

Posted: 04 Oct 1999
Tim C. Opler and Sheridan Titman
Credit Suisse First Boston and University of Texas at Austin - Department of Finance

Abstract:

Loading...

Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

Journal of Finance, Vol. 49, No. 5, pp. 1665-1698, December 1994
Posted: 01 Dec 2008
University of California, Los Angeles (UCLA) - Finance Area, University of Texas at Austin - Department of Finance and Marshall School of Business, USC

Abstract:

Loading...

Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

Anderson Graduate School of Management Working Paper at UCLA Number 7-93
Posted: 14 Sep 1999
Marshall School of Business, USC, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance

Abstract:

Loading...

104.

Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior

Posted: 07 Sep 1999
Mark Grinblatt, Sheridan Titman and Russ Wermers
University of California, Los Angeles (UCLA) - Finance Area, University of Texas at Austin - Department of Finance and University of Maryland - Robert H. Smith School of Business

Abstract:

Loading...

105.

Financial Distress and Corporate Performance

Posted: 20 Dec 1998
Tim C. Opler and Sheridan Titman
Credit Suisse First Boston and University of Texas at Austin - Department of Finance

Abstract:

Loading...

106.

Short-Horizon Return Reversals and the Bid-Ask Spread

JOURNAL OF FINANCIAL INTERMEDIATION, Vol 4 No 2, April 1995
Posted: 10 Oct 1998
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Abstract:

Loading...

107.

Overreaction, Delayed Reaction, and Contrarian Profits

REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4
Posted: 09 Jul 1998
Narasimhan Jegadeesh and Sheridan Titman
Emory University - Department of Finance and University of Texas at Austin - Department of Finance

Abstract:

Loading...

108.

Information, Resource Allocation, and the Development of Financial Markets

Posted: 10 May 1998
Avanidhar Subrahmanyam and Sheridan Titman
University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance

Abstract:

Loading...

109.

The Debt-Equity Choice

Dice Center for Research in Financial Economics
Posted: 24 Apr 1998
Tim C. Opler and Sheridan Titman
Credit Suisse First Boston and University of Texas at Austin - Department of Finance

Abstract:

Loading...

110.

Commercial Real Estate Prices and Stock Market Returns: An International Analysis

FINANCIAL ANALYSTS JOURNAL
Posted: 27 Sep 1996
Daniel C. Quan and Sheridan Titman
Cornell University - School of Hotel Administration and University of Texas at Austin - Department of Finance

Abstract:

Loading...

Other Papers (2)

Total Downloads: 282
1.

Individualism and Momentum Around the World

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 24 Mar 2005
Andy C.W. Chui, K.C. John Wei and Sheridan Titman
Hong Kong Polytechnic University, Hong Kong Polytechnic University and University of Texas at Austin - Department of Finance
Downloads 253

Abstract:

Loading...

International momentum, Individualistic cultures, Collectivistic cultures, Overconfidence, Self-attribution bias, Behavioral finance

Explaining the Value Premium Around the World: Risk or Mispricing?

Number of pages: 39 Posted: 15 Mar 2012
Andy C.W. Chui, Sheridan Titman, K.C. John Wei and Feixue Xie
Hong Kong Polytechnic University, University of Texas at Austin - Department of Finance, Hong Kong Polytechnic University and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
Downloads 29

Abstract:

Loading...

Book-to-market effect, Value premium, Risk aversion, Mispricing, Limits-to-arbitrage, International