Jose A. Gutierrez

Sam Houston State University

1803 Ave I

Huntsville, TX 77341

United States

SCHOLARLY PAPERS

8

DOWNLOADS

440

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Reversal of 3-Day Losers and Continuation of 3-Day Winners on the NASDAQ

Review of Financial Economics, 2016, 30, 68-73
Number of pages: 16 Posted: 23 Mar 2016 Last Revised: 08 Jun 2019
Jose A. Gutierrez
Sam Houston State University
Downloads 133 (222,064)

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Return Reversal, Return Persistence, Trading Strategy, Market Anomaly

2.

Short-Selling Constraints: The Asymmetric Role of Institutional Ownership, Relative Short Interest, Options and Dividends

“Short-selling constraints: The asymmetric role of institutional ownership, relative short interest, options and dividends.” Academy of Economics and Finance Journal, vol. 5 (2014), pp. 31-45.
Number of pages: 15 Posted: 22 Sep 2012 Last Revised: 29 May 2016
Jose A. Gutierrez, Steve Johnson and Robert Stretcher
Sam Houston State University, Sam Houston State University and Sam Houston State University
Downloads 68 (344,446)

Abstract:

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Short-sell constraints, Asymmetry, Relative short interest, Institutional ownership, Options, Dividends, Firm size, Short-sell ban, Option introduction

3.

Mad Money: Does the Combination of Stock Recommendation and Show Segment Matter?

“Mad Money: Does the combination of stock recommendation and show segment matter?” Journal of Behavioral and Experimental Finance, vol. 6 (2015), pp. 80-92
Number of pages: 30 Posted: 24 Jan 2014 Last Revised: 08 Jun 2019
Jose A. Gutierrez and Robert Stretcher
Sam Houston State University and Sam Houston State University
Downloads 57 (376,651)

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Recommendation, Investor Behavior, Retail Investor, Media Attention

4.

A Synthesized Model of Short Selling Constraints and Their Impact on Stock Returns

Journal of Economics and Finance, 2018, 42, 191-210
Number of pages: 27 Posted: 31 May 2016 Last Revised: 09 Jan 2018
Jose A. Gutierrez, Robert Stretcher and Steve Johnson
Sam Houston State University, Sam Houston State University and Sam Houston State University
Downloads 49 (403,152)

Abstract:

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Short-sell constraints, Asymmetry, Relative short interest, Institutional ownership, Options, Dividends

5.

Has Ebola Infected the Market: A Contagious Reaction to a (Media) Health Care Crisis?

Journal of Business Strategies, 2018
Number of pages: 20 Posted: 31 May 2016 Last Revised: 09 Jan 2019
Mary Funck and Jose A. Gutierrez
Sam Houston State University and Sam Houston State University
Downloads 46 (413,851)

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Ebola outbreak, Media attention, Market sentiment, Market efficiency, Return Reversal, Overreaction

6.

Stock Performance Subsequent to Combinations in Quarterly Revenue Surprise, Earnings Surprise, Guidance, Valuation, and Report Time

Number of pages: 30 Posted: 15 Jun 2019
Jose Alvarado, Lindsay Clark and Jose A. Gutierrez
Sam Houston State University - Department of General Business and Finance, Sam Houston State University - Department of General Business and Finance and Sam Houston State University
Downloads 45 (417,572)

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Quarterly expectations, Analyst consensus, Guidance, Trading strategy

7.

Illustrating Non-Constant Marginal Cost of Capital and the Interdependency of Independent Projects

Gutierrez, J., S. Johnson, and R. Stretcher. “Illustrating non-constant marginal cost of capital and the interdependency of independent projects.” Journal of Financial Education, vol. 41 (2015), pp. 11-31.
Number of pages: 21 Posted: 06 Mar 2013 Last Revised: 29 May 2016
Robert Stretcher, Jose A. Gutierrez and Steve Johnson
Sam Houston State University, Sam Houston State University and Sam Houston State University
Downloads 42 (429,004)

Abstract:

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8.

Illuminating the Profitability of Pairs Trading: A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks

Gutierrez, J., and Y. Tse. (2011) “Illuminating the profitability of pairs trading: A test of relative pricing efficiency of markets for water utility stocks.” Journal of Trading, vol. 6, pp. 50-64., https://doi.org/10.3905/jot.2011.6.2.050
Posted: 21 May 2019
Jose A. Gutierrez and Yiuman Tse
Sam Houston State University and University of Missouri at Saint Louis

Abstract:

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Relative pricing, arbitrage, cointegration, pairs trading, forecasting