Vijay Singal

Virginia Tech

Blacksburg, VA 24061

United States

SCHOLARLY PAPERS

33

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CITATIONS
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Top 2,651

in Total Papers Citations

185

Scholarly Papers (33)

1.

What Drives the January Effect?

Virginia Tech Working Paper
Number of pages: 47 Posted: 11 Dec 2000
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 1,974 (7,255)
Citation 1

Abstract:

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January Effect, Seasonality, Window-Dressing, Tax Loss Selling, Tax Gain Selling

2.

Exchange Rates and Stock Prices: Are They Related?

Number of pages: 33 Posted: 02 Apr 2002
Mahesh Pritamani, Dilip K. Shome and Vijay Singal
Parametric Portfolio Associates, Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Tech
Downloads 1,117 (18,052)
Citation 3

Abstract:

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3.

January Effect - a Re-Examination

Number of pages: 41 Posted: 22 Mar 2002
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 888 (25,345)
Citation 2

Abstract:

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4.

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

Number of pages: 45 Posted: 18 Sep 2003
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Downloads 795 (29,582)
Citation 133

Abstract:

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index changes, S&P 500, index additions, index deletions, price pressure, investor awareness, downward sloping demand curves

5.
Downloads 772 ( 30,796)
Citation 3

Do Short Sellers Cause the Weekend Effect?

Number of pages: 30 Posted: 11 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 772 (30,305)
Citation 3

Abstract:

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short sales, Monday, Friday, seasonality, day-of-the-week, anomaly, mispricing, short selling, weekend effect

Do Short Sellers Cause the Weekend Effect?

Journal of Investment Management, Forthcoming
Posted: 11 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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short sales, Monday, Friday, seasonality, day-of-the-week, anomaly, mispricing, short selling, weekend effect

6.

Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 57 Posted: 22 Mar 2002
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Downloads 650 (38,811)
Citation 8

Abstract:

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7.

Indexing and Stock Price Efficiency

Financial Management, Vol. 44, Issue 4, 875-904, 2015
Number of pages: 46 Posted: 19 Mar 2013 Last Revised: 18 Feb 2016
Nan Qin and Vijay Singal
College of Business, Northern Illinois University and Virginia Tech
Downloads 575 (45,763)
Citation 3

Abstract:

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indexing, index funds, ETFs, passive institutional investors, stock price efficiency, passive trading

Foreign Exchange Exposure of Exporting and Importing Firms

Number of pages: 23 Posted: 30 Sep 2003
Mahesh Pritamani, Dilip K. Shome and Vijay Singal
Parametric Portfolio Associates, Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Tech
Downloads 515 (51,996)
Citation 11

Abstract:

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Currency risk, Multinationals, Hedging, exchange rates, stock prices

Foreign Exchange Exposure of Exporting and Importing Firms

Journal of Banking and Finance, Forthcoming
Posted: 30 Sep 2003
Mahesh Pritamani, Vijay Singal and Dilip K. Shome
Parametric Portfolio Associates, Virginia Tech and Virginia Polytechnic Institute & State University - Pamplin College of Business

Abstract:

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Currency risk, Multinationals, Hedging, exchange rates, stock prices

9.

Stock Prices Matter

Number of pages: 49 Posted: 18 Feb 2015 Last Revised: 25 Jan 2018
Vijay Singal and Jitendra Tayal
Virginia Tech and Ohio University
Downloads 463 (60,137)
Citation 2

Abstract:

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investor behavior, nominal prices, market capitalization, idiosyncratic volatility, institutional ownership, sentiment

10.

Index Changes and Unexpected Losses to Investors in S&P 500 and Russell 2000 Index Funds

Number of pages: 52 Posted: 22 Jan 2005
Honghui Chen, Gregory Noronha and Vijay Singal
Department of Finance, University of Central Florida, University of Washington, Tacoma - Milgard School of Business and Virginia Tech
Downloads 437 (64,532)
Citation 22

Abstract:

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Index funds, Index changes, Agency costs

11.

Do Short Sellers Know More? Evidence from a Natural Experiment

Number of pages: 48 Posted: 21 Mar 2005
Zhaojin Xu and Vijay Singal
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law and Virginia Tech
Downloads 426 (66,544)
Citation 1

Abstract:

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Short sales, seasoned equity offerings, rule 10b-21, short sellers, information

12.

Role of Short Sellers in Price Formation - the Weekend Effect

Number of pages: 32 Posted: 22 Mar 2002
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 348 (84,408)

Abstract:

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13.

Financial Health and Airline Safety

Number of pages: 32 Posted: 26 Jan 1998
Vijay Singal
Virginia Tech
Downloads 337 (87,538)

Abstract:

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14.

Option Trading after the Opening Bell and Intraday Stock Return Predictability

Number of pages: 69 Posted: 05 Jan 2018 Last Revised: 02 May 2019
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 269 (111,776)

Abstract:

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Intraday trading; options; volume; stock return predictability; transaction costs; earnings news

A December Effect with Tax-Gain Selling

Number of pages: 27 Posted: 18 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 232 (129,556)
Citation 7

Abstract:

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A December Effect with Tax-Gain Selling

Financial Analysts Journal, Vol. 59, No. 4, pp. 78-90, July/August 2003
Posted: 18 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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16.

Selling Winners, Holding Losers: Effect on Fund Flows and Survival of Disposition-Prone Mutual Funds

Number of pages: 56 Posted: 16 Feb 2009
Lily Xu and Vijay Singal
Washington State University and Virginia Tech
Downloads 193 (154,958)
Citation 4

Abstract:

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disposition-prone, fund flows, mutual funds

17.

Mutual Fund Performance in the Era of High-Frequency Trading

Number of pages: 49 Posted: 03 Feb 2016 Last Revised: 28 Mar 2018
Nan Qin and Vijay Singal
College of Business, Northern Illinois University and Virginia Tech
Downloads 181 (164,159)

Abstract:

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high-frequency trading, mutual fund performance, illiquidity premium, trading costs

18.

Privatization and Efficiency: Industry Effects of the Sale of British Airways

Journal of Financial Economics (JFE), Vol. 43, No. 2, p. 275, 1997
Number of pages: 24 Posted: 11 Jul 2011
Catherine C. Eckel, Doug Eckel and Vijay Singal
Texas A&M University, Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Tech
Downloads 172 (171,764)
Citation 35

Abstract:

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Privatization, Ownership, Airlines, British Airways

19.

Short Positions and Asymmetric Risk Premium: Evidence from Futures Markets

Number of pages: 48 Posted: 07 May 2014 Last Revised: 14 Jan 2017
Vijay Singal and Jitendra Tayal
Virginia Tech and Ohio University
Downloads 119 (231,456)
Citation 6

Abstract:

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arbitrage, futures markets, weekend effect, unbiased prices, short selling

20.
Downloads 102 (258,265)
Citation 3

Comovement Revisited

Number of pages: 53 Posted: 19 Jun 2015
Honghui Chen, Vijay Singal and Robert Whitelaw
Department of Finance, University of Central Florida, Virginia Tech and New York University
Downloads 91 (280,358)

Abstract:

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market efficiency, non-fundamental comovement, asset class demand, time-varying betas

Comovement Revisited

NBER Working Paper No. w21281
Number of pages: 53 Posted: 22 Jun 2015 Last Revised: 24 Jun 2015
Honghui Chen, Vijay Singal and Robert Whitelaw
Department of Finance, University of Central Florida, Virginia Tech and New York University
Downloads 11 (591,251)
Citation 10

Abstract:

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21.

Equal-Weighting Versus Value-Weighting: Theory and Practice

Number of pages: 30 Posted: 24 Mar 2018
Nan Qin and Vijay Singal
College of Business, Northern Illinois University and Virginia Tech
Downloads 28

Abstract:

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Indexing, Equally-Weighted Index, Stock Return Bias, Jensen’s Inequality, Capital Gains Tax

22.

Concentrated Ownership and Firm Performance: Does Family-Control Matter?

Strategic Entrepreneurship Journal, Forthcoming
Posted: 19 Aug 2011
Manisha Singal and Vijay Singal
Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Tech

Abstract:

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family firms, concentrated ownership, performance, state-owned firms, multinational firms

23.

Index Changes and Losses to Index Fund Investors

Financial Analysts Journal, Vol. 62, No. 4, pp. 31-47, July/August 2006
Posted: 08 Aug 2006
Honghui Chen, Vijay Singal and Gregory Noronha
affiliation not provided to SSRN, Virginia Tech and University of Washington, Tacoma - Milgard School of Business

Abstract:

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Portfolio Management, Equity Strategies, Asset Allocation, Performance Measurement and Evaluation, Performance Measurement, Private Wealth Management, Mutual Fund Studies, Investment Industry, Other

24.

S&P 500 Index Changes and Investor Awareness

Journal of Investment Management, Forthcoming
Posted: 22 Jan 2005
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business

Abstract:

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Index changes, index funds, S&P 500 index, investor awareness, downward sloping demand curve

25.

All Things Considered, Taxes Drive the January Effect

Journal of Financial Research, Forthcoming
Posted: 24 Jan 2004
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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26.

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

Journal of Finance, Forthcoming
Posted: 18 Sep 2003
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business

Abstract:

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index changes, S&P 500, index additions, index deletions, price pressure, investor awareness, downward sloping demand curves

27.

Financial Health and Product Safety

Managerial and Decision Economics, Forthcoming
Posted: 20 Aug 2003
Gregory Noronha and Vijay Singal
University of Washington, Tacoma - Milgard School of Business and Virginia Tech

Abstract:

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financial health, airlines, accidents, reputation, distress, bond ratings, mishaps, incidents

28.

Role of Speculative Short Sales in Price Formation: Case of the Weekend Effect

Journal of Finance, Vol. 58, No. 2, April 2003
Posted: 26 May 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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short sellers, short sales, weekend, options, seasonality

29.

Stock Market Openings: Experience of Emerging Economies

The Journal of Business, Vol. 73, No. 1, January 2000
Posted: 29 Nov 1999
E. Han Kim and Vijay Singal
University of Michigan, Stephen M. Ross School of Business and Virginia Tech

Abstract:

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30.

Privatization and Competition: Industry Effects of the Sale of British Airways and Air Canada

Journal of Financial Economics (JFE), Vol. 43, No. 2, 1997
Posted: 13 Sep 1999 Last Revised: 07 Mar 2013
Catherine C. Eckel, Vijay Singal and Doug Eckel
Texas A&M University, Virginia Tech and Virginia Polytechnic Institute & State University - Pamplin College of Business

Abstract:

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31.

Opening Up of Stock Markets: Lessons from and for Emerging Economies

Mitsui Life Finanical Research Center, Working Paper No 93-18
Posted: 10 Sep 1999
E. Han Kim and Vijay Singal
University of Michigan, Stephen M. Ross School of Business and Virginia Tech

Abstract:

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32.

Long Term Performance Around Public Bond Issues

Posted: 13 Jul 1998
Robert S. Hansen and Vijay Singal
Tulane University - A.B. Freeman School of Business and Virginia Tech

Abstract:

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33.

Airline Mergers and Competition: An Integration of Stock and Product Price Effects

J. OF BUSINESS, Vol. 69 No. 2, April 1996
Posted: 19 Apr 1998
Vijay Singal
Virginia Tech

Abstract:

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