Vijay Singal

Virginia Tech

250 Drillfield Drive

Blacksburg, VA 24061

United States

SCHOLARLY PAPERS

35

DOWNLOADS
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Top 3,331

in Total Papers Downloads

12,430

SSRN CITATIONS
Rank 9,322

SSRN RANKINGS

Top 9,322

in Total Papers Citations

64

CROSSREF CITATIONS

62

Scholarly Papers (35)

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 2,008 (8,387)
Citation 1

Abstract:

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

2.

Are Earnings Predictable? Evidence from Equity Issues and Buyback Announcements

Number of pages: 38 Posted: 06 Apr 2015 Last Revised: 13 Jul 2020
Shahram Amini and Vijay Singal
University of Denver and Virginia Tech
Downloads 1,253 (17,696)

Abstract:

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Earnings Predictability, Repurchases/Buybacks, Equity Issues, SEOs, Information Asymmetry, Market Efficiency

3.

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 1,135 (20,436)
Citation 1

Abstract:

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4.

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 897 (28,864)
Citation 2

Abstract:

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5.

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 832 (32,098)
Citation 46

Abstract:

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

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 788 (34,039)
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

7.

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

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 664 (43,542)
Citation 6

Abstract:

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8.

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 610 (48,741)
Citation 1

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 522 (58,777)
Citation 6

Abstract:

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

Foreign Exchange Exposure of Exporting and Importing Firms

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

10.

Investor Preferences, Stock Prices, and Returns

Number of pages: 47 Posted: 18 Feb 2015 Last Revised: 20 Feb 2020
Vijay Singal and Jitendra Tayal
Virginia Tech and Ohio University
Downloads 504 (62,094)
Citation 2

Abstract:

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

11.

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 460 (69,466)
Citation 9

Abstract:

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Index funds, Index changes, Agency costs

12.

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 431 (75,156)
Citation 1

Abstract:

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

13.

Option Trading after the Opening Bell and Intraday Stock Return Predictability

Financial Management, 49(3), 769-804.
Number of pages: 70 Posted: 05 Jan 2018 Last Revised: 16 Oct 2020
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 391 (84,204)

Abstract:

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

14.

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 352 (95,164)
Citation 1

Abstract:

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15.

Financial Health and Airline Safety

Number of pages: 32 Posted: 26 Jan 1998
Vijay Singal
Virginia Tech
Downloads 345 (97,305)

Abstract:

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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 236 (144,703)

Abstract:

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A December Effect with Tax-Gain Selling

Posted: 18 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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17.

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 231 (148,261)
Citation 2

Abstract:

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Privatization, Ownership, Airlines, British Airways

18.

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 198 (171,500)
Citation 3

Abstract:

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disposition-prone, fund flows, mutual funds

19.

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 196 (173,102)

Abstract:

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

20.

Risky Short Positions and Investor Sentiment: Evidence from the Weekend Effect in Futures Markets

Journal of Futures Markets, Forthcoming
Number of pages: 47 Posted: 07 May 2014 Last Revised: 26 Jun 2020
Vijay Singal and Jitendra Tayal
Virginia Tech and Ohio University
Downloads 144 (225,549)
Citation 4

Abstract:

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futures markets; weekend effect; asymmetric risk; investor sentiment; short selling

21.
Downloads 106 (283,640)
Citation 8

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 92 (313,838)

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 14 (642,763)
Citation 2

Abstract:

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22.

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 65

Abstract:

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

23.

Firm Life Stage, Speculation, and Earnings Announcement Reactions

Number of pages: 71 Posted: 08 Sep 2020 Last Revised: 17 Oct 2020
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 62 (389,717)

Abstract:

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Earnings announcements, firm life stage, speculation, idiosyncratic volatility, lottery.

24.

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

25.

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

26.

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

27.

All Things Considered, Taxes Drive the January Effect

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

Abstract:

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28.

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

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

29.

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

30.

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

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

31.

Stock Market Openings: Experience of Emerging Economies

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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32.

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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33.

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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34.

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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35.

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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