Jeffrey Pontiff

Boston College - Department of Finance

Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

  • Boston College - Department of Finance

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 1,811

SSRN RANKINGS

Top 1,811

in Total Papers Downloads

22,236

SSRN CITATIONS
Rank 2,205

SSRN RANKINGS

Top 2,205

in Total Papers Citations

374

CROSSREF CITATIONS

226

Scholarly Papers (22)

Actions:
Email selected abstracts
1.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
R. David McLean and Jeffrey Pontiff
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 10,613 (568)
Citation 149

Abstract:

Loading...

anomalies, arbitrage, limits of arbitrage, short selling, predicting stock returns

2.

Anomalies and News

Journal of Finance, Forthcoming, 6th Miami Behavioral Finance Conference
Number of pages: 65 Posted: 17 Jul 2015 Last Revised: 23 Nov 2017
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 3,289 (4,355)
Citation 45

Abstract:

Loading...

News, Anomalies, Cross-sectional return predictability, earnings announcements, market efficiency

3.

Analysts and Anomalies

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 46 Posted: 23 Mar 2017 Last Revised: 15 Aug 2019
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 1,336 (18,603)
Citation 15

Abstract:

Loading...

Anomalies, Analysts, Market Efficiency

4.

Costly Arbitrage and the Myth of Idiosyncratic Risk

Downloads 879 ( 34,163)
Citation 63

Costly Arbitrage and the Myth of Idiosyncratic Risk

Number of pages: 35 Posted: 24 Jun 2005
Jeffrey Pontiff
Boston College - Department of Finance
Downloads 879 (33,669)
Citation 63

Abstract:

Loading...

Arbitrage, market efficiency, idiosyncratic risk

Costly Arbitrage and the Myth of Idiosyncratic Risk

Journal of Accounting & Economics (JAE), Forthcoming
Posted: 03 Feb 2006
Jeffrey Pontiff
Boston College - Department of Finance

Abstract:

Loading...

Arbitrage, market efficiency, idiosyncratic risk

5.

Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition

Downloads 870 ( 34,657)

Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition

Number of pages: 53 Posted: 16 Mar 2005
Paul J. Irvine and Jeffrey Pontiff
Neeley School of Business and Boston College - Department of Finance
Downloads 870 (34,141)
Citation 53

Abstract:

Loading...

Idiosyncratic volatility, cash flows, competition

Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition

The Review of Financial Studies, Vol. 22, Issue 3, pp. 1149-1177, 2009
Posted: 17 Mar 2009
Paul J. Irvine and Jeffrey Pontiff
Neeley School of Business and Boston College - Department of Finance

Abstract:

Loading...

G12, G14

6.

Share Issuance and Cross-Sectional Returns: International Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 22 Aug 2007 Last Revised: 27 Jan 2013
R. David McLean, Jeffrey Pontiff and Akiko Watanabe
Georgetown University - Department of Finance, Boston College - Department of Finance and University of Alberta - School of Business
Downloads 866 (34,877)
Citation 45

Abstract:

Loading...

Return Predictability, Market Efficiency, International Asset Pricing, Corporate Finance

7.

Long-Run Seasoned Equity Offering Returns: Data Snooping, Model Misspecification, or Mispricing? A Costly Arbitrage Approach

Number of pages: 34 Posted: 10 Jul 2002
Jeffrey Pontiff and Michael J. Schill
Boston College - Department of Finance and University of Virginia - Darden School of Business
Downloads 681 (48,390)
Citation 19

Abstract:

Loading...

Seaoned equity offerings, arbitrage costs

8.

The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper, University of Alberta School of Business Research Paper No. 2014-11
Number of pages: 39 Posted: 15 Feb 2009 Last Revised: 08 Dec 2013
Gang Hu, R. David McLean, Jeffrey Pontiff and Qinghai Wang
Hong Kong Polytechnic University - School of Accounting and Finance, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Central Florida - College of Business Administration
Downloads 679 (48,583)
Citation 9

Abstract:

Loading...

mutual funds, portfolio pumping, window dressing, tape painting, institutional investors

9.

Shares Outstanding and Cross-Sectional Returns

Number of pages: 38 Posted: 24 Mar 2005
Jeffrey Pontiff and Artemiza Woodgate
Boston College - Department of Finance and University of Washington - Department of Finance and Business Economics
Downloads 652 (51,198)
Citation 5

Abstract:

Loading...

Market efficiency, return predictability, capital structure

10.

Taking Sides on Return Predictability

Georgetown McDonough School of Business Research Paper No. 3637649
Number of pages: 48 Posted: 20 Jul 2020
R. David McLean, Jeffrey Pontiff and Christopher Reilly
Georgetown University - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads 350 (108,548)
Citation 1

Abstract:

Loading...

Anomalies, Retail investors, Institutional investors, Short sellers, Hedge funds

11.

FLOW

Number of pages: 48 Posted: 02 Aug 2019 Last Revised: 14 Jul 2021
Caitlin D Dannhauser and Jeffrey Pontiff
Villanova University - Department of Finance and Boston College - Department of Finance
Downloads 344 (110,655)
Citation 10

Abstract:

Loading...

Investment Flow, ETFs, Mutual Funds, Passive Investment

12.

Do Cross-Sectional Predictors Contain Systematic Information?

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 45 Posted: 05 Oct 2019 Last Revised: 19 Oct 2021
Joseph Engelberg, R. David McLean, Jeffrey Pontiff and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Utah - Department of Finance
Downloads 296 (130,196)
Citation 4

Abstract:

Loading...

Return predictability, data snooping, statistical bias, market risk premium.

13.

Liquidity Risk?

Number of pages: 34 Posted: 24 Jan 2019 Last Revised: 15 Feb 2019
Jeffrey Pontiff and Rohit Singla
Boston College - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 261 (148,221)
Citation 5

Abstract:

Loading...

Liquidity, Risk, Factor Model, Replication

14.

Investment Taxation and Portfolio Performance

Downloads 236 (163,567)
Citation 10

Investment Taxation and Portfolio Performance

Number of pages: 50 Posted: 18 Mar 2006 Last Revised: 16 Mar 2010
Daniel Bergstresser and Jeffrey Pontiff
Brandeis International Business School and Boston College - Department of Finance
Downloads 128 (278,354)
Citation 4

Abstract:

Loading...

Taxes, Portfolio Style, Investment Performance

Investment Taxation and Portfolio Performance

Number of pages: 41 Posted: 25 Jul 2009 Last Revised: 01 May 2012
Daniel Bergstresser and Jeffrey Pontiff
Brandeis International Business School and Boston College - Department of Finance
Downloads 108 (314,971)
Citation 6

Abstract:

Loading...

taxes, portfolio performance

15.

Market Valuation of Tax-Timing Options: Evidence from Capital Gains Distributions

Boston College Working Paper
Number of pages: 57 Posted: 11 Sep 2003
J.B. Chay, Dosoung Choi and Jeffrey Pontiff
Sungkyunkwan University - School of Business Administration, Seoul National University - College of Business Administration and Boston College - Department of Finance
Downloads 236 (163,567)
Citation 12

Abstract:

Loading...

Capital Gains Taxation, Dividends, Tax-Timing

16.

A Closer Look at the Effects of Equity Market Liberalization in Emerging Markets

Number of pages: 42 Posted: 27 Jun 2013 Last Revised: 10 Aug 2017
R. David McLean, Jeffrey Pontiff, Mengxin Zhao and Mengxin Zhao
Georgetown University - Department of Finance, Boston College - Department of Finance and Securities and Exchange Commission (SEC)Independent
Downloads 226 (170,560)

Abstract:

Loading...

Liberalization, Equity Issuance, Financial Constraints, Capital Raising

17.

Shareholder Nonparticipation in Valuable Rights Offerings

Number of pages: 41 Posted: 11 Nov 2012 Last Revised: 09 Jan 2013
Clifford G. Holderness and Jeffrey Pontiff
Boston College - Department of Finance and Boston College - Department of Finance
Downloads 225 (171,265)
Citation 7

Abstract:

Loading...

rights offering, shareholder heterogeneity, wealth transfers

18.

Hierarchies and the Survival of POWs during WWII

Management Science, Forthcoming
Number of pages: 32 Posted: 24 Feb 2009 Last Revised: 29 Aug 2012
Clifford G. Holderness and Jeffrey Pontiff
Boston College - Department of Finance and Boston College - Department of Finance
Downloads 197 (193,835)

Abstract:

Loading...

Hierarchy, centralization, decentralization, markets

19.

Book-to-Market as a Predictor of Market Returns

Posted: 25 Aug 1998
Jeffrey Pontiff and Lawrence Schall
Boston College - Department of Finance and University of Washington - Department of Finance and Business Economics

Abstract:

Loading...

20.

How are Derivatives Used? Evidence from the Mutual Fund Industry

WFIC 96-27
Posted: 06 May 1998
Jennifer L. Koski and Jeffrey Pontiff
University of Washington - Michael G. Foster School of Business and Boston College - Department of Finance

Abstract:

Loading...

21.

Costly Arbitrage: Evidence from Closed-End Funds

QUARTERLY J. OF ECONOMICS
Posted: 10 Oct 1996
Jeffrey Pontiff
Boston College - Department of Finance

Abstract:

Loading...

22.

Excess Volatility and Closed-End Funds

Downloads 0 (810,595)

Excess Volatility and Closed-End Funds

AMERICAN ECONOMIC REVIEW
Posted: 26 Feb 1997
Jeffrey Pontiff
Boston College - Department of Finance

Abstract:

Loading...

Excess Volatility and Closed-End Funds

Posted: 09 May 1994
Jeffrey Pontiff
Boston College - Department of Finance

Abstract:

Loading...