SSRN logo
Public User
Advanced Search

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

18

DOWNLOADS
Rank 1,668

SSRN RANKINGS

Top 1,668

in Total Papers Downloads

15,520

CITATIONS
Rank 2,006

SSRN RANKINGS

Top 2,006

in Total Papers Citations

281

Scholarly Papers (18)

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 5,956 (479)
Citation 12

Abstract:

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

2.

Anomalies and News

6th Miami Behavioral Finance Conference
Number of pages: 60 Posted: 17 Jul 2015 Last Revised: 22 Mar 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 1,761 (7,052)
Citation 1

Abstract:

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

3.

Costly Arbitrage and the Myth of Idiosyncratic Risk

Downloads 800 ( 24,190)
Citation 77

Costly Arbitrage and the Myth of Idiosyncratic Risk

Number of pages: 35 Posted: 24 Jun 2005
Jeffrey Pontiff
Boston College - Department of Finance
Downloads 800 (23,800)
Citation 77

Abstract:

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:

Arbitrage, market efficiency, idiosyncratic risk

4.

Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition

Downloads 792 ( 24,531)
Citation 68

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 792 (24,134)
Citation 68

Abstract:

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:

G12, G14

5.

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 724 (25,579)
Citation 75

Abstract:

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

6.

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 594 (33,910)
Citation 16

Abstract:

Seaoned equity offerings, arbitrage costs

7.

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 564 (36,858)
Citation 15

Abstract:

Market efficiency, return predictability, capital structure

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 536 (35,709)

Abstract:

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

9.

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 218 (113,067)
Citation 12

Abstract:

Capital Gains Taxation, Dividends, Tax-Timing

10.

Investment Taxation and Portfolio Performance

Downloads 187 (135,491)
Citation 4

Investment Taxation and Portfolio Performance

Number of pages: 50 Posted: 18 Mar 2006 Last Revised: 16 Mar 2010
Daniel Bergstresser and Jeffrey Pontiff
Harvard Business School and Boston College - Department of Finance
Downloads 103 (221,187)
Citation 4

Abstract:

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
Harvard Business School and Boston College - Department of Finance
Downloads 84 (253,535)
Citation 4

Abstract:

taxes, portfolio performance

11.

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 137 (161,864)

Abstract:

Hierarchy, centralization, decentralization, markets

12.

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 133 (148,575)
Citation 1

Abstract:

rights offering, shareholder heterogeneity, wealth transfers

13.

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 and Mengxin Zhao
Georgetown University - Department of Finance, Boston College - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 87 (171,270)

Abstract:

Liberalization, Equity Issuance, Financial Constraints, Capital Raising

14.

Analysts and Anomalies

Georgetown McDonough School of Business Research Paper No. 2939174
Number of pages: 46 Posted: 23 Mar 2017 Last Revised: 19 Jun 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 0 (45,146)

Abstract:

Anomalies, Analysts, Market Efficiency

15.

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:

16.

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:

17.

Costly Arbitrage: Evidence from Closed-End Funds

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

Abstract:

18.

Excess Volatility and Closed-End Funds

Downloads 0 (565,074)

Excess Volatility and Closed-End Funds

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

Abstract:

Excess Volatility and Closed-End Funds

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

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.666 seconds

Relx Group logo