Jeffrey Pontiff

Boston College - Department of Finance

Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 1,892

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Top 1,892

in Total Papers Downloads

23,740

SSRN CITATIONS
Rank 2,130

SSRN RANKINGS

Top 2,130

in Total Papers Citations

375

CROSSREF CITATIONS

225

Scholarly Papers (22)

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 11,132 (614)
Citation 149

Abstract:

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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 3,461 (4,630)
Citation 45

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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 1,394 (19,794)
Citation 15

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Anomalies, Analysts, Market Efficiency

4.

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 905 (37,067)
Citation 45

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

5.
Downloads 902 ( 37,215)
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 902 (36,689)
Citation 63

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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

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Arbitrage, market efficiency, idiosyncratic risk

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 883 (37,806)
Citation 53

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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

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G12, G14

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 702 (52,226)
Citation 19

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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 697 (52,718)
Citation 9

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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 675 (54,962)
Citation 5

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Market efficiency, return predictability, capital structure

10.

Taking Sides on Return Predictability

Number of pages: 54 Posted: 20 Jul 2020 Last Revised: 22 Feb 2022
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 571 (68,050)
Citation 1

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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 524 (75,725)
Citation 10

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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: 03 May 2022
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 419 (98,782)
Citation 4

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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 316 (135,036)
Citation 5

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Liquidity, Risk, Factor Model, Replication

14.
Downloads 242 (176,887)
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 130 (303,227)
Citation 4

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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 112 (338,101)
Citation 6

Abstract:

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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 239 (179,090)
Citation 12

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Capital Gains Taxation, Dividends, Tax-Timing

16.

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

Review of Corporate Finance Studies, Forthcoming
Number of pages: 46 Posted: 27 Jun 2013 Last Revised: 01 Apr 2022
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 238 (179,836)

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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 231 (185,716)
Citation 7

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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 209 (203,259)

Abstract:

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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

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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

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21.

Costly Arbitrage: Evidence from Closed-End Funds

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

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Excess Volatility and Closed-End Funds

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

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Excess Volatility and Closed-End Funds

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

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