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

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303

CROSSREF CITATIONS

222

Scholarly Papers (22)

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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 10,107 (535)
Citation 120

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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 3,142 (4,070)
Citation 44

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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 1,254 (18,199)
Citation 12

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Anomalies, Analysts, Market Efficiency

4.

Costly Arbitrage and the Myth of Idiosyncratic Risk

Downloads 863 ( 31,486)
Citation 58

Costly Arbitrage and the Myth of Idiosyncratic Risk

Number of pages: 35 Posted: 24 Jun 2005
Jeffrey Pontiff
Boston College - Department of Finance
Downloads 863 (31,023)
Citation 58

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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

5.

Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition

Downloads 860 ( 31,624)

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 860 (31,156)
Citation 45

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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

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 836 (32,856)
Citation 33

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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 669 (44,484)
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 663 (45,023)
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 636 (47,615)
Citation 5

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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 245 (143,888)
Citation 1

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

11.

FLOW

Number of pages: 54 Posted: 02 Aug 2019 Last Revised: 22 Oct 2019
Caitlin D Dannhauser and Jeffrey Pontiff
Villanova University - Department of Finance and Boston College - Department of Finance
Downloads 237 (148,520)
Citation 6

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Investment Flow, ETFs, Mutual Funds, Passive Investment

12.

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 233 (150,937)
Citation 12

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Capital Gains Taxation, Dividends, Tax-Timing

13.

Investment Taxation and Portfolio Performance

Downloads 227 (154,795)
Citation 7

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 123 (262,716)
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 104 (296,600)
Citation 6

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taxes, portfolio performance

14.

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 219 (160,170)

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Liberalization, Equity Issuance, Financial Constraints, Capital Raising

15.

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 214 (163,677)
Citation 7

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rights offering, shareholder heterogeneity, wealth transfers

16.

Do Cross-Sectional Predictors Contain Systematic Information?

American Finance Association Annual Meeting Paper, 2019
Number of pages: 50 Posted: 05 Oct 2019 Last Revised: 27 Oct 2020
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 195 (178,708)
Citation 3

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

17.

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 195 (178,708)
Citation 6

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Liquidity, Risk, Factor Model, Replication

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 190 (182,820)

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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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22.

Excess Volatility and Closed-End Funds

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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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