Jeffrey Pontiff

Boston College - Department of Finance

Carroll School of Management

140 Commonwealth Avenue

Chestnut Hill, MA 02467-3808

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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13,887

CITATIONS
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Top 1,991

in Total Papers Citations

280

Scholarly Papers (17)

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 Financeaffiliation not provided to SSRN and Boston College - Department of Finance
Downloads 5,956 (484)
Citation 11

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: 03 Jun 2016
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Financeaffiliation not provided to SSRN and Boston College - Department of Finance
Downloads 1,327 (10,290)
Citation 1

Abstract:

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

3.
Downloads 786 ( 22,921)
Citation 76

Costly Arbitrage and the Myth of Idiosyncratic Risk

Number of pages: 35 Posted: 24 Jun 2005
Jeffrey Pontiff
Boston College - Department of Finance
Downloads 786 (22,525)
Citation 76

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

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 766 (23,399)
Citation 69

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 Financeaffiliation not provided to SSRN, Boston College - Department of Finance and University of Alberta - School of Business
Downloads 724 (24,342)
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 (32,523)
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 (35,255)
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 Financeaffiliation not provided to SSRN, Boston College - Department of Finance and University of Central Florida - College of Business Administration
Downloads 536 (34,391)

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 (106,839)
Citation 13

Abstract:

Capital Gains Taxation, Dividends, Tax-Timing

10.
Downloads 184 (128,536)
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 102 (208,341)
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 82 (240,704)
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 (153,040)

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 (148,806)
Citation 1

Abstract:

rights offering, shareholder heterogeneity, wealth transfers

13.

Equity Market Liberalization in Emerging Markets: A Contrarian View

Number of pages: 42 Posted: 27 Jun 2013 Last Revised: 04 May 2016
R. David McLean, Jeffrey Pontiff and Mengxin Zhao
Georgetown University - Department of Financeaffiliation not provided to SSRN, Boston College - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 87 (188,685)

Abstract:

Liberalization, Equity Issuance, Financial Constraints, Capital Raising

14.

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:

15.

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:

16.

Costly Arbitrage: Evidence from Closed-End Funds

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

Abstract:

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: