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

21

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SSRN CITATIONS
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Top 2,867

in Total Papers Citations

160

CROSSREF CITATIONS

220

Scholarly Papers (21)

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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 9,451 (512)
Citation 60

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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 2,975 (3,849)
Citation 27

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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 1,158 (18,012)
Citation 8

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Anomalies, Analysts, Market Efficiency

4.

Costly Arbitrage and the Myth of Idiosyncratic Risk

Downloads 844 ( 28,559)
Citation 48

Costly Arbitrage and the Myth of Idiosyncratic Risk

Number of pages: 35 Posted: 24 Jun 2005
Jeffrey Pontiff
Boston College - Department of Finance
Downloads 844 (28,109)
Citation 48

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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 841 ( 28,732)

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 841 (28,271)
Citation 31

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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 801 (30,734)
Citation 8

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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 656 (40,315)
Citation 18

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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 650 (40,847)
Citation 5

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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 617 (43,774)
Citation 4

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Market efficiency, return predictability, capital structure

10.

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 230 (137,138)
Citation 10

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Capital Gains Taxation, Dividends, Tax-Timing

11.

Investment Taxation and Portfolio Performance

Downloads 216 (145,710)
Citation 6

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 118 (244,455)
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 98 (278,890)
Citation 3

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taxes, portfolio performance

12.

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 207 (151,669)

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Liberalization, Equity Issuance, Financial Constraints, Capital Raising

13.

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 202 (155,174)
Citation 7

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rights offering, shareholder heterogeneity, wealth transfers

14.

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 180 (172,459)

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Hierarchy, centralization, decentralization, markets

15.

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 123 (237,376)

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Investment Flow, ETFs, Mutual Funds, Passive Investment

16.

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 116 (246,446)
Citation 3

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Liquidity, Risk, Factor Model, Replication

17.

Are Cross-Sectional Predictors Good Market-Level Predictors?

American Finance Association Annual Meeting Paper, 2019
Number of pages: 43 Posted: 05 Oct 2019 Last Revised: 29 Oct 2019
Joseph Engelberg, R. David McLean, Jeffrey Pontiff and Matthew 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 103 (269,653)
Citation 4

Abstract:

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return predictability, data snooping, statistical bias, market risk premium

18.

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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19.

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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20.

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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21.

Excess Volatility and Closed-End Funds

Downloads 0 (687,442)

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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