Aaron Burt

University of Oklahoma - Division of Finance

Assistant Professor

Norman, OK 73019

United States

http://sites.google.com/sites/aaronburt

SCHOLARLY PAPERS

7

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Top 25,964

in Total Papers Downloads

3,678

SSRN CITATIONS
Rank 30,729

SSRN RANKINGS

Top 30,729

in Total Papers Citations

34

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

More factors matter and factors matter more than you might think: The role of time variation in factor premia

Number of pages: 75 Posted: 21 Jan 2022 Last Revised: 27 Mar 2024
W.P. Carey School of Business, University of Oklahoma - Division of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1,152 (34,731)
Citation 2

Abstract:

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Asset Pricing, Factors, Complexity, Time series variation, Diversity

2.

Where Does the Predictability from Sorting on Returns of Economically Linked Firms Come From?

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 39 Posted: 12 Apr 2014 Last Revised: 26 Feb 2020
Aaron Burt and Christopher M. Hrdlicka
University of Oklahoma - Division of Finance and University of Washington - Michael G. Foster School of Business
Downloads 948 (45,840)
Citation 15

Abstract:

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model missspecification, price discovery, economic links, return predictability, information diffusion, market efficiency, investor inattention, limits to arbitrage, lead-lag effect, networks

3.

How Much Do Directors Influence Firm Value?

Forthcoming in: Review of Financial Studies
Number of pages: 43 Posted: 05 Jun 2015 Last Revised: 11 Jan 2019
University of Oklahoma - Division of Finance, University of Washington - Michael G. Foster School of Business and University of Washington
Downloads 777 (60,183)
Citation 16

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director influence, connected boards, price discovery, economic links, return predictability, information diffusion, market efficiency, investor inattention, limits to arbitrage, lead-lag effect, networks, boards of directors

4.

Factor Returns and Out-of-Sample Alphas: Factor Construction Matters

Number of pages: 35 Posted: 22 Nov 2022
W.P. Carey School of Business, University of Oklahoma - Division of Finance and University of Washington - Michael G. Foster School of Business
Downloads 367 (150,643)

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Asset Pricing, Factors, Data Mining, Replication, Sharpe Ratios, Anomalies

5.

Does a VC’s Commitment Lead to Improved Investment Outcomes? Evidence From Climate Startups

UNSW Business School Research Paper, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2023
Number of pages: 74 Posted: 19 Sep 2022 Last Revised: 15 Feb 2024
University of Oklahoma - Division of Finance, University of Washington, University of Oklahoma and UNSW Business School
Downloads 293 (191,767)
Citation 1

Abstract:

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Venture Capital, Private Equity, Impact Investing, Climate, Political, Performance

6.

Information Networks and Market Segmentation

Number of pages: 47 Posted: 22 Aug 2018 Last Revised: 18 Sep 2019
Aaron Burt
University of Oklahoma - Division of Finance
Downloads 85 (537,113)

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information networks, market efficiency, segmentation, home bias, comovement, media

7.

Untying the Knot: Disentangling Cash Flow and Voting Rights for Better Price Informativeness

Number of pages: 37 Posted: 30 Nov 2023 Last Revised: 01 Feb 2024
University of Oklahoma - Division of Finance, Boston College - Carroll School of Management and University of Washington - Michael G. Foster School of Business
Downloads 56 (677,469)

Abstract:

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price informativeness, voting premium, control rights, ownership structure