Thomas J. George

University of Houston - Department of Finance

Houston, TX 77204

United States

SCHOLARLY PAPERS

18

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CITATIONS
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Top 16,373

in Total Papers Citations

30

Scholarly Papers (18)

1.

A Resolution of the Distress Risk and Leverage Puzzles in the Cross Section of Stock Returns

Journal of Financial Economics, Vol. 96, pp. 56-79, 2010
Number of pages: 55 Posted: 25 Mar 2008 Last Revised: 06 Jul 2010
Thomas J. George and Chuan-Yang Hwang
University of Houston - Department of Finance and Nanyang Technological University (NTU)
Downloads 969 (22,318)
Citation 68

Abstract:

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2.

Anchoring, the 52-Week High and Post Earnings Announcement Drift

Number of pages: 68 Posted: 07 Feb 2014 Last Revised: 10 Feb 2017
Thomas J. George, Chuan-Yang Hwang and Yuan Li
University of Houston - Department of Finance, Nanyang Technological University (NTU) and University of Cambridge - Judge Business School
Downloads 655 (38,471)
Citation 2

Abstract:

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earnings drift, anchoring, 52-week high, anomalies

3.

The 52-Week High, q Theory and the Cross-Section of Stock Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51 Posted: 24 Sep 2014 Last Revised: 10 Feb 2017
Thomas J. George, Chuan-Yang Hwang and Yuan Li
University of Houston - Department of Finance, Nanyang Technological University (NTU) and University of Cambridge - Judge Business School
Downloads 489 (56,192)
Citation 1

Abstract:

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Anchoring, 52-Week High, Investment, Anomalies, Asset Growth, SEOs

4.

Analyst Coverage and Two Puzzles in the Cross Section of Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 69 Posted: 18 Mar 2011 Last Revised: 04 Feb 2013
Thomas J. George and Chuan-Yang Hwang
University of Houston - Department of Finance and Nanyang Technological University (NTU)
Downloads 326 (90,887)
Citation 4

Abstract:

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Idiosyncratic Volatility, Turnover Volatility, Disagreement, Mispricing

5.

Disclosure Policies of Investment Funds

Quarterly Journal of Finance, Forthcoming
Number of pages: 57 Posted: 09 Aug 2007 Last Revised: 07 Oct 2014
Thomas J. George and Chuan-Yang Hwang
University of Houston - Department of Finance and Nanyang Technological University (NTU)
Downloads 272 (110,566)

Abstract:

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disclosure, mutual funds, hedge funds, dynamic, information

6.

Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers

Forthcoming, Review of Financial Studies
Number of pages: 56 Posted: 08 Sep 2011 Last Revised: 18 Oct 2012
Alex Boulatov and Thomas J. George
HSE Moscow and University of Houston - Department of Finance
Downloads 266 (113,120)
Citation 23

Abstract:

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Informed Trading, Liquidity Provision, Hidden Orders

7.

Analyst Coverage and the Glamour Discount

Number of pages: 30 Posted: 17 Mar 2008 Last Revised: 18 Mar 2009
Chuan-Yang Hwang and Thomas J. George
Nanyang Technological University (NTU) and University of Houston - Department of Finance
Downloads 145 (198,491)

Abstract:

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analyst coverage, glamour discount

8.

Bootstrap Refinements in Tests of Microstructure Frictions

Review of Quantitative Finance and Accounting, Vol. 35, pp. 47-79, 2010
Number of pages: 34 Posted: 10 Mar 2008 Last Revised: 06 Jul 2010
Thomas J. George, Chuan-Yang Hwang and Tavy Ronen
University of Houston - Department of Finance, Nanyang Technological University (NTU) and Rutgers Business School -Newark and New Brunswick, Department of Finance & Economics
Downloads 75 (312,892)

Abstract:

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bootstrap, microstructure, variance ratios

9.

Long-Term Reversals: Overreaction or Taxes?

Journal of Finance, Vol. 62, No. 6, pp. 2865-2896, 2007
Posted: 10 Mar 2008
Chuan-Yang Hwang and Thomas J. George
Nanyang Technological University (NTU) and University of Houston - Department of Finance

Abstract:

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Reversals, overreaction, contrarian

10.

The 52-Week High and Momentum Investing

Journal of Finance, Vol. 59, No. 5, pp. 2145-2176
Posted: 10 Mar 2008
Chuan-Yang Hwang and Thomas J. George
Nanyang Technological University (NTU) and University of Houston - Department of Finance

Abstract:

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52-week high, momentum, return prediction

11.

Endogenous Market Statistics and Security Pricing: An Empirical Investigation

Journal of Financial Markets, Vol. 1, pp. 285-319, 1998
Posted: 09 Mar 2008
Chuan-Yang Hwang and Thomas J. George
Nanyang Technological University (NTU) and University of Houston - Department of Finance

Abstract:

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12.

Pricing Errors at the NYSE Open and Close: Evidence from Internationally Cross-Listed Stocks

Journal of Financial Intermediation, Vol. 5, 1996
Posted: 09 Mar 2008
Margaret M. Forster and Thomas J. George
affiliation not provided to SSRN and University of Houston - Department of Finance

Abstract:

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13.

Trading Hours, Information Flow and International Cross- Listing

International Review of Financial Analysis, Vol. 4, 1995
Posted: 09 Mar 2008
Margaret M. Forster and Thomas J. George
affiliation not provided to SSRN and University of Houston - Department of Finance

Abstract:

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14.

Estimation of the Bid-Ask Spread and its Components: A New Approach

Review of Financial Studies, Vol. 4, pp. 623-656, 1991
Posted: 09 Mar 2008
Gautam Kaul, Thomas J. George and Mahendrarajah Nimalendran
University of Michigan, Stephen M. Ross School of Business, University of Houston - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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bid-ask spread, components, microstructure, adverse-selection

15.

Trading Volume and Transaction Costs in Specialist Markets

Journal of Finance, Vol. 49, No. 4, pp. 1489-1505, September 1994
Posted: 09 Mar 2008
Thomas J. George, Gautam Kaul and Mahendrarajah Nimalendran
University of Houston - Department of Finance, University of Michigan, Stephen M. Ross School of Business and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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16.

Anonymity in Securities Markets

Journal of Financial Intermediation, Vol. 2, No. 2, 1992
Posted: 09 Mar 2008
Margaret M. Forster and Thomas J. George
affiliation not provided to SSRN and University of Houston - Department of Finance

Abstract:

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Anonymity, Trading, Microstructure

17.

Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing

Review of Financial Studies, Vol. 14, pp. 979-1020, 2001
Posted: 13 Sep 2001 Last Revised: 06 Jul 2010
Chuan-Yang Hwang and Thomas J. George
Nanyang Technological University (NTU) and University of Houston - Department of Finance

Abstract:

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18.

Transitory Price Changes and Price-Limit Rules: Evidence from the Tokyo Stock Exchange

Journal of Financial and Quantitative Analysis (JFQA), Vol. 30, No. 2, June 1995
Posted: 10 Oct 1998 Last Revised: 12 Mar 2008
Thomas J. George and Chuan-Yang Hwang
University of Houston - Department of Finance and Nanyang Technological University (NTU)

Abstract:

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