Mamdouh Medhat

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

http://https://sites.google.com/site/mamdouhmedhatresearch/home

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 13,613

SSRN RANKINGS

Top 13,613

in Total Papers Downloads

4,672

SSRN CITATIONS

1

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.
Downloads 2,378 ( 7,596)
Citation 3

Short-term Momentum

The Review of Financial Studies, 2021
Number of pages: 68 Posted: 17 Apr 2018 Last Revised: 30 Jun 2021
Mamdouh Medhat and Maik Schmeling
Dimensional Fund Advisors and Goethe University Frankfurt - Department of Finance
Downloads 2,378 (7,463)
Citation 3

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Momentum, Reversal, Trading Volume, Bounded rationality

Short-Term Momentum

Number of pages: 73 Posted: 01 Mar 2021
Mamdouh Medhat and Maik Schmeling
Dimensional Fund Advisors and Goethe University Frankfurt - Department of Finance
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2.

US Inflation and Global Asset Returns

Number of pages: 15 Posted: 13 Jul 2021
Wei Dai and Mamdouh Medhat
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 1,172 (23,043)

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Inflation, Asset Returns, Asset Allocation, Inflation Hedging, Inflation-Indexed Securities

3.

Dissecting Announcement Returns

Number of pages: 87 Posted: 13 Nov 2017 Last Revised: 31 Oct 2018
Mamdouh Medhat and Maik Schmeling
Dimensional Fund Advisors and Goethe University Frankfurt - Department of Finance
Downloads 362 (106,025)
Citation 3

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Announcement premium, resolution of uncertainty, post-earnings announcement drift, PEAD, momentum, disagreement, underreaction, gradual information diffusion

4.
Downloads 280 (139,833)
Citation 1

Cash and Value

Number of pages: 45 Posted: 10 Nov 2015 Last Revised: 20 Nov 2016
Mamdouh Medhat
Dimensional Fund Advisors
Downloads 189 (203,872)

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Cash holdings, value premium, q-theory, factor models

Cash and Value

Number of pages: 45 Posted: 07 Jun 2017
Mamdouh Medhat
Dimensional Fund Advisors
Downloads 91 (357,574)
Citation 1

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Value premium, cash holdings, q-theory, factor models

5.

Uncertainty Avoidance and Mutual Funds

Number of pages: 74 Posted: 16 Jul 2016 Last Revised: 22 Jul 2020
Faculty of Finance, Cass Business School, City University, London, Dimensional Fund Advisors, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 246 (159,344)
Citation 1

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Mutual funds; Culture; Uncertainty Avoidance; Fund flows; Ambiguity; Knightian Uncertainty

6.
Downloads 195 (198,282)

Equity Financing Risk

Number of pages: 55 Posted: 21 Dec 2017 Last Revised: 31 Jan 2019
Mamdouh Medhat and Berardino Palazzo
Dimensional Fund Advisors and Board of Governors of the Federal Reserve System
Downloads 136 (269,404)

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Equity returns, R&D, financing constraints, equity issuances, factor models

Equity Financing Risk

Number of pages: 62 Posted: 12 Jun 2020
Mamdouh Medhat and Berardino Palazzo
Dimensional Fund Advisors and Board of Governors of the Federal Reserve System
Downloads 59 (457,467)

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7.

Cyclicality and Firm-size in Private Firm Defaults

International Journal of Central Banking (Forthcoming)
Number of pages: 40 Posted: 19 Nov 2016
Thais Laerkholm Jensen, David Lando and Mamdouh Medhat
Independent, Copenhagen Business School and Dimensional Fund Advisors
Downloads 39 (535,571)

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Capital charges, SME, Default risk, Macroeconomic cycles