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

8

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10,922

SSRN CITATIONS
Rank 23,965

SSRN RANKINGS

Top 23,965

in Total Papers Citations

46

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.
Downloads 6,381 ( 2,312)
Citation 21

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 6,381 (2,285)
Citation 20

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Momentum, Reversal, Trading Volume, Bounded rationality

Short-Term Momentum

CEPR Discussion Paper No. DP15857
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 2,515 (10,841)

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

3.
Downloads 616 (82,051)
Citation 4

Reversals and the Returns to Liquidity Provision

Number of pages: 57 Posted: 27 Jan 2023 Last Revised: 23 May 2024
Wei Dai, Mamdouh Medhat, Robert Novy-Marx and Savina Rizova
Dimensional Fund Advisors, Dimensional Fund Advisors, Simon Business School, University of Rochester and Dimensional Fund Advisors
Downloads 616 (82,469)
Citation 2

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Liquidity, reversals, momentum, volatility, turnover

4.

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 477 (114,644)
Citation 3

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

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 Universit√°rio de Lisboa (ISCTE - IUL) and ESSEC Business School
Downloads 320 (179,835)
Citation 1

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

6.
Downloads 313 (183,998)

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 175 (322,062)

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

Equity Financing Risk

FEDS Working Paper No. 2020-37
Number of pages: 62 Posted: 12 Jun 2020 Last Revised: 24 Jun 2022
Mamdouh Medhat and Berardino Palazzo
Dimensional Fund Advisors and Board of Governors of the Federal Reserve System
Downloads 138 (393,498)

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Equity returns, R&, D, Factor models, equity issuances, Financing constraints

7.

Few and Far Between: Why Pursuing Premiums at the Industry and Country Levels Does Not Add Value

Number of pages: 19 Posted: 24 Mar 2023 Last Revised: 28 Aug 2023
Audrey Dong, Mia Huang and Mamdouh Medhat
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 208 (275,998)

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asset pricing, international financial markets

8.

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 - Department of Finance and Dimensional Fund Advisors
Downloads 92 (526,919)

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Capital charges, SME, Default risk, Macroeconomic cycles