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

DOWNLOADS
Rank 8,336

SSRN RANKINGS

Top 8,336

in Total Papers Downloads

9,068

SSRN CITATIONS
Rank 40,477

SSRN RANKINGS

Top 40,477

in Total Papers Citations

10

CROSSREF CITATIONS

9

Scholarly Papers (8)

1.
Downloads 5,210 ( 2,709)
Citation 7

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 5,210 (2,673)
Citation 3

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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 2,280 (10,563)

Abstract:

Loading...

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

Reversals and the Returns to Liquidity Provision

Number of pages: 64 Posted: 27 Jan 2023
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 434 (107,487)

Abstract:

Loading...

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 425 (111,240)
Citation 3

Abstract:

Loading...

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 Universitário de Lisboa (ISCTE - IUL) and ESSEC Business School
Downloads 271 (181,348)
Citation 1

Abstract:

Loading...

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

6.
Downloads 260 (189,060)

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 162 (292,194)

Abstract:

Loading...

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 98 (429,567)

Abstract:

Loading...

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: 18 Posted: 24 Mar 2023 Last Revised: 25 Apr 2023
Audrey Dong, Mia Huang and Mamdouh Medhat
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 132 (344,334)

Abstract:

Loading...

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 and Dimensional Fund Advisors
Downloads 56 (582,914)

Abstract:

Loading...

Capital charges, SME, Default risk, Macroeconomic cycles