Sunil Wahal

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

  • Arizona State University (ASU) - Finance Department

SCHOLARLY PAPERS

23

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301

Scholarly Papers (23)

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1.

Style Investing, Comovement and Return Predictability

Number of pages: 38 Posted: 28 Aug 2008 Last Revised: 10 Apr 2012
Sunil Wahal and M. Deniz Yavuz
Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management
Downloads 1,152 (16,629)
Citation 4

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comovement, momentum, style investment, behavioral finance, return predictability , reversals

2.

Is Momentum an Echo?

Number of pages: 51 Posted: 01 Oct 2011 Last Revised: 27 Apr 2013
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 975 (21,344)

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Momentum, Market Efficiency, Return Predictability

3.

Competition Among Mutual Funds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 22 Mar 2008 Last Revised: 25 Aug 2011
Sunil Wahal and Yan Albert Wang
Arizona State University (ASU) - Finance Department and Auburn University
Downloads 911 (23,560)
Citation 13

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Mutual funds, Incumbents, Competition

4.

Performance Persistence in Institutional Investment Management

EFA 2006 Zurich Meetings Paper
Number of pages: 46 Posted: 14 Jun 2006
Jeffrey A. Busse, Amit Goyal and Sunil Wahal
Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department
Downloads 886 (24,542)
Citation 40

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5.

Do Institutional Investors Exacerbate Managerial Myopia?

Number of pages: 35 Posted: 26 Jan 1998
John J. McConnell and Sunil Wahal
Purdue University and Arizona State University (ASU) - Finance Department
Downloads 846 (26,224)
Citation 41

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6.

Grandstanding, Certification and the Underpricing of Venture Backed Ipos

Number of pages: 36 Posted: 24 Jul 2002
Peggy M. Lee and Sunil Wahal
Arizona State University (ASU) - Management Department and Arizona State University (ASU) - Finance Department
Downloads 742 (31,477)
Citation 80

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7.

Momentum Trading by Institutions

Downloads 614 ( 40,598)

Momentum Trading by Institutions

Number of pages: 37 Posted: 27 May 1998
S.G. Badrinath and Sunil Wahal
San Diego State University and Arizona State University (ASU) - Finance Department
Downloads 614 (40,007)
Citation 71

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Momentum Trading by Institutions

The Journal of Finance, Vol. 57, pp. 2449-2478, 2002
Posted: 15 Jul 2003
S.G. Badrinath and Sunil Wahal
San Diego State University and Arizona State University (ASU) - Finance Department

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8.

High Frequency Quoting, Trading, and the Efficiency of Prices

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2357122
Number of pages: 49 Posted: 19 Nov 2013 Last Revised: 15 Nov 2014
Jennifer S. Conrad, Sunil Wahal and Jin Xiang
University of North Carolina Kenan-Flagler Business School, Arizona State University (ASU) - Finance Department and Integrated Financial Engineering Inc.
Downloads 552 (46,602)
Citation 2

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High Frequency Trading, Market Microstructure

9.

The Profitability and Investment Premium: Pre-1963 Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 41 Posted: 31 Dec 2016 Last Revised: 25 Mar 2018
Sunil Wahal
Arizona State University (ASU) - Finance Department
Downloads 401 (69,345)

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Profitability, Investment, Value Premium, Factor Models, Asset Pricing

10.

Institutional Trading and Soft Dollars

Number of pages: 32 Posted: 15 Jan 1998
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department
Downloads 385 (72,645)
Citation 48

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11.

Agency Conflicts in Closed-End Funds: The Case of Rights Offerings

Downloads 359 ( 78,838)

Agency Conflicts in Closed-End Funds: The Case of Rights Offerings

Number of pages: 47 Posted: 25 Jan 2002
Ajay Khorana, Sunil Wahal and Marc Zenner
Georgia Institute of Technology - Finance Area, Arizona State University (ASU) - Finance Department and Citigroup, Inc. - Investment Banking Division
Downloads 359 (78,180)
Citation 2

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Agency Conflicts in Closed-End Funds: The Case of Rights Offerings

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 12 Feb 2002
Ajay Khorana, Sunil Wahal and Marc Zenner
Georgia Institute of Technology - Finance Area, Arizona State University (ASU) - Finance Department and Citigroup, Inc. - Investment Banking Division

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12.

The Term Structure of Liquidity Provision

Number of pages: 38 Posted: 11 Sep 2016 Last Revised: 08 Aug 2018
Jennifer S. Conrad and Sunil Wahal
University of North Carolina Kenan-Flagler Business School and Arizona State University (ASU) - Finance Department
Downloads 336 (85,125)

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High frequency trading, market microstructure, market efficiency

13.

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

Downloads 77 (299,741)

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

Number of pages: 39 Posted: 08 May 2018 Last Revised: 24 Dec 2018
George O. Aragon, Rajnish Mehra and Sunil Wahal
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Finance Department
Downloads 69 (322,404)

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VIX futures, volatility risk premium, mean-reversion, momentum

Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets

NBER Working Paper No. w24575
Number of pages: 40 Posted: 07 May 2018
George O. Aragon, Rajnish Mehra and Sunil Wahal
Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - W.P Carey School of Business, Department of Economics and Arizona State University (ASU) - Finance Department
Downloads 8 (593,434)
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14.

The Demand for Diversification in Incomplete Markets

Downloads 76 (302,033)

The Demand for Diversification in Incomplete Markets

Number of pages: 52 Posted: 10 Feb 2016
Rajnish Mehra, Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Downloads 74 (309,902)

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Incomplete markets, Diversification, Idiosyncratic risk

Is Idiosyncratic Risk Quantitatively Significant?

NBER Working Paper No. w22016
Number of pages: 54 Posted: 01 Mar 2016
Rajnish Mehra, Sunil Wahal and Daruo Xie
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics, Arizona State University (ASU) - Finance Department and Australian National University (ANU)
Downloads 2 (637,861)

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15.

The Selection and Termination of Investment Managers By Plan Sponsors

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The Selection and Termination of Investment Managers By Plan Sponsors

Journal of Finance, Forthcoming
Posted: 18 Jun 2007
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department

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Pensions, Asset Management, Plan Sponsors

The Selection and Termination of Investment Managers by Plan Sponsors

EFA 2005 Moscow Meetings Paper
Posted: 02 Mar 2005
Amit Goyal and Sunil Wahal
University of Lausanne and Arizona State University (ASU) - Finance Department

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Pensions, Asset Management, Plan Sponsors

16.

Institutional Trading Costs and Alternative Trading Systems

Forthcoming in Journal of Financial Economics
Posted: 21 Jul 2002
Jennifer S. Conrad, Sunil Wahal and Kevin M. Johnson
University of North Carolina Kenan-Flagler Business School, Arizona State University (ASU) - Finance Department and Aronson+Johnson+Ortiz

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17.

The Trading of Institutional Investors: Theory and Evidence

Journal of Applied Finance, Vol. 12, No. 1, Spring/Summer
Posted: 06 Jun 2002
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department

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18.

Alternative Trading Systems

Posted: 16 Jul 2001
Jennifer S. Conrad, Kevin M. Johnson and Sunil Wahal
University of North Carolina Kenan-Flagler Business School, Aronson+Johnson+Ortiz and Arizona State University (ASU) - Finance Department

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19.

Who Opts Out of State Antitakeover Protection? The Case of Pennsylvania's Sb 1310

Posted: 19 Sep 1999
Sunil Wahal, Kenneth W. Wiles and Marc Zenner
Arizona State University (ASU) - Finance Department, affiliation not provided to SSRN and Citigroup, Inc. - Investment Banking Division

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20.

Public Pension Fund Activism and Firm Performance

Posted: 13 Sep 1999
Sunil Wahal
Arizona State University (ASU) - Finance Department

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21.

Pension Fund Activism and Firm Performance

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1996
Posted: 27 Jun 1998
Sunil Wahal
Arizona State University (ASU) - Finance Department

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22.

Why Do Firms Issue Equity? Right Issues in the Closed-End Funds Industry

Posted: 22 Apr 1998
Ajay Khorana, Sunil Wahal and Marc Zenner
Georgia Institute of Technology - Finance Area, Arizona State University (ASU) - Finance Department and Citigroup, Inc. - Investment Banking Division

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23.

Entry, Exit, Market Makers and the Bid-Ask Spread

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Entry, Exit, Market Makers and the Bid-Ask Spread

REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 3
Posted: 02 Jul 1997
Sunil Wahal
Arizona State University (ASU) - Finance Department

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Entry, Exit, Market Makers and the Bid-Ask Spread

Posted: 26 Jan 1995
Sunil Wahal
Arizona State University (ASU) - Finance Department

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