Sunil Wahal

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

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SCHOLARLY PAPERS

27

DOWNLOADS

11,573

SSRN CITATIONS

240

CROSSREF CITATIONS

47

Ideas:

“ My most recent research includes (a) the incorporation of Value and Profitability in investment strategies, (b) how large institutions (Pensions, Endowments, Foundations and SWFs) choose investment managers in public equity and fixed income. ”

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Scholarly Papers (27)

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Choosing Investment Managers

Swiss Finance Institute Research Paper No. 20-63

Number of pages: 65 Posted: 16 Sep 2020 Last Revised: 27 Apr 2021

Amit Goyal, Sunil Wahal and M. Deniz Yavuz

University of Lausanne, Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management

Downloads 1,314 (17,910)

Citation 1

Abstract:

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 1,235 (19,648)

Citation 4

Abstract:

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 1,027 (25,817)

Citation 18

Abstract:

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 976 (27,798)

Citation 11

Abstract:

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 953 (28,750)

Citation 75

Abstract:

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 878 (32,313)

Citation 14

Abstract:

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 788 (37,484)

Citation 93

Abstract:

Momentum Trading by Institutions

Downloads 660 ( 47,698)

Citation 11

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 660 (47,065)

Citation 11

Abstract:

Momentum Trading by Institutions

Posted: 15 Jul 2003

S.G. Badrinath and Sunil Wahal

San Diego State University and Arizona State University (ASU) - Finance Department

Abstract:

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 625 (51,181)

Citation 15

Abstract:

10.

The Anatomy of Trading Algorithms

Number of pages: 50 Posted: 18 Dec 2019 Last Revised: 21 Jan 2021

Tyler Beason and Sunil Wahal

Arizona State University (ASU) - Finance Department and Arizona State University (ASU) - Finance Department

Downloads 561 (58,701)

Citation 2

Abstract:

11.

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 524 (63,865)

Citation 15

Abstract:

12.

On the Conjoint Nature of Value and Profitability

Number of pages: 14 Posted: 16 Jul 2020

Sunil Wahal and Eduardo Repetto

Arizona State University (ASU) - Finance Department and affiliation not provided to SSRN

Downloads 500 (67,709)

Citation 1

Abstract:

13.

The Term Structure of Liquidity Provision

Number of pages: 45 Posted: 11 Sep 2016 Last Revised: 28 Feb 2019

Jennifer S. Conrad and Sunil Wahal

University of North Carolina Kenan-Flagler Business School and Arizona State University (ASU) - Finance Department

Downloads 484 (70,547)

Citation 7

Abstract:

14.

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 400 (88,495)

Citation 17

Abstract:

15.

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

Downloads 372 ( 96,225)

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 372 (95,435)

Citation 3

Abstract:

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

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

Abstract:

16.

The Joint Distribution of Value and Profitability: International Evidence

Number of pages: 17 Posted: 05 Jan 2021

Sunil Wahal and Eduardo Repetto

Arizona State University (ASU) - Finance Department and affiliation not provided to SSRN

Downloads 155 (227,115)

Abstract:

17.

Is Idiosyncratic Risk Conditionally Priced?

Downloads 105 (304,649)

Is Idiosyncratic Risk Conditionally Priced?

Number of pages: 37 Posted: 10 Feb 2016 Last Revised: 24 Apr 2019

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 94 (330,024)

Abstract:

Is Idiosyncratic Risk Conditionally Priced?

NBER Working Paper No. w22016

Number of pages: 37 Posted: 01 Mar 2016 Last Revised: 27 Feb 2021

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 11 (704,846)

Abstract:

18.

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

Downloads 16 (641,438)

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

NBER Working Paper No. w24575

Number of pages: 40 Posted: 07 May 2018 Last Revised: 24 Feb 2021

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 16 (664,718)

Abstract:

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

Posted: 08 May 2018 Last Revised: 25 Mar 2020

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

Abstract:

19.

The Selection and Termination of Investment Managers By Plan Sponsors

Downloads 0 (715,915)

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

Abstract:

The Selection and Termination of Investment Managers by Plan Sponsors

Posted: 02 Mar 2005

Amit Goyal and Sunil Wahal

University of Lausanne and Arizona State University (ASU) - Finance Department

Abstract:

20.

Institutional Trading Costs and Alternative Trading Systems

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

Abstract:

21.

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

Abstract:

22.

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

Abstract:

23.

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

Abstract:

24.

Public Pension Fund Activism and Firm Performance

Posted: 13 Sep 1999

Sunil Wahal

Arizona State University (ASU) - Finance Department

Abstract:

25.

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

Abstract:

26.

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

Abstract:

27.

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

Downloads 0 (780,131)

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

Abstract:

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

Posted: 26 Jan 1995

Sunil Wahal

Arizona State University (ASU) - Finance Department

Abstract:

Total Downloads: 1,844

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Exchange Traded Funds: Performance and Competition

Number of pages: 28 Posted: 19 Nov 2008

Marko Svetina and Sunil Wahal

University of San Diego and Arizona State University (ASU) - Finance Department

Downloads 1,679

Abstract:

Investing in a Global World

AFA 2012 Chicago Meetings Paper

Number of pages: 48 Posted: 10 Mar 2011 Last Revised: 22 Jun 2011

Jeffrey A. Busse, Amit Goyal and Sunil Wahal

Emory University - Department of Finance, University of Lausanne and Arizona State University (ASU) - Finance Department

Downloads 152 (139,256)

Abstract:

Comovement and Return Predictability

Number of pages: 15 Posted: 22 Aug 2007

Sunil Wahal and M. Deniz Yavuz

Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management

Downloads 6

Abstract:

The Demand for Diversification in Incomplete Markets

Number of pages: 54 Posted: 15 Aug 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 3

Abstract:

Style Investing, Comovement and Return Predictability

Number of pages: 37 Posted: 17 Mar 2008

Sunil Wahal and M. Deniz Yavuz

Arizona State University (ASU) - Finance Department and Purdue University - Krannert School of Management

Downloads 3

Abstract:

An Analysis of Exchange Traded Funds: Performance and Competition

Number of pages: 33 Posted: 20 Mar 2007

Marko Svetina and Sunil Wahal

University of San Diego and Arizona State University (ASU) - Finance Department

Downloads 1

Abstract:

Electronic Markets and Trading Algorithms

Journal of Trading, Forthcoming

Posted: 23 Aug 2011 Last Revised: 08 Mar 2012

Sunil Wahal

Arizona State University (ASU) - Finance Department

Sunil Wahal

Arizona State University (ASU) - Finance Department

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Scholarly Papers (27)

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