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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CITATIONS
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162

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 1,166 (16,944)
Citation 15

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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 986 (21,755)
Citation 14

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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 927 (23,810)
Citation 22

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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 893 (25,186)
Citation 36

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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 850 (26,978)
Citation 52

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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 747 (32,269)
Citation 74

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7.

Momentum Trading by Institutions

Downloads 624 ( 41,097)

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 624 (40,517)
Citation 77

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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 577 (45,602)
Citation 33

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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 427 (66,421)
Citation 2

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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 388 (74,472)
Citation 51

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11.

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 372 (78,170)
Citation 1

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High frequency trading, market microstructure, market efficiency

12.

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

Downloads 361 ( 80,980)

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 361 (80,332)
Citation 7

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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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13.

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

Downloads 92 (276,531)

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 84 (295,402)

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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 (612,493)
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14.

Is Idiosyncratic Risk Conditionally Priced?

Downloads 91 (278,460)

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 84 (295,402)

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Incomplete markets, Diversification, Idiosyncratic risk

Is Idiosyncratic Risk Conditionally Priced?

NBER Working Paper No. w22016
Number of pages: 37 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 7 (619,444)

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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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