Esad Smajlbegovic

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Assistant Professor

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

4

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1,964

CITATIONS
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Top 29,869

in Total Papers Citations

13

Scholarly Papers (4)

1.

Dissecting Short-Sale Performance: Evidence from Large Position Disclosures

Number of pages: 68 Posted: 17 Jul 2015 Last Revised: 18 Aug 2017
Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 600 (43,305)
Citation 3

Abstract:

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Short-sale performance, Anomalies, Hedge funds, Fund attributes

2.

Regional Economic Activity and Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 80 Posted: 02 Nov 2013 Last Revised: 16 Feb 2018
Esad Smajlbegovic
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 552 (48,228)
Citation 2

Abstract:

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Regional Economic Activity, Stock Returns, Cashflows, Mispricing, Limits to Arbitrage

3.
Downloads 426 ( 66,592)
Citation 3

Who Trades on Momentum?

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 02 Nov 2014 Last Revised: 30 Aug 2018
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 287 (103,889)
Citation 6

Abstract:

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momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors

Who Trades on Momentum?

Bundesbank Discussion Paper No. 42/2014
Number of pages: 56 Posted: 21 Jun 2016
Markus Baltzer, Stephan Jank and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 139 (205,982)

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momentum anomaly, momentum crash, investor behavior, institutional investors, individual investors

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Number of pages: 64 Posted: 10 Jul 2016 Last Revised: 22 May 2019
Stephan Jank, Christoph Roling and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 183 (162,623)
Citation 2

Abstract:

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short selling, transparency, investor behavior, stock market efficiency

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Bundesbank Discussion Paper No. 25/2016
Number of pages: 60 Posted: 14 Jul 2016
Stephan Jank, Christoph Roling and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 125 (224,153)

Abstract:

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short selling, transparency, investor behavior, stock market efficiency

Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 62 Posted: 25 May 2016 Last Revised: 09 Feb 2017
Stephan Jank, Christoph Roling and Esad Smajlbegovic
Deutsche Bundesbank, Deutsche Bundesbank and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 78 (308,909)
Citation 3

Abstract:

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short selling, transparency, investor behavior, stock market efficiency