Sina Ehsani

Saint Xavier University

Assistant Professor

Chicago, IL 60655

United States

SCHOLARLY PAPERS

5

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Top 25,585

in Total Papers Downloads

1,771

CITATIONS

1

Scholarly Papers (5)

Factor Momentum and the Momentum Factor

Number of pages: 53 Posted: 07 Aug 2017 Last Revised: 08 Feb 2019
Sina Ehsani and Juhani T. Linnainmaa
Saint Xavier University and USC Marshall School of Business
Downloads 848 (26,382)

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Anomalies; Autocorrelation; Factors; Momentum

Factor Momentum and the Momentum Factor

NBER Working Paper No. w25551
Number of pages: 54 Posted: 19 Feb 2019
Sina Ehsani and Juhani Linnainmaa
Saint Xavier University and University of Southern California
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2.

Exchange Traded Funds, Liquidity, and Market Volatility

Applied Financial Economics (2013)
Number of pages: 37 Posted: 29 Sep 2012 Last Revised: 13 Jan 2017
Penn State Behrend, Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 609 (41,891)

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Exchange Traded Fund, ETF, Volatility Spillover, Liquidity, Volume

3.

The Cross-Section of Expected Returns in the Secondary Corporate Loan Market

Review of Asset Pricing Studies, Forthcoming
Number of pages: 40 Posted: 15 Feb 2018
Mehdi Beyhaghi and Sina Ehsani
Federal Reserve Banks - Federal Reserve Bank of Richmond and Saint Xavier University
Downloads 141 (200,941)

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Default risk, Expected return, Momentum, Secondary corporate loan market

4.

A Note on Minimum Riskiness Hedge Ratio

Finance Research Letters, Vol. 15, 2015
Number of pages: 11 Posted: 17 Aug 2014 Last Revised: 13 Jan 2017
Sina Ehsani and Donald D. Lien
Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 85 (287,737)
Citation 1

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riskiness, economic index of riskiness, operational measure of riskiness, hedge ratio

Effects of Passive Intensity on Aggregate Price Dynamics

Number of pages: 39 Posted: 17 Aug 2014 Last Revised: 09 Jun 2015
Sina Ehsani and Donald D. Lien
Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 56 (366,169)

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passive investment, price dynamics, comovement, synchronism, systematic volatility, idiosyncratic volatility

Effects of Passive Intensity on Aggregate Price Dynamics

Financial Review, Vol. 50, Issue 3, pp. 363-391, 2015
Number of pages: 29 Posted: 17 Jul 2015
Sina Ehsani and Donald D. Lien
Saint Xavier University and University of Texas at San Antonio - College of Business - Department of Economics
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passive investment, comovement, systematic volatility, idiosyncratic volatility