Sina Ehsani

Northern Illinois University

Assistant Professor

Chicago, IL 60115

United States

SCHOLARLY PAPERS

8

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Top 17,662

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2,936

SSRN CITATIONS
Rank 42,480

SSRN RANKINGS

Top 42,480

in Total Papers Citations

7

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.
Downloads 1,666 ( 10,767)
Citation 1

Factor Momentum and the Momentum Factor

Number of pages: 76 Posted: 07 Aug 2017 Last Revised: 12 May 2020
Sina Ehsani and Juhani T. Linnainmaa
Northern Illinois University and Dartmouth College - Tuck School of Business
Downloads 1,627 (11,004)
Citation 2

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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 T. Linnainmaa
Northern Illinois University and Dartmouth College - Tuck School of Business
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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, Northern Illinois University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 679 (40,451)
Citation 7

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

3.

Time-Series Efficient Factors

Number of pages: 71 Posted: 01 Apr 2020
Sina Ehsani and Juhani T. Linnainmaa
Northern Illinois University and Dartmouth College - Tuck School of Business
Downloads 177 (183,079)

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Factors, Asset Pricing Models, Anomalies, Momentum

4.

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 Northern Illinois University
Downloads 163 (195,575)
Citation 3

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

5.

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
Northern Illinois University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 90 (303,633)
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
Northern Illinois University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 63 (377,165)

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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
Northern Illinois 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

7.

The Risk in Low-Variance Anomaly

Number of pages: 51 Posted: 13 Nov 2019 Last Revised: 14 Jan 2020
Sina Ehsani
Northern Illinois University
Downloads 59 (384,492)

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Risk Return Trade-off, Volatility Effect, Variance Anomaly, Factor Risk

8.

Calculating Returns in the Secondary Corporate Loan Market

Number of pages: 5 Posted: 16 Jul 2019
Mehdi Beyhaghi and Sina Ehsani
Federal Reserve Banks - Federal Reserve Bank of Richmond and Northern Illinois University
Downloads 39 (457,710)

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loan trading, secondary loan market, loan return