Shaun Davies

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

  • University of Colorado at Boulder - Leeds School of Business

SCHOLARLY PAPERS

17

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10,956

TOTAL CITATIONS
Rank 11,582

SSRN RANKINGS

Top 11,582

in Total Papers Citations

98

Scholarly Papers (17)

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1.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 56 Posted: 21 Nov 2016 Last Revised: 17 Apr 2020
David C. Brown, Shaun Davies and Matthew C. Ringgenberg
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 3,148 (8,369)
Citation 56

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Exchange Traded Funds (ETFs), ETF Flows, Non-Fundamental Demand, Return Predictability

2.

Off Target: On the Underperformance of Target-Date Funds *

Number of pages: 72 Posted: 23 Nov 2020 Last Revised: 29 Jul 2024
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 1,833 (19,825)

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Target-Date Funds, TDFs, Exchange-Traded Funds, ETFs, Financial Planning, Benchmarking JEL Classification: G10, G11, G23, G50, G51, G53

3.

Investing for Impact

Number of pages: 62 Posted: 16 May 2014 Last Revised: 30 Dec 2017
Bhagwan Chowdhry, Shaun Davies and Brian Waters
UCLA Anderson, University of Colorado at Boulder - Leeds School of Business and University of Colorado, Boulder
Downloads 1,114 (41,609)
Citation 2

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Impact Investing, Social Impact Bonds, Social Impact Guarantees, SRI, Sustainable Finance

4.

Financing Efficiency of Securities-Based Crowdfunding

Number of pages: 106 Posted: 20 Nov 2015 Last Revised: 20 Aug 2019
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 945 (52,359)
Citation 11

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Crowdfunding, Loser's Blessing, Venture Finance, FinTech

5.

Speculation Sentiment

Number of pages: 90 Posted: 02 Nov 2017 Last Revised: 20 Dec 2020
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 779 (68,117)
Citation 10

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investor sentiment, non-fundamental demand, return predictability, leveraged exchange-traded fund

6.

Moral Hazard in Active Asset Management

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 30 Aug 2014 Last Revised: 19 Nov 2016
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 558 (104,634)
Citation 10

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Active Management, Closet Indexing, Mutual Funds, Performance Fees, Index Funds, ETFs, Moral Hazard

7.

The Unintended Consequences of Divestment

Number of pages: 43 Posted: 21 Aug 2015 Last Revised: 28 Mar 2017
Shaun Davies and Edward Dickersin Van Wesep
University of Colorado at Boulder - Leeds School of Business and University of Colorado at Boulder - Department of Finance
Downloads 464 (130,705)
Citation 7

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Divestment, Exclusionary Investment, Socially Responsible Investment, Executive Compensation

8.

ETF Demand and Stock Returns

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 73 Posted: 26 Apr 2021 Last Revised: 14 Nov 2024
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 394 (158,116)

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cross section of returns, risk premium, Exchange-traded funds, ETFs, index investing

9.

On the Magnification of Small Biases in Hiring

Number of pages: 112 Posted: 25 Jun 2019 Last Revised: 05 Jul 2024
Shaun Davies, Edward Dickersin Van Wesep and Brian Waters
University of Colorado at Boulder - Leeds School of Business, University of Colorado at Boulder - Department of Finance and University of Colorado, Boulder
Downloads 346 (182,585)

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Discrimination, Bias, Learning, Glass Ceiling JEL Classification: D83, D91, J71, G41

10.

Competition and Transparency in Financial Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 46 Posted: 06 Mar 2011
Bruce I. Carlin, Shaun Davies and Andrew Iannaccone
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Colorado at Boulder - Leeds School of Business and University of California, Los Angeles (UCLA)
Downloads 272 (235,491)
Citation 2

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Transparency, Disclosure, Financial Markets

11.

A Review: The Financial Impact for Socially Responsible Investors

Number of pages: 17 Posted: 23 Feb 2023
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 247 (259,537)

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socially responsible investing (SRI), environmental, social, and governance (ESG), impact investing, greenwashing

12.

Investor Demand for Leverage: Evidence from Equity Closed-End Funds

Review of Asset Pricing Studies (RAPS), forthcoming
Number of pages: 85 Posted: 06 Nov 2018 Last Revised: 27 Jul 2023
Robert A. Dam, Robert A. Dam, Shaun Davies and S. Katie Moon
Northwestern University - Kellogg School of ManagementUniversity of Colorado at Boulder - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Colorado at Boulder - Leeds School of Business
Downloads 232 (275,896)

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Leverage constraints, leverage, closed-end funds

13.

Individual Traders and the Allocation of Scarce Attention

Downloads 210 (303,372)

Individual Traders and the Allocation of Scarce Attention

Number of pages: 41 Posted: 07 Mar 2014 Last Revised: 31 Dec 2015
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 210 (302,078)

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Investor Attention, Rational Inattention, Individual Investors

Retail Traders and the Competitive Allocation of Attention

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Posted: 01 Nov 2014 Last Revised: 17 Aug 2015
Shaun Davies
University of Colorado at Boulder - Leeds School of Business

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Investor Attention, Rational Inattention, Retail Trade, Institutional Trade, Investor Coalitions

14.

Financial Advice and Discretion Limits

Downloads 139 (434,719)

Financial Advice and Discretion Limits

Number of pages: 63 Posted: 30 Apr 2014 Last Revised: 07 Jan 2020
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 139 (435,639)

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Financial Advice, Delegation, Robo-advisors, FinTech

Financial Advice and Discretion Limits

Financial Planning Review, Vol. 3, Issue 1, March 2020
Posted: 19 Aug 2020
Shaun Davies
University of Colorado at Boulder - Leeds School of Business

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15.

The Implementation of State Sponsored Retirement Plans

Number of pages: 47 Posted: 05 Apr 2015 Last Revised: 14 Jul 2015
Bruce I. Carlin and Shaun Davies
University of California, Los Angeles (UCLA) - Anderson School of Management and University of Colorado at Boulder - Leeds School of Business
Downloads 109 (524,314)

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16.

Speculation Sentiment - Executive Summary

Number of pages: 4 Posted: 27 Dec 2019
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 97 (569,335)

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Investor Sentiment, Return Predictability, Leveraged Exchange-Traded Fund (ETF)

17.

Competing for Attention in Financial Markets

NBER Working Paper No. w16085
Number of pages: 47 Posted: 14 Jun 2010 Last Revised: 15 Jun 2023
Bruce I. Carlin, Shaun Davies and Andrew Iannaccone
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Colorado at Boulder - Leeds School of Business and University of California, Los Angeles (UCLA)
Downloads 69 (693,666)

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