Shaun Davies

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 10,715

SSRN RANKINGS

Top 10,715

in Total Papers Downloads

4,556

SSRN CITATIONS
Rank 27,326

SSRN RANKINGS

Top 27,326

in Total Papers Citations

13

CROSSREF CITATIONS

13

Scholarly Papers (14)

1.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 53 Posted: 21 Nov 2016 Last Revised: 20 Nov 2019
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 1,583 (11,207)
Citation 9

Abstract:

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

2.

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 755 (33,738)
Citation 5

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Crowdfunding, Loser's Blessing, Venture Finance, FinTech

3.

Investing for Impact

Number of pages: 62 Posted: 16 May 2014 Last Revised: 30 Dec 2017
Bhagwan Chowdhry, Shaun Davies and Brian Waters
University of California, Los Angeles (UCLA) - Finance Area, University of Colorado at Boulder - Leeds School of Business and University of Colorado, Boulder
Downloads 515 (55,724)

Abstract:

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

4.

Speculation Sentiment

Number of pages: 89 Posted: 02 Nov 2017 Last Revised: 07 Nov 2019
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 391 (77,816)
Citation 1

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

5.

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 371 (82,761)
Citation 4

Abstract:

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

6.

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 243 (130,997)
Citation 5

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Divestment, Exclusionary Investment, Socially Responsible Investment, Executive Compensation

7.

Competition and Transparency in Financial Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 46 Posted: 06 Mar 2011
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 226 (140,627)
Citation 2

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Transparency, Disclosure, Financial Markets

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 148 (205,927)

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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

9.

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 103 (269,834)

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Financial Advice, Delegation, Robo-advisors, FinTech

10.

On the Magnification of Small Biases in Decision-Making

Number of pages: 42 Posted: 25 Jun 2019 Last Revised: 11 Sep 2019
University of Colorado at Boulder - Leeds School of Business, University of Colorado at Boulder - Department of Finance and University of Colorado, Boulder
Downloads 73 (334,038)

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choice, bias, portfolio selection, glass ceiling

11.

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 52 (396,043)

Abstract:

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12.

Investor Demand for Leverage: Evidence from Equity Closed-End Funds and and the Launch of Levered Exchange-Traded Funds

Number of pages: 47 Posted: 06 Nov 2018 Last Revised: 20 Nov 2019
Robert A. Dam, Shaun Davies and S. Katie Moon
University 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 47 (413,518)

Abstract:

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Investor sentiment, leverage, levered closed-end fund, levered exchange-traded fund, non-fundamental demand

13.

Competing for Attention in Financial Markets

NBER Working Paper No. w16085
Number of pages: 47 Posted: 14 Jun 2010 Last Revised: 23 Jun 2010
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 28 (495,559)

Abstract:

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14.

Speculation Sentiment - Executive Summary

Number of pages: 4 Posted: 27 Dec 2019
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 21 (535,610)

Abstract:

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