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

14

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SSRN CITATIONS
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Top 27,326

in Total Papers Citations

13

CROSSREF CITATIONS

13

Scholarly Papers (14)

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1.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 53 Posted: 21 Nov 2016 Last Revised: 20 Nov 2019
David C. Brown, Shaun Davies and Matthew Ringgenberg
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

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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)

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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

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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
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 226 (140,627)
Citation 2

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Transparency, Disclosure, Financial Markets

8.

Individual Traders and the Allocation of Scarce Attention

Downloads 148 (205,488)

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
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 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)

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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)

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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
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 28 (495,559)

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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)

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