Shaun Davies

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 8,548

SSRN RANKINGS

Top 8,548

in Total Papers Downloads

7,909

SSRN CITATIONS
Rank 21,885

SSRN RANKINGS

Top 21,885

in Total Papers Citations

33

CROSSREF CITATIONS

12

Scholarly Papers (16)

1.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 56 Posted: 21 Nov 2016 Last Revised: 17 Apr 2020
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 2,542 (7,826)
Citation 14

Abstract:

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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: 69 Posted: 23 Nov 2020 Last Revised: 15 Nov 2021
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 1,111 (28,313)

Abstract:

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Target-Date Fund, Exchange-Traded Fund, Financial Planning

3.

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 880 (39,194)
Citation 11

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Crowdfunding, Loser's Blessing, Venture Finance, FinTech

4.

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 736 (49,831)
Citation 2

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

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 674 (56,044)

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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 454 (91,462)
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 324 (133,722)
Citation 7

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Divestment, Exclusionary Investment, Socially Responsible Investment, Executive Compensation

8.

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 236 (184,121)
Citation 2

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Transparency, Disclosure, Financial Markets

9.

On the Magnification of Small Biases in Decision-Making

Number of pages: 52 Posted: 25 Jun 2019 Last Revised: 06 Jan 2021
University of Colorado at Boulder - Leeds School of Business, University of Colorado at Boulder - Department of Finance and University of Colorado, Boulder
Downloads 209 (206,505)

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choice, bias, learning, glass ceiling

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 174 (242,878)

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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

11.

Index-Linked Trading and Stock Returns

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 26 Apr 2021 Last Revised: 19 Oct 2021
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 166 (255,000)

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Index investing, price impact, cross section of returns

12.

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

Number of pages: 69 Posted: 06 Nov 2018 Last Revised: 18 Feb 2021
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 135 (298,156)

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Leverage constraints, leverage, closed-end funds

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 116 (334,932)

Abstract:

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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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14.

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 71 (451,136)

Abstract:

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15.

Speculation Sentiment - Executive Summary

Number of pages: 4 Posted: 27 Dec 2019
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 43 (566,796)

Abstract:

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

16.

Competing for Attention in Financial Markets

NBER Working Paper No. w16085
Number of pages: 47 Posted: 14 Jun 2010 Last Revised: 15 Jun 2022
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 38 (593,068)

Abstract:

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