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

16

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6,382

SSRN CITATIONS
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SSRN RANKINGS

Top 22,166

in Total Papers Citations

31

CROSSREF CITATIONS

13

Scholarly Papers (16)

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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 2,152 (8,217)
Citation 13

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Exchange Traded Funds (ETFs), ETF 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 840 (34,416)
Citation 11

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Crowdfunding, Loser's Blessing, Venture Finance, FinTech

3.

Off Target: On the Underperformance of Target-Date Funds

Number of pages: 55 Posted: 23 Nov 2020
David C. Brown and Shaun Davies
University of Arizona - Department of Finance and University of Colorado at Boulder - Leeds School of Business
Downloads 709 (43,545)

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

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 631 (50,744)
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 493 (69,076)

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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 404 (87,638)
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 281 (130,901)
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
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 233 (157,859)
Citation 2

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Transparency, Disclosure, Financial Markets

9.

Individual Traders and the Allocation of Scarce Attention

Downloads 157 (225,136)

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 157 (225,531)

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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

10.

On the Magnification of Small Biases in Decision-Making

Number of pages: 52 Posted: 25 Jun 2019 Last Revised: 06 Jan 2021
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 136 (253,050)

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choice, bias, learning, glass ceiling

11.

Financial Advice and Discretion Limits

Downloads 110 (295,522)

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 110 (297,143)

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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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12.

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

Number of pages: 69 Posted: 06 Nov 2018 Last Revised: 18 Feb 2021
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 82 (356,779)

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Leverage constraints, leverage, closed-end funds

13.

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 60 (422,555)

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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 34 (530,763)

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

15.

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 34 (530,763)

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16.

Index-Linked Trading and Stock Returns

Number of pages: 51 Posted: 26 Apr 2021
Shaun Davies
University of Colorado at Boulder - Leeds School of Business
Downloads 26 (582,036)

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Index investing, price impact, cross section of returns