Shaun Davies

University of Colorado at Boulder - Leeds School of Business

Boulder, CO 80309-0419

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 8,871

SSRN RANKINGS

Top 8,871

in Total Papers Downloads

6,382

SSRN CITATIONS
Rank 22,166

SSRN RANKINGS

Top 22,166

in Total Papers Citations

31

CROSSREF CITATIONS

13

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 2,152 (8,217)
Citation 13

Abstract:

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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

Abstract:

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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
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

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
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

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)

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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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)

Abstract:

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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)

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 34 (530,763)

Abstract:

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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
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)

Abstract:

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Index investing, price impact, cross section of returns