Travis Sapp

Iowa State University - Department of Finance

Associate Professor

3362 Gerdin Business Bldg.

Ames, IA 50011-1350

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 5,654

in Total Papers Downloads

6,304

CITATIONS
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SSRN RANKINGS

Top 5,510

in Total Papers Citations

93

Scholarly Papers (12)

1.

Mutual Fund Flows and Investor Returns: An Empirical Examination of Fund Investor Timing Ability

Journal of Banking and Finance, Vol. 31, pp. 2796-2816, 2007
Number of pages: 36 Posted: 20 Jan 2007 Last Revised: 10 Aug 2009
Geoffrey C. Friesen and Travis Sapp
University of Nebraska at Lincoln - Department of Finance and Iowa State University - Department of Finance
Downloads 1,835 (6,533)
Citation 27

Abstract:

Mutual fund performance, fund cash flows, investor timing, fund clienteles

2.

Shell Games: On the Value of Shell Companies

Journal of Corporate Finance, Vol. 17, pp. 850-867, 2011
Number of pages: 52 Posted: 18 Aug 2009 Last Revised: 20 Sep 2011
Ioannis V. Floros and Travis Sapp
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Downloads 1,069 (13,418)
Citation 4

Abstract:

Shell Company, Reverse Merger, Reverse Takeover, Reverse Acquisition, Alternative Asset, SPACs, PIPEs

3.

The 52-Week High, Momentum, and Predicting Mutual Fund Returns

Review of Quantitative Finance and Accounting, Vol. 37, pp. 149-179, 2011
Number of pages: 49 Posted: 28 Aug 2009 Last Revised: 20 Sep 2011
Travis Sapp
Iowa State University - Department of Finance
Downloads 1,011 (11,995)
Citation 2

Abstract:

Mutual fund selection, stock return momentum, momentum trading, momentum investing, momentum profits, 52-week high, return predictability, smart money effect

4.

Investor Timing and Fund Distribution Channels

Number of pages: 27 Posted: 12 Dec 2007 Last Revised: 17 Feb 2010
University of Mississippi - School of Law, University of Nebraska at Lincoln - Department of Finance and Iowa State University - Department of Finance
Downloads 586 (31,728)
Citation 3

Abstract:

Mutual fund performance, fund cash flows, investor timing, fund share classes

5.

Why Do Firms Issue Private Equity Repeatedly? On the Motives and Information Content of Multiple PIPE Offerings

Journal of Banking and Finance, Forthcoming
Number of pages: 35 Posted: 08 Dec 2009 Last Revised: 18 Aug 2012
Ioannis V. Floros and Travis Sapp
Iowa State University - Department of Finance and Iowa State University - Department of Finance
Downloads 359 (61,378)
Citation 2

Abstract:

Private placements, hedge funds, cash balances, market feedback

6.

Does Stock Return Momentum Explain the 'Smart Money' Effect?

Journal of Finance, Vol. 59, pp. 2605-2622, 2004
Number of pages: 28 Posted: 06 Oct 2003 Last Revised: 10 Aug 2009
Travis Sapp and Ashish Tiwari
Iowa State University - Department of Finance and University of Iowa
Downloads 311 (66,682)
Citation 47

Abstract:

Mutual Fund Cash Flows, Smart Money, Momentum, Performance of fund investors

7.

Estimating Continuous-Time Stochastic Volatility Models of the Short-Term Interest Rate: A Comparison of the Generalized Method of Moments and the Kalman Filter

Review of Quantitative Finance and Accounting, Vol. 33, No. 4, 2009
Number of pages: 43 Posted: 03 Sep 2009
Travis Sapp
Iowa State University - Department of Finance
Downloads 176 (135,644)
Citation 1

Abstract:

Stochastic volatility, short interest rate, generalized method of moments, GMM, Kalman filter, quasi-maximum likelihood

Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?

The Financial Review, Vol. 43, No. 1, pp. 27-49, February 2008
Number of pages: 36 Posted: 11 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and University of Missouri - Columbia
Downloads 107 (215,359)
Citation 5

Abstract:

mutual fund performance, focused fund, security concentration, best ideas

Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?

The Financial Review, Vol. 43, No. 1, pp. 27-49, February 2008
Number of pages: 23 Posted: 08 Feb 2008
Travis Sapp and Xuemin (Sterling) Yan
Iowa State University - Department of Finance and affiliation not provided to SSRN
Downloads 23 (447,523)
Citation 5
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Abstract:

Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?

Financial Review, Vol. 43, Issue 1, pp. 27-49, February 2008
Number of pages: 23 Posted: 29 Jan 2008
Travis Sapp and Xuemin (Sterling) Yan
Iowa State University - Department of Finance and affiliation not provided to SSRN
Downloads 18 (476,547)
Citation 5
  • Add to Cart

Abstract:

9.

Characterizing the Risk of IPO Long-Run Returns: The Impact of Momentum, Liquidity, Skewness, and Investment

Financial Management, Vol. 40, pp. 1067-1086, 2011
Number of pages: 36 Posted: 27 Aug 2009 Last Revised: 03 May 2012
Iowa State University, Iowa State University - College of Business, Iowa State University - Department of Finance and Iowa State University - Department of Finance
Downloads 130 (164,815)
Citation 1

Abstract:

Initial public offering, momentum, liquidity, skewness, investment, new issues puzzle

10.

The Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms

Journal of Financial Research, Vol. 26, pp. 225-242, 2003.
Number of pages: 26 Posted: 01 Dec 2002 Last Revised: 10 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and University of Missouri - Columbia
Downloads 56 (301,097)
Citation 1

Abstract:

11.

Efficient Estimation of Distributional Tail Shape and the Extremal Index With Applications to Risk Management

Journal of Mathematical Finance,Vol. 6, pp. 626-659, 2016
Number of pages: 52 Posted: 16 May 2017
Travis Sapp
Iowa State University - Department of Finance
Downloads 0 (340,154)

Abstract:

12.

Stock Return Momentum and Investor Fund Choices

Journal of Investment Management, Vol. 4, No. 3, Third Quarter 2006
Posted: 03 Oct 2006
Travis Sapp and Ashish Tiwari
Iowa State University - Department of Finance and University of Iowa

Abstract:

Mutual fund selection, stock return momentum, investor behavior