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Steven G. Sapra

University of Southern California, Department of Economics

3620 South Vermont Ave, KAP 337

Los Angeles, CA 90089

United States

  • University of Southern California, Department of Economics

SCHOLARLY PAPERS

8

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Rank 17,389

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Top 17,389

in Total Papers Downloads

7,002

TOTAL CITATIONS

21

Scholarly Papers (8)

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1.

Neurofinance: Bridging Psychology, Neurology, and Investor Behavior

Number of pages: 36 Posted: 05 Jan 2009 Last Revised: 12 Jan 2009
Steven G. Sapra and Paul J. Zak
University of Southern California, Department of Economics and Claremont Graduate University - Center for Neuroeconomics Studies
Downloads 3,795 (7,275)
Citation 19

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Neuroeconomics, Neurofinance, Psychology, Finance

2.

Long/Short Extensions: How Much is Enough?

Number of pages: 32 Posted: 23 Jul 2007
Roger G Clarke, Harin de Silva, Steven G. Sapra and Steven Thorley
affiliation not provided to SSRN, AJO Vista, University of Southern California, Department of Economics and BYU Marriott School of Business
Downloads 1,391 (35,160)
Citation 1

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Portfolio Management, Short Selling, Portfolio Optimization

3.

The Role of Cross-Sectional Dispersion in Active Portfolio Management

Forthcoming in Investment Management and Financial Innovations
Number of pages: 25 Posted: 12 Sep 2008 Last Revised: 12 Jul 2010
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, University of Southern California, Department of Economics and Washburn University School of Business
Downloads 1,089 (50,311)

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Dispersion, Active Management, Volatility, IC

4.

Evidence of Betting Market Intra-Season Efficiency and Inter-Season Over-Reaction to Unexpected NFL Team Performance 1988-2006

Number of pages: 24 Posted: 25 Sep 2007
Steven G. Sapra
University of Southern California, Department of Economics
Downloads 366 (203,243)
Citation 1

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sports betting, market efficiency, probit, NFL, alpha

5.

All Betas Are Not the Same

Number of pages: 24 Posted: 17 Nov 2025
Steven G. Sapra and Harin de Silva
University of Southern California, Department of Economics and AJO Vista
Downloads 182 (418,025)

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low volatility, asset pricing, portfolio construction, behavioral finance

6.

Stochastic Risk Aversion, Behavioral Over-Reaction, and the Role of Informed Investors

Number of pages: 49 Posted: 22 Jun 2009
Steven G. Sapra
University of Southern California, Department of Economics
Downloads 179 (422,345)

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behavioral finance, risk aversion, asset pricing, overreaction

7.

The Cross-Sectional Dispersion of Stock Returns, Alpha and the Information Ratio

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2010.19.3.113
Posted: 21 May 2019
Larry R. Gorman, Steven G. Sapra and Robert A. Weigand
California Polytechnic State University, University of Southern California, Department of Economics and Washburn University School of Business

Abstract:

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Alpha, Information Ratio, Cross-Sectional Dispersion, Volatility, VIX

8.

Return Dispersion and Active Management

Posted: 05 Nov 2001
Harin de Silva, Steven G. Sapra and Steven Thorley
AJO Vista, University of Southern California, Department of Economics and BYU Marriott School of Business

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