Stephen Lawrence

The Vanguard Group

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

6

DOWNLOADS

869

SSRN CITATIONS
Rank 39,640

SSRN RANKINGS

Top 39,640

in Total Papers Citations

0

CROSSREF CITATIONS

19

Scholarly Papers (6)

1.

Empirical Evidence on the Existence of Dividend Clienteles

Number of pages: 44 Posted: 20 Jul 2007
Edith S. Hotchkiss and Stephen Lawrence
Boston College - Carroll School of Management and The Vanguard Group
Downloads 521 (70,466)
Citation 24

Abstract:

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Dividend policy, institutional investors, clienteles

2.

Determinants of Institutional Investor Behavior

Number of pages: 75 Posted: 24 Sep 2011
Stephen Lawrence
The Vanguard Group
Downloads 177 (219,795)

Abstract:

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Investor behavior, Portfolio holdings, Institution type

3.

Value at Risk Incorporating Dynamic Portfolio Management

Number of pages: 36 Posted: 24 Sep 2011
Stephen Lawrence
The Vanguard Group
Downloads 109 (320,580)

Abstract:

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Value at Risk, Dynamic trading strategy

4.

Applied Finance and The Third Culture

Number of pages: 31 Posted: 13 Jul 2020 Last Revised: 16 Mar 2021
Sonya Cates, Maria Garrahan and Stephen Lawrence
Roger Williams University, Massachusetts Pension Reserves Investment Management and The Vanguard Group
Downloads 62 (447,188)

Abstract:

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Machine Learning, Econometrics, Applied Finance, Investment Process, Volatility Modeling, GARCH, Elastic Net Blending, Research Culture

5.

A Machine Learning Approach to Research Curation for Investment Process

Journal Of Investment Management (JOIM), Forthcoming
Posted: 09 Jan 2017
The Vanguard Group, Roger Williams University, Independent and State Street Global Exchange

Abstract:

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Machine learning; investment pro- cess; research curation; relevance determination; topic classification; automated categorization

6.

How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

Journal of Portfolio Management, Vol. 38, No. 1, 2011
Posted: 24 Sep 2011
Harvard University Graduate School of Business, The Bank of New York Mellon, The Vanguard Group and Roger Williams University

Abstract:

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Institutional investors, currencies, loss aversion, framing