Joel Peress

INSEAD - Finance

Assistant Professor of Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 8,253

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8,118

SSRN CITATIONS
Rank 2,614

SSRN RANKINGS

Top 2,614

in Total Papers Citations

360

CROSSREF CITATIONS

141

Scholarly Papers (20)

1.

Media Coverage and the Cross-Section of Stock Returns

The Journal of Finance, Vol. 64, No. 5, pp. 2023-2052, 2009, AFA 2009 San Francisco Meetings Paper
Number of pages: 45 Posted: 21 Mar 2007 Last Revised: 08 Nov 2011
Lily H. Fang and Joel Peress
INSEAD - Finance and INSEAD - Finance
Downloads 3,689 (4,209)
Citation 96

Abstract:

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role of media in finance, information, Cross-Section of Stock Returns, alpha

2.

Media Coverage and Investors’ Attention to Earnings Announcements

Number of pages: 51 Posted: 29 Jan 2016
Joel Peress
INSEAD - Finance
Downloads 710 (52,216)
Citation 5

Abstract:

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attention, media, post-earnings announcement drift

3.

Does Your Fund Manager Trade on the News? Media Coverage, Mutual Fund Trading and Performance

Number of pages: 33 Posted: 18 Mar 2009
Lily H. Fang, Joel Peress and Lu Zheng
INSEAD - Finance, INSEAD - Finance and Tsinghua University
Downloads 519 (77,784)
Citation 2

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Mutual Funds, Media Coverage, Attention, Performance Evaluation

4.

Glued to the TV: Distracted Noise Traders and Stock Market Liquidity

Journal of Finance, Forthcoming, INSEAD Working Paper No. 2016/54/FIN
Number of pages: 117 Posted: 26 Jul 2016 Last Revised: 16 Aug 2019
Joel Peress and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 482 (85,078)
Citation 18

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5.

Product Market Competition, Insider Trading and Stock Market Efficiency

Number of pages: 53 Posted: 17 Mar 2007 Last Revised: 16 Oct 2008
Joel Peress
INSEAD - Finance
Downloads 464 (89,117)
Citation 52

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Product market competition, efficiency, stock market, asymmetric information, insider trading

6.

Does Media Coverage of Stocks Affect Mutual Funds’ Trading and Performance?

Forthcoming in Review of Financial Studies
Number of pages: 42 Posted: 18 Mar 2010 Last Revised: 25 Sep 2014
Lily H. Fang, Joel Peress and Lu Zheng
INSEAD - Finance, INSEAD - Finance and University of California, Irvine - Paul Merage School of Business
Downloads 446 (93,268)
Citation 20

Abstract:

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mutual fund, performance, stock, media coverage, limited attention, investor behavior

The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes

Journal of Finance, Forthcoming, INSEAD Working Paper No. 2012/36/FIN
Number of pages: 56 Posted: 21 Mar 2012 Last Revised: 25 Jun 2013
Joel Peress
INSEAD - Finance
Downloads 214 (201,512)
Citation 3

Abstract:

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Information diffusion, Media, Attention, Market Efficiency

The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes

Number of pages: 54 Posted: 12 Mar 2012 Last Revised: 15 Mar 2012
Joel Peress
INSEAD - Finance
Downloads 76 (439,129)
Citation 2

Abstract:

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Information diffusion, Media, Market efficiency

The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes

CEPR Discussion Paper No. DP9653
Number of pages: 59 Posted: 17 Sep 2013
Joel Peress
INSEAD - Finance
Downloads 0
Citation 48
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informational diffusion, market efficiency, media

Fast and Slow Arbitrage: The Predictive Power of Capital Flows for Factor Returns

Number of pages: 104 Posted: 01 Oct 2020 Last Revised: 28 Mar 2022
Xi Dong, Namho Kang and Joel Peress
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University - Department of Finance and INSEAD - Finance
Downloads 234 (184,913)
Citation 2

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factor return predictability; capital flows; anomalies; factor momentum; factor reversal; excess volatility; hedge funds; mutual funds; slow-moving capital; frictions; limits to arbitrage; spectral analysis

Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain

CEPR Discussion Paper No. DP15235
Number of pages: 94 Posted: 12 Sep 2020
Xi Dong, Namho Kang and Joel Peress
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University - Department of Finance and INSEAD - Finance
Downloads 1 (952,777)
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Hedge Funds, Limits to Arbitrage, Market Efficiency, Mutual funds, pricing anomalies, return persistence and cyclicality/seasonality, Slow-moving capital, Spectral analysis, transaction costs

9.

Network Centrality and Managerial Market Timing Ability: Evidence from Open-Market Repurchase Announcements

INSEAD Working Paper No. 2018/29/DSC/FIN
Number of pages: 76 Posted: 01 Jul 2016 Last Revised: 31 Jul 2018
INSEAD, INSEAD - Finance, INSEAD - Finance and INSEAD
Downloads 212 (203,540)

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Share Repurchases, Buybacks, Market Anomalies, Networks, Supply Chain, Limited Attention, Firm Complexity

10.

The Breadth of Ownership and the Production of Information

Number of pages: 43 Posted: 01 Aug 2003
Joel Peress
INSEAD - Finance
Downloads 211 (204,471)

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Breadth of Ownership, investor base expansion, Information, general equilibrium, adr

11.

The Role of Media in Financial Decision-Making

Handbook of Financial Decision Making, Editors Gilles Hilary and David McLean, Forthcoming
Number of pages: 35 Posted: 09 Aug 2022
Kenneth R. Ahern and Joel Peress
University of Southern California - Marshall School of Business and INSEAD - Finance
Downloads 184 (232,158)

Abstract:

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Media, Finance, Attention

12.
Downloads 172 (244,833)
Citation 4

Learning from Stock Prices and Economic Growth

Number of pages: 59 Posted: 22 Mar 2010
Joel Peress
INSEAD - Finance
Downloads 92 (391,114)

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Growth, financial development, stock market, capital allocation, learning, asymmetric information, noisy rational expectations equilibrium

Learning from Stock Prices and Economic Growth

INSEAD Working Paper No. 2011/90/FIN
Number of pages: 60 Posted: 12 Sep 2011
Joel Peress
INSEAD - Finance
Downloads 77 (435,899)

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Growth, Financial Development, Stock Market, Capital Allocation, Learning, Asymmetric Information , Noisy Rational Expectations Equilibrium

Learning from Stock Prices and Economic Growth

CEPR Discussion Paper No. DP8569
Number of pages: 59 Posted: 16 Sep 2011
Joel Peress
INSEAD - Finance
Downloads 3 (920,530)
Citation 1
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asymmetric information, capital allocation, financial development, growth, learning, noisy rational expectations equilibrium, stock market

Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change

Number of pages: 49 Posted: 16 Mar 2006 Last Revised: 17 Mar 2009
Harald Hau, Massimo Massa and Joel Peress
University of Geneva - Geneva Finance Research Institute (GFRI), INSEAD - Finance and INSEAD - Finance
Downloads 134 (300,572)
Citation 18

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Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change

Number of pages: 33 Posted: 13 May 2005
Harald Hau, Massimo Massa and Joel Peress
University of Geneva - Geneva Finance Research Institute (GFRI), INSEAD - Finance and INSEAD - Finance
Downloads 17 (764,540)
Citation 2
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Event study, exchange rates, global equity index funds, limits of arbitrage

Firm R&D and Financial Analysis: How Do They Interact?

INSEAD Working Paper No. 2016/53/FIN
Number of pages: 60 Posted: 25 Jul 2016
Jim Goldman and Joel Peress
University of Toronto and INSEAD - Finance
Downloads 139 (292,084)
Citation 2

Abstract:

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Financial Development, Growth, Technological Progress, Innovation, Capital Allocation, Learning

Firm R&D and Financial Analysis: How Do They Interact?

CEPR Discussion Paper No. DP12433
Number of pages: 73 Posted: 17 Nov 2017
Jim Goldman and Joel Peress
University of Toronto and INSEAD - Finance
Downloads 0
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capital allocation, Financial Development, growth, Innovation, learning, technological progress

15.

The Tradeoff Between Risk Sharing and Information Production in Financial Markets

The Journal of Economic Theory, Vol. 145, No. 1, pp. 124-155, 2009
Number of pages: 37 Posted: 15 Oct 2008 Last Revised: 08 Nov 2011
Joel Peress
INSEAD - Finance
Downloads 121 (322,953)
Citation 3

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Information choice, learning, asymmetric information, risk sharing, shareholder base expansion, non-expected utility, Kreps-Porteus preferences

What Do Interest Rates Reveal About the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets

Number of pages: 51 Posted: 18 Feb 2021
Matthijs Breugem, Adrian Buss and Joel Peress
University of Turin - Collegio Carlo Alberto, Frankfurt School of Finance & Management and INSEAD - Finance
Downloads 92 (391,114)

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(endogenous) interest rates, informational efficiency, capital allocation efficiency, rational expectations, unconventional monetary policy

What Do Interest Rates Reveal About the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets

CEPR Discussion Paper No. DP15766
Number of pages: 54 Posted: 11 Feb 2021
Matthijs Breugem, Adrian Buss and Joel Peress
University of Turin - Collegio Carlo Alberto, Frankfurt School of Finance & Management and INSEAD - Finance
Downloads 0
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17.

Network Centrality and Managerial Market Timing Ability

CEPR Discussion Paper No. DP15240
Number of pages: 95 Posted: 12 Sep 2020
INSEAD, INSEAD - Finance, INSEAD - Finance and affiliation not provided to SSRN
Downloads 1 (911,751)
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Buybacks, insider trading, Market Efficiency, market timing, Network centrality

18.

Noise Traders Incarnate: Describing a Realistic Noise Trading Process

CEPR Discussion Paper No. DP12434
Number of pages: 73 Posted: 17 Nov 2017
Joel Peress and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 0 (927,392)
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19.

Information and the Breadth of Ownership

Posted: 16 Mar 2002
Joel Peress
INSEAD - Finance

Abstract:

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investor base, information, volatility, entry cost

20.

Wealth, Information Acquisition and Portfolio Choice

INSEAD Working Paper
Posted: 11 Feb 2002
Joel Peress
INSEAD - Finance

Abstract:

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asymetric information, risk aversion, portfolio choice, increasing returns, wealth inequalities