Joel Peress

INSEAD - Finance

Assistant Professor of Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 6,978

in Total Papers Downloads

5,192

CITATIONS
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Top 3,829

in Total Papers Citations

142

Scholarly Papers (14)

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 2,585 (2,587)
Citation 97

Abstract:

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

2.

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 428 (51,186)
Citation 3

Abstract:

Mutual Funds, Media Coverage, Attention, Performance Evaluation

3.

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 341 (63,480)
Citation 16

Abstract:

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

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 179 (138,287)
Citation 3

Abstract:

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 44 (349,272)
Citation 3

Abstract:

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 3

Abstract:

informational diffusion, market efficiency, media

5.

The Breadth of Ownership and the Production of Information

EFA 2003 Annual Conference Paper No. 261
Number of pages: 43 Posted: 01 Aug 2003
Joel Peress
INSEAD - Finance
Downloads 176 (133,590)

Abstract:

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

Learning from Stock Prices and Economic Growth

Number of pages: 59 Posted: 22 Mar 2010
Joel Peress
INSEAD - Finance
Downloads 78 (260,396)

Abstract:

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 64 (291,798)

Abstract:

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 (550,658)

Abstract:

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

7.

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 132 (107,952)

Abstract:

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

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, INSEAD - Finance and INSEAD - Finance
Downloads 113 (202,748)
Citation 8

Abstract:

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

CEPR Discussion Paper No. 4862
Number of pages: 33 Posted: 13 May 2005
Harald Hau, Massimo Massa and Joel Peress
University of Geneva - Geneva Finance Research Institute, INSEAD - Finance and INSEAD - Finance
Downloads 17 (474,002)
Citation 8

Abstract:

Event study, exchange rates, global equity index funds, limits of arbitrage

9.

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 101 (212,880)
Citation 5

Abstract:

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

10.

Glued to the TV: Distracted Retail Investors and Stock Market Liquidity

INSEAD Working Paper No. 2016/54/FIN
Number of pages: 74 Posted: 26 Jul 2016
Joel Peress and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 0 (288,249)

Abstract:

11.

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 0 (264,176)

Abstract:

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

12.

Media Coverage and Investors’ Attention to Earnings Announcements

Number of pages: 51 Posted: 29 Jan 2016
Joel Peress
INSEAD - Finance
Downloads 0 (182,566)
Citation 10

Abstract:

attention, media, post-earnings announcement drift

13.

Information and the Breadth of Ownership

Posted: 16 Mar 2002
Joel Peress
INSEAD - Finance

Abstract:

investor base, information, volatility, entry cost

14.

Wealth, Information Acquisition and Portfolio Choice

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

Abstract:

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