Joel Peress

INSEAD - Finance

Assistant Professor of Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 8,120

SSRN RANKINGS

Top 8,120

in Total Papers Downloads

7,520

SSRN CITATIONS
Rank 2,648

SSRN RANKINGS

Top 2,648

in Total Papers Citations

359

CROSSREF CITATIONS

142

Scholarly Papers (19)

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 3,588 (3,908)
Citation 96

Abstract:

Loading...

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 645 (53,614)
Citation 5

Abstract:

Loading...

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 511 (71,917)
Citation 2

Abstract:

Loading...

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 464 (80,831)
Citation 18

Abstract:

Loading...

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 452 (83,436)
Citation 52

Abstract:

Loading...

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 411 (93,182)
Citation 20

Abstract:

Loading...

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 212 (186,099)
Citation 3

Abstract:

Loading...

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 69 (427,576)
Citation 2

Abstract:

Loading...

Information diffusion, Media, Market efficiency

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

Number of pages: 59 Posted: 17 Sep 2013
Joel Peress
INSEAD - Finance
Downloads 0
Citation 48
  • Add to Cart

Abstract:

Loading...

informational diffusion, market efficiency, media

8.

The Breadth of Ownership and the Production of Information

Number of pages: 43 Posted: 01 Aug 2003
Joel Peress
INSEAD - Finance
Downloads 209 (188,861)

Abstract:

Loading...

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

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 206 (191,430)

Abstract:

Loading...

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

10.
Downloads 167 (230,289)
Citation 4

Learning from Stock Prices and Economic Growth

Number of pages: 59 Posted: 22 Mar 2010
Joel Peress
INSEAD - Finance
Downloads 90 (365,310)

Abstract:

Loading...

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 74 (411,123)

Abstract:

Loading...

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

Learning from Stock Prices and Economic Growth

Number of pages: 59 Posted: 16 Sep 2011
Joel Peress
INSEAD - Finance
Downloads 3 (824,492)
Citation 1
  • Add to Cart

Abstract:

Loading...

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 132 (279,532)
Citation 18

Abstract:

Loading...

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 (703,716)
Citation 2
  • Add to Cart

Abstract:

Loading...

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

How Does the Speed of Capital Flows Affect Factor Momentum, Reversal and Volatility?

Number of pages: 85 Posted: 01 Oct 2020 Last Revised: 19 Apr 2021
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 138 (270,177)
Citation 2

Abstract:

Loading...

pricing anomalies; market efficiency; return autocorrelation; factor momentum; excess volatility; mutual funds; hedge funds; slow-moving capital; frictions; limits to arbitrage; spectral analysis.

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

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 (849,034)
  • Add to Cart

Abstract:

Loading...

Hedge Funds, Limits to Arbitrage, Market Efficiency, Mutual funds, pricing anomalies, return persistence and cyclicality/seasonality, Slow-moving capital, Spectral analysis, transaction costs

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 127 (287,815)
Citation 2

Abstract:

Loading...

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

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

Number of pages: 73 Posted: 17 Nov 2017
Jim Goldman and Joel Peress
University of Toronto and INSEAD - Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

capital allocation, Financial Development, growth, Innovation, learning, technological progress

14.

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 118 (302,470)
Citation 3

Abstract:

Loading...

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 52 (492,172)

Abstract:

Loading...

(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

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
  • Add to Cart

Abstract:

Loading...

16.

Network Centrality and Managerial Market Timing Ability

Number of pages: 95 Posted: 12 Sep 2020
INSEAD, INSEAD - Finance, INSEAD - Finance and affiliation not provided to SSRN
Downloads 1 (811,960)
  • Add to Cart

Abstract:

Loading...

Buybacks, insider trading, Market Efficiency, market timing, Network centrality

17.

Noise Traders Incarnate: Describing a Realistic Noise Trading Process

Number of pages: 73 Posted: 17 Nov 2017
Joel Peress and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 0 (829,549)
  • Add to Cart

Abstract:

Loading...

18.

Information and the Breadth of Ownership

Posted: 16 Mar 2002
Joel Peress
INSEAD - Finance

Abstract:

Loading...

investor base, information, volatility, entry cost

19.

Wealth, Information Acquisition and Portfolio Choice

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

Abstract:

Loading...

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