Joel Peress

INSEAD - Finance

Assistant Professor of Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

20

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Top 8,664

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9,921

SSRN CITATIONS
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SSRN RANKINGS

Top 1,729

in Total Papers Citations

833

CROSSREF CITATIONS

148

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 3,998 (5,034)
Citation 240

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 833 (55,503)
Citation 5

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attention, media, post-earnings announcement drift

3.

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 744 (64,600)

Abstract:

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Media, Finance, Attention

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 588 (87,084)
Citation 70

Abstract:

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5.

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 580 (88,581)
Citation 2

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Mutual Funds, Media Coverage, Attention, Performance Evaluation

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 555 (93,620)
Citation 20

Abstract:

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

7.

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 498 (107,095)
Citation 52

Abstract:

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

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

Number of pages: 114 Posted: 01 Oct 2020 Last Revised: 12 Nov 2023
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 456 (117,497)
Citation 4

Abstract:

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factor return predictability; capital flows; anomalies; factor momentum;excess volatility; hedge funds; mutual funds; slow-moving capital; leverage constraints; limits to arbitrage; out-of-sample and in-sample predictability; 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 (1,178,360)
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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

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 252 (224,632)
Citation 4

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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 112 (454,057)
Citation 2

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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

10.

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 246 (231,153)

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

11.

The Breadth of Ownership and the Production of Information

Number of pages: 43 Posted: 01 Aug 2003
Joel Peress
INSEAD - Finance
Downloads 235 (241,663)

Abstract:

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

12.
Downloads 195 (287,467)
Citation 5

Learning from Stock Prices and Economic Growth

Number of pages: 59 Posted: 22 Mar 2010
Joel Peress
INSEAD - Finance
Downloads 105 (476,326)

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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 87 (540,513)

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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 (1,160,374)
Citation 2
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asymmetric information, capital allocation, financial development, growth, learning, noisy rational expectations equilibrium, stock market

13.
Downloads 169 (326,261)
Citation 3

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 Warwick - Warwick Business School and INSEAD - Finance
Downloads 169 (326,072)
Citation 2

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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 Warwick - Warwick Business School and INSEAD - Finance
Downloads 0
Citation 3
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capital allocation, Financial Development, growth, Innovation, learning, technological progress

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 150 (361,075)
Citation 33

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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 (1,018,622)
Citation 12
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Event study, exchange rates, global equity index funds, limits of arbitrage

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 152 (357,202)

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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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16.

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 139 (383,377)
Citation 3

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

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 (1,130,597)
Citation 2
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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 (1,138,292)
Citation 8
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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