Stephan Siegel

University of Washington - Michael G. Foster School of Business

Box 353200

Seattle, WA 98195-3200

United States

http://faculty.washington.edu/ss1110/

CESifo

Poschinger Str. 5

Munich, DE-81679

Germany

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 1,183

SSRN RANKINGS

Top 1,183

in Total Papers Downloads

23,524

SSRN CITATIONS
Rank 1,800

SSRN RANKINGS

Top 1,800

in Total Papers Citations

211

CROSSREF CITATIONS

384

Scholarly Papers (26)

1.
Downloads 2,162 ( 6,630)
Citation 68

What Segments Equity Markets?

Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 2,099 (6,813)
Citation 3

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What Segments Equity Markets?

NBER Working Paper No. w14802
Number of pages: 53 Posted: 24 Mar 2009 Last Revised: 19 Sep 2012
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 57 (384,466)

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What Segments Equity Markets?

CEPR Discussion Paper No. DP8142
Number of pages: 60 Posted: 27 Dec 2010
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 6 (658,214)
Citation 18
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capital controls, earnings yield, financial development, financial openness, globalization, market integration, political risk, quality of institutions, valuation differentials

2.

The Genetics of Investment Biases

Number of pages: 48 Posted: 23 Feb 2012 Last Revised: 21 Aug 2013
Henrik Cronqvist and Stephan Siegel
University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 2,089 (7,017)
Citation 11

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Household finance, behavioral finance, individual investor behavior

3.

Nature or Nurture: What Determines Investor Behavior?

Fourth Singapore International Conference on Finance 2010 Paper
Number of pages: 56 Posted: 02 Sep 2009 Last Revised: 04 Mar 2010
Amir Barnea, Henrik Cronqvist and Stephan Siegel
HEC Montreal, University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1,931 (8,054)
Citation 28

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Portfolio Choice, Investor Heterogeneity, Behavioral Genetics

4.

Trust and Credit

AFA 2010 Atlanta Meetings Paper
Number of pages: 60 Posted: 16 Feb 2009 Last Revised: 04 Aug 2010
Jefferson Duarte, Stephan Siegel and Lance A. Young
Rice University, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads 1,880 (8,412)
Citation 13

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Trust, information asymmetry, consumer credit, peer-to-peer lending

5.

The Origins of Savings Behavior

AFA 2011 Denver Meetings Paper
Number of pages: 54 Posted: 28 Jul 2010 Last Revised: 16 Nov 2013
Henrik Cronqvist and Stephan Siegel
University of Miami - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1,479 (12,399)
Citation 25

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Savings, Consumption, Behavioral Genetics

6.

Value versus Growth Investing: Why Do Different Investors Have Different Styles?

Journal of Financial Economics, Volume 117, Issue 2, August 2015, Pages 333–349
Number of pages: 41 Posted: 07 Nov 2013 Last Revised: 01 Sep 2016
Henrik Cronqvist, Stephan Siegel and Frank Yu
University of Miami - Department of Finance, University of Washington - Michael G. Foster School of Business and China Europe International Business School
Downloads 1,275 (15,671)
Citation 20

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Investment behavior, Portfolio choice, Value investing, Growth investing

The European Union, the Euro, and Equity Market Integration

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 21 Mar 2010 Last Revised: 13 Oct 2012
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1,147 (18,048)
Citation 16

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Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Common currency, Europe crisis

The European Union, the Euro, and Equity Market Integration

NBER Working Paper No. w16583
Number of pages: 50 Posted: 06 Dec 2010
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 26 (520,230)

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8.
Downloads 1,103 ( 19,499)
Citation 83

Global Growth Opportunities and Market Integration

EFA 2004 Maastricht Meetings Paper No. 1697
Number of pages: 56 Posted: 01 Jul 2004
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1,025 (21,305)
Citation 3

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Growth Opportunities, Market Integration, Finance and Growth, Capital Allocation, Capital Account Openness, Financial Liberalization

Global Growth Opportunities and Market Integration

NBER Working Paper No. w10990
Number of pages: 47 Posted: 18 Jan 2005 Last Revised: 19 Sep 2012
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 78 (323,936)
Citation 7

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9.

Effects of Demonetization: Evidence from 28 Slum Neighborhoods in Mumbai

Number of pages: 18 Posted: 12 Jan 2017
Deepa Krishnan and Stephan Siegel
SPJIMR, Mumbai, India and University of Washington - Michael G. Foster School of Business
Downloads 1,090 (19,834)
Citation 5

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India, Demonetization, Income, Expenditure, Savings, Investments, Policy

10.

The Impact of the Sarbanes-Oxley Act on Shareholders and Managers of Foreign Firms

Review of Finance, Forthcoming
Number of pages: 38 Posted: 02 Oct 2007 Last Revised: 24 Feb 2013
Rice University, University of Washington - Department of Finance and Business Economics, University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 1,020 (21,853)
Citation 2

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Sarbanes-Oxley, international listings, regulation

11.

The Systematic Risk of Idiosyncratic Volatility

Number of pages: 45 Posted: 05 Aug 2011 Last Revised: 13 Apr 2014
Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.
Downloads 1,010 (22,199)
Citation 10

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12.

Real Estate and its Role in Household Portfolio Choice

EFA 2003 Annual Conference Paper No. 918, Sauder School of Business Working Paper
Number of pages: 39 Posted: 01 Aug 2003 Last Revised: 23 Oct 2012
Cornelia Kullmann and Stephan Siegel
University of British Columbia - Faculty of Commerce and University of Washington - Michael G. Foster School of Business
Downloads 997 (22,612)
Citation 22

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13.
Downloads 967 ( 23,664)
Citation 19

Political Risk Spreads

Columbia Business School Research Paper No. 13-91
Number of pages: 51 Posted: 30 Nov 2013 Last Revised: 06 Aug 2014
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 930 (24,611)
Citation 1

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Political risk, Country risk, Sovereign spreads, Political risk news, Risk realizations, OPIC, Foreign Direct Investment, FDI, Cost of Capital, Political turmoil, Expropriation risk, ICRG, Coplin-O'Leary

Political Risk Spreads

NBER Working Paper No. w19786
Number of pages: 52 Posted: 04 Jan 2014
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 37 (462,316)
Citation 8

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14.

Corporate Risk Culture

Number of pages: 62 Posted: 17 Oct 2015 Last Revised: 02 Sep 2016
Yihui Pan, Stephan Siegel and Tracy Yue Wang
University of Utah - Department of Finance, University of Washington - Michael G. Foster School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 946 (24,413)
Citation 11

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corporate culture, cultural heritage, risk preference, uncertainty avoidance, corporate investment, CEO selection, directors, executives

15.

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

Review of Asset Pricing Studies, Forthcoming
Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 21 Dec 2013
University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business, Oregon State University - College of Business and University of Washington - Michael G. Foster School of Business
Downloads 793 (31,374)
Citation 4

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Asset pricing models, systematic risk, factor structure, return frequency, information, price discovery, beta measurement

16.

Political Risk and International Valuation

Columbia Business School Research Paper No. 15-83
Number of pages: 54 Posted: 11 Sep 2015 Last Revised: 09 Dec 2015
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 710 (36,462)
Citation 2

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Political risk, sovereign spread, sovereign risk, capital budgeting, international cost of capital, project evaluation

17.

Economic and Financial Integration in Europe

Duke I&E Research Paper No. 2017-09, Columbia Business School Research Paper No. 17-42
Number of pages: 13 Posted: 17 Apr 2017
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 639 (42,033)
Citation 2

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Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Brexit, Common currency, Europe crisis

18.

The Fetal Origins Hypothesis in Finance: Prenatal Environment, the Gender Gap, and Investor Behavior

Number of pages: 62 Posted: 01 May 2014 Last Revised: 28 Oct 2015
University of Miami - Department of Finance, Indiana University - Kelley School of Business - Department of Finance, University of Washington - Michael G. Foster School of Business and University of Western Ontario - Richard Ivey School of Business
Downloads 430 (69,378)
Citation 11

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risk preferences, fetal origins hypothesis, testosterone

19.

The Cultural Origin of CEOs’ Attitudes Towards Uncertainty: Evidence from Corporate Acquisitions

Review of Financial Studies, Forthcoming
Number of pages: 82 Posted: 16 Jun 2017 Last Revised: 28 Sep 2019
Yihui Pan, Stephan Siegel and Tracy Yue Wang
University of Utah - Department of Finance, University of Washington - Michael G. Foster School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 398 (76,093)
Citation 2

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culture, cultural heritage, uncertainty avoidance, uncertainty aversion, Hofstede, CEO, corporate acquisition, social transmission of preference

20.

Consumption-Based Asset Pricing: Durable Goods, Adjustment Costs, and Aggregation

Number of pages: 51 Posted: 13 May 2004 Last Revised: 23 Oct 2012
Stephan Siegel
University of Washington - Michael G. Foster School of Business
Downloads 300 (104,653)
Citation 10

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Asset pricing, durable goods, aggregation

21.

To Lend or Not to Lend: Revealed Attitudes towards Gender, Ethnicity, Weight, and Age in the U.S.

Number of pages: 37 Posted: 30 Jul 2014 Last Revised: 24 Oct 2015
Jefferson Duarte, Stephan Siegel and Lance A. Young
Rice University, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads 292 (107,804)
Citation 1

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Discrimination, consumer credit, peer-to-peer lending

22.
Downloads 263 (120,397)
Citation 2

Are CEOs More Likely to Be First-Borns?

Number of pages: 38 Posted: 05 Sep 2017 Last Revised: 05 Sep 2019
Claudia Custodio and Stephan Siegel
Imperial College London and University of Washington - Michael G. Foster School of Business
Downloads 263 (119,804)
Citation 2

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CEO, first born, birth order, family firm, rearing environment, upbringing

Are CEOS More Likely to Be First-Borns?

CEPR Discussion Paper No. DP12613
Number of pages: 43 Posted: 22 Jan 2018
Claudia Custodio and Stephan Siegel
Imperial College London and University of Washington - Michael G. Foster School of Business
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birth order, CEO, family firm, first born, rearing environment, upbringing

Personal Communication in a Fintech World: Evidence from Loan Payments

Number of pages: 56 Posted: 16 Apr 2018 Last Revised: 07 Oct 2018
Christine Laudenbach, Jenny Pirschel and Stephan Siegel
Goethe University Frankfurt, ZEW – Leibniz Centre for European Economic Research and University of Washington - Michael G. Foster School of Business
Downloads 162 (190,042)

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consumer finance, communication, promise keeping, reminders

Personal Communication in a Fintech World: Evidence from Loan Payments

CESifo Working Paper No. 7295
Number of pages: 58 Posted: 21 Feb 2019
Christine Laudenbach, Jenny Pirschel and Stephan Siegel
Goethe University Frankfurt, ZEW – Leibniz Centre for European Economic Research and University of Washington - Michael G. Foster School of Business
Downloads 37 (462,316)

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Fintech, communication, guilt aversion, prosocial behavior

Genetics, Homeownership, and Home Location Choice

Number of pages: 38 Posted: 29 Jun 2011 Last Revised: 16 May 2012
Henrik Cronqvist, Florian Münkel and Stephan Siegel
University of Miami - Department of Finance, Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and University of Washington - Michael G. Foster School of Business
Downloads 189 (165,795)

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Homeownership, Home location choice, Real estate, Housing, Genetics

Genetics, Homeownership, and Home Location Choice

Journal of Real Estate Finance and Economics, Vol. 48, No. 1, 2014, Forthcoming
Posted: 03 Dec 2013
Henrik Cronqvist, Florian Münkel and Stephan Siegel
University of Miami - Department of Finance, Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and University of Washington - Michael G. Foster School of Business

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Homeownership; Home location choice; Real estate; Housing; Genetics

25.

The Cross-Section of Volatility and Expected Returns: Then and Now

Number of pages: 51 Posted: 26 Sep 2019
University of Denver - Daniels College of Business, Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.
Downloads 138 (218,227)

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Volatility risk, idiosyncratic risk, cross-section of returns, limits to arbitrage

26.

Equity Market Reaction to Pay Dispersion: Evidence from CEO-Worker Pay Ratio Disclosure

Number of pages: 66 Posted: 11 Feb 2020
Yihui Pan, Elena Pikulina, Stephan Siegel and Tracy Yue Wang
University of Utah - Department of Finance, Finance Division, Sauder School of Business, University of British Columbia (UBC), University of Washington - Michael G. Foster School of Business and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 51 (398,595)

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CEO-worker pay ratio, income inequality, pay dispersion, pay disparity, prosocial preferences, corporate social responsibility, ESG, Dodd-Frank Act