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

  • University of Washington - Michael G. Foster School of Business

  • CESifo

SCHOLARLY PAPERS

30

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34,899

TOTAL CITATIONS
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Top 1,477

in Total Papers Citations

549

Scholarly Papers (30)

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1.

What Segments Equity Markets?

Downloads 2,497 (11,833)
Citation 33

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
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 2,351 (12,797)
Citation 2

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What Segments Equity Markets?

NBER Working Paper No. w14802
Number of pages: 53 Posted: 24 Mar 2009 Last Revised: 12 Dec 2022
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 140 (424,317)

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What Segments Equity Markets?

CEPR Discussion Paper No. DP8142
Number of pages: 60 Posted: 27 Dec 2010
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 (1,283,064)
Citation 31
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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
Chapman University - The George L. Argyros College of Business and Economics and University of Washington - Michael G. Foster School of Business
Downloads 2,391 (12,684)
Citation 70

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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, Chapman University - The George L. Argyros College of Business and Economics and University of Washington - Michael G. Foster School of Business
Downloads 2,377 (12,810)
Citation 62

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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 - Jesse H. Jones Graduate School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads 2,143 (15,140)
Citation 14

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

5.

Do Equity Markets Care About Income Inequality? Evidence from Pay Ratio Disclosure

Journal of Finance, Forthcoming
Number of pages: 80 Posted: 11 Feb 2020 Last Revised: 19 Nov 2021
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 1,898 (18,425)
Citation 43

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Income inequality, pay dispersion, CEO-worker pay ratio, inequality aversion

6.

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
Chapman University - The George L. Argyros College of Business and Economics and University of Washington - Michael G. Foster School of Business
Downloads 1,895 (18,493)
Citation 34

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Savings, Consumption, Behavioral Genetics

7.

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
Chapman University - The George L. Argyros College of Business and Economics, University of Washington - Michael G. Foster School of Business and China Europe International Business School
Downloads 1,706 (21,696)
Citation 44

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Investment behavior, Portfolio choice, Value investing, Growth investing

8.

The European Union, the Euro, and Equity Market Integration

Downloads 1,409 (28,914)
Citation 35

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
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 1,280 (32,722)
Citation 25

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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 Last Revised: 24 Apr 2023
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 129 (453,381)
Citation 10

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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 1,291 (32,884)
Citation 6

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

10.

The Systematic Risk of Idiosyncratic Volatility

Number of pages: 45 Posted: 05 Aug 2011 Last Revised: 13 Apr 2014
Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun
Rice University - Jesse H. Jones Graduate School of Business, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.
Downloads 1,285 (33,106)
Citation 10

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11.

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 1,272 (33,609)
Citation 56

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

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 1,263 (33,954)
Citation 25

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13.

Political Risk Spreads

Downloads 1,257 (34,159)
Citation 12

Political Risk Spreads

Columbia Business School Research Paper No. 13-91
Number of pages: 51 Posted: 30 Nov 2013 Last Revised: 06 Aug 2014
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 1,160 (37,756)
Citation 3

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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 Last Revised: 26 Jul 2023
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 97 (562,291)
Citation 9

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14.

Global Growth Opportunities and Market Integration

Downloads 1,210 (36,077)
Citation 14

Global Growth Opportunities and Market Integration

EFA 2004 Maastricht Meetings Paper No. 1697
Number of pages: 56 Posted: 01 Jul 2004
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 1,086 (41,608)
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: 14 Jul 2022
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 124 (467,852)
Citation 11

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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
Thomas Gilbert, Christopher M. Hrdlicka, Jonathan Kalodimos and Stephan Siegel
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 1,110 (40,994)
Citation 7

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

16.

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
Jefferson Duarte, Katie Kong, Lance A. Young and Stephan Siegel
Rice University - Jesse H. Jones Graduate School of Business, 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 1,103 (41,369)
Citation 4

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Sarbanes-Oxley, international listings, regulation

17.

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
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 1,039 (45,175)
Citation 17

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

18.

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
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia University - Columbia Business School, Finance, 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 892 (55,644)
Citation 3

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

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 869 (57,662)
Citation 6

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

20.

Personal Communication in an Automated World: Evidence from Loan Repayments

Downloads 808 (63,668)
Citation 5

Personal Communication in an Automated World: Evidence from Loan Repayments

Journal of Finance, forthcoming, SAFE Working Paper No. 428
Number of pages: 72 Posted: 16 Apr 2018 Last Revised: 02 Oct 2024
Christine Laudenbach and Stephan Siegel
SAFE and Goethe University and University of Washington - Michael G. Foster School of Business
Downloads 687 (77,535)
Citation 3

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Personal Communication, Consumer Finance, Loan Repayment, Promise Keeping, Social Distance

Personal Communication in an Automated World: Evidence from Loan Repayments

CESifo Working Paper No. 7295, Journal of Finance
Number of pages: 79 Posted: 21 Feb 2019
Christine Laudenbach, Jenny Pirschel and Stephan Siegel
SAFE and Goethe University, ZEW – Leibniz Centre for European Economic Research and University of Washington - Michael G. Foster School of Business
Downloads 121 (476,936)
Citation 2

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personal communication, consumer finance, loan repayment, promise keeping, social distance

21.

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

Number of pages: 51 Posted: 26 Sep 2019
Andrew L. Detzel, Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun
Baylor University - Hankamer School of Business, Rice University - Jesse H. Jones Graduate School of Business, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.
Downloads 787 (65,983)
Citation 7

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

22.

Political Divide and Partisan Portfolio Disagreement

Number of pages: 77 Posted: 10 Mar 2023 Last Revised: 18 Nov 2024
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 744 (71,017)

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Political preference, political polarization, equity portfolio composition, ESG

23.

The Evolution of P2P Lending

Number of pages: 41 Posted: 21 Jun 2023 Last Revised: 25 Jul 2023
Jefferson Duarte, Stephan Siegel and Lance A. Young
Rice University - Jesse H. Jones Graduate School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads 653 (84,021)

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P2P Lending, Marketplace lending, herding, signaling, discrimination, financial intermediation, fintech

24.

Are CEOs More Likely to Be First-Borns?

Downloads 620 (89,610)
Citation 1

Are CEOs More Likely to Be First-Borns?

Number of pages: 41 Posted: 05 Sep 2017 Last Revised: 21 May 2020
Claudia Custodio and Stephan Siegel
Imperial College London and University of Washington - Michael G. Foster School of Business
Downloads 617 (88,990)
Citation 1

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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
Downloads 3 (1,312,739)
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birth order, CEO, family firm, first born, rearing environment, upbringing

25.

Rethinking the Stock Market Participation Puzzle: A Qualitative Approach

Downloads 594 (94,703)
Citation 1

Rethinking the Stock Market Participation Puzzle: A Qualitative Approach

SAFE Working Paper No. 441
Number of pages: 135 Posted: 09 Oct 2024 Last Revised: 06 Jan 2025
Kamila Duraj, Daniela Grunow, Michael Haliassos, Christine Laudenbach and Stephan Siegel
Leibniz Institute for Financial Research SAFE, Goethe University, Goethe University Frankfurt - Faculty of Economics and Business Administration, SAFE and Goethe University and University of Washington - Michael G. Foster School of Business
Downloads 562 (100,215)
Citation 1

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participation costs, stock market participation, qualitative research, investing, efficient markets

Rethinking the Stock Market Participation Puzzle: A Qualitative Approach

SAFE Working Paper No. 441
Number of pages: 137 Posted: 23 Jan 2025
Kamila Duraj, Daniela Grunow, Michael Haliassos, Christine Laudenbach and Stephan Siegel
Leibniz Institute for Financial Research SAFE, Goethe University, Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University and University of Washington - Michael G. Foster School of Business
Downloads 32 (961,361)

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26.

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
Henrik Cronqvist, Alessandro Previtero, Stephan Siegel and Roderick E. White
Chapman University - The George L. Argyros College of Business and Economics, 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 574 (98,875)
Citation 27

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risk preferences, fetal origins hypothesis, testosterone

27.

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 397 (153,855)
Citation 10

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Asset pricing, durable goods, aggregation

28.

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 - Jesse H. Jones Graduate School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics
Downloads 365 (169,045)
Citation 2

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Discrimination, consumer credit, peer-to-peer lending

29.

Genetics, Homeownership, and Home Location Choice

Downloads 245 (256,616)

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
Chapman University - The George L. Argyros College of Business and Economics, Saint Mary's University, Sobey School of Business and University of Washington - Michael G. Foster School of Business
Downloads 245 (255,088)

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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
Chapman University - The George L. Argyros College of Business and Economics, Saint Mary's University, Sobey School of Business and University of Washington - Michael G. Foster School of Business

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

30.

The Value of Openness

Number of pages: 63 Posted: 05 Jul 2023 Last Revised: 12 Nov 2024
Joshua Della Vedova, Stephan Siegel and Mitch Warachka
The University of San Diego - Knauss School of Business, University of Washington - Michael G. Foster School of Business and Chapman University - The George L. Argyros College of Business and Economics
Downloads 205 (307,019)
Citation 1

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Value Creation, Culture, Openness, First-Mover Advantage