Ryan D. Israelsen

Michigan State University - Department of Finance

315 Eppley Center

East Lansing, MI 48824-1122

United States

SCHOLARLY PAPERS

14

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CITATIONS
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7

Scholarly Papers (14)

How Quickly do Equity Prices Converge to Intrinsic Value?

Number of pages: 19 Posted: 12 Mar 2009
Dennis R. Capozza and Ryan D. Israelsen
Ross School of Business, University of Michigan and Michigan State University - Department of Finance
Downloads 598 (35,594)

Abstract:

Equity prices, momentum, reversion

How Quickly Do Equity Prices Converge to Intrinsic Value?

Journal of Investment Management, 2010
Posted: 14 Nov 2010
Dennis R. Capozza and Ryan D. Israelsen
Ross School of Business, University of Michigan and Michigan State University - Department of Finance

Abstract:

Momentum, Reversion, Equity Returns, Predictability, Intrinsic Value

2.

Does Common Analyst Coverage Explain Excess Comovement?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 04 Apr 2010 Last Revised: 26 Feb 2016
Ryan D. Israelsen
Michigan State University - Department of Finance
Downloads 378 (43,207)
Citation 1

Abstract:

Analyst Coverage, Comovement, Excess Comovement, Information, Learning, S&P500, Social Networks, Stock Returns, Earnings Forecasts, Earnings, Forecasts, Correlation, Style Investors

3.

Credit Ratings and the Cost of Municipal Financing

Review of Financial Studies, forthcoming.
Number of pages: 61 Posted: 01 Aug 2013 Last Revised: 08 Jul 2017
Pennsylvania State University - Department of Finance, Pennsylvania State University - Department of Finance and Michigan State University - Department of Finance
Downloads 329 (34,450)
Citation 1

Abstract:

Credit Ratings, NRSRO, Blind Reliance, Municipal Debt, Information Production, Capital Markets Regulation

4.

Key Human Capital

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 67 Posted: 23 Nov 2011 Last Revised: 03 Sep 2015
Ryan D. Israelsen and Scott E. Yonker
Michigan State University - Department of Finance and Cornell University - Dyson School of Applied Economics and Management
Downloads 257 (49,697)

Abstract:

human capital, risk, key employees, life insurance, innovation, disclosure

5.

Indirect Costs of the JOBS Act: Disclosures, Information Asymmetry, and Post-IPO Liquidity

Kelley School of Business Research Paper No. 2014-34
Number of pages: 50 Posted: 18 Aug 2014 Last Revised: 29 Dec 2016
Sudip Gupta and Ryan D. Israelsen
Fordham University - Finance Area and Michigan State University - Department of Finance
Downloads 214 (48,533)

Abstract:

Disclosure, Information Asymmetry, IPO, JOBS Act, Liquidity, Probability of Informed Trading, Underpricing, Textual Analysis, Topic Models, SEC, Comment Letter

6.

Investment Based Valuation and Managerial Expectations

Number of pages: 77 Posted: 04 Mar 2010 Last Revised: 13 May 2014
Ryan D. Israelsen
Michigan State University - Department of Finance
Downloads 211 (99,863)
Citation 1

Abstract:

Neoclassical, production based asset pricing, investment specific technological change, investment based asset pricing, high-tech bubble, rational, human capital, structures, equipment, adjustment costs, valuation, intangible assets, bubble, asset pricing, sentiment, expectations, nasdaq

7.

Tell It Like It Is: Disclosed Risks and Factor Portfolios

Number of pages: 50 Posted: 04 Oct 2014
Ryan D. Israelsen
Michigan State University - Department of Finance
Downloads 105 (146,993)

Abstract:

Disclosure, Risk, Stock Returns, Topic Models, Textual Analysis

8.

Where the Heart Is: Information Production and the Home Bias

Number of pages: 61 Posted: 03 Nov 2014 Last Revised: 14 Mar 2017
Pennsylvania State University - Department of Finance, Pennsylvania State University - Department of Finance and Michigan State University - Department of Finance
Downloads 96 (104,125)

Abstract:

Credit Ratings, Home Bias, Municipal Debt, Information Production, Capital Markets Regulation

9.

Are Some Clients More Equal than Others? An Analysis of Asset Management Companies’ Execution Costs

Number of pages: 50 Posted: 01 Oct 2013 Last Revised: 31 Aug 2017
Azi Ben-Rephael and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance and Michigan State University - Department of Finance
Downloads 80 (185,993)

Abstract:

conflicts of interest, pension plans, delegated portfolio management, strategic performance allocation, price allocation, favoritism, subsidization

10.

Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts

Real Estate Economics, Vol. 35, No. 4, pp. 541-567, Winter 2007
Number of pages: 27 Posted: 18 Nov 2007
Dennis R. Capozza and Ryan D. Israelsen
Ross School of Business, University of Michigan and Michigan State University - Department of Finance
Downloads 25 (423,313)
Citation 4
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Abstract:

11.

Who Pays Attention to SEC Form 8-K?

Kelley School of Business Research Paper No. 17-24
Number of pages: 56 Posted: 29 Mar 2017 Last Revised: 15 Sep 2017
Azi Ben-Rephael, Zhi Da, Peter D. Easton and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Accountancy and Michigan State University - Department of Finance
Downloads 0 (152,506)

Abstract:

SEC 8-K filings, Investor Attention, Price discovery, Price pressure

12.

Demand for Information and Asset Pricing

NBER Working Paper No. w23274
Number of pages: 41 Posted: 27 Mar 2017
Azi Ben-Rephael, Bruce I. Carlin, Zhi Da and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of California, Los Angeles (UCLA) - Anderson School of Management, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 0 (396,078)
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Abstract:

13.

Public and Private Information: Firm Disclosure, SEC Letters, and the JOBS Act

Georgetown McDonough School of Business Research Paper No. 2891089, Kelley School of Business Research Paper No. 17-4, Gabelli School of Business, Fordham University Research Paper No. 2891089
Number of pages: 70 Posted: 29 Dec 2016 Last Revised: 17 Jun 2017
Sumit Agarwal, Sudip Gupta and Ryan D. Israelsen
Georgetown University - Department of Finance, Fordham University - Finance Area and Michigan State University - Department of Finance
Downloads 0 (138,340)

Abstract:

Mandatory Disclosure, Voluntary Disclosure, SEC, Comment Letters, Information Asymmetry, IPO, JOBS Act, Underpricing, Textual Analysis, Topic Models, Public Information, Private Information, Hard Information, Soft Information

14.

It Depends on Where You Search: Institutional Investor Attention and Under-Reaction to News

Kelley School of Business Research Paper No. 15-82
Number of pages: 56 Posted: 18 Nov 2015 Last Revised: 22 Nov 2016
Azi Ben-Rephael, Zhi Da and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 0 (51,947)

Abstract:

attention, institutional investors, retail investors, earnings announcements, analyst recommendations, news, Bloomberg