Reza S. Mahani

Georgia State University - Department of Finance

Assistant Professor in Finance

1237 RCB building

35 Broad street

Atlanta, GA 30303

United States

http://www2.gsu.edu/mahani

SCHOLARLY PAPERS

6

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CITATIONS
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16

Scholarly Papers (6)

1.

Financial Speculators' Underperformance: Learning, Self-Selection, and Provision of Liquidity

AFA 2005 Philadelphia Meetings
Number of pages: 42 Posted: 16 Sep 2005
Reza S. Mahani and Dan Bernhardt
Georgia State University - Department of Finance and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 428 (53,479)
Citation 5

Abstract:

2.

Does Investor Attention Affect Stock Prices?

Number of pages: 37 Posted: 27 Jan 2011 Last Revised: 16 Mar 2011
Xiaodi Li, Reza S. Mahani and Vallapuzha Sandhya
Georgia State University - Department of Finance, Georgia State University - Department of Finance and Financial Engines
Downloads 370 (57,629)

Abstract:

investor attention, stock returns, trade activity, industry effects

3.

Overreaction to Stock Market News and Misevaluation of Stock Prices by Unsophisticated Investors: Evidence from the Option Market

Number of pages: 39 Posted: 07 Jul 2004
Allen M. Poteshman and Reza S. Mahani
University of Illinois at Urbana-Champaign - Department of Finance and Georgia State University - Department of Finance
Downloads 356 (65,302)
Citation 11

Abstract:

overreaction, value versus growth, option market, unsophisticated investors

Market-Wide Price Pressures, Excess Comovement, and a Transient Factor in Stock Returns

AFA 2012 Chicago Meetings Paper
Number of pages: 65 Posted: 18 Mar 2011 Last Revised: 21 Dec 2011
Yuriy Kitsul and Reza S. Mahani
Board of Governors of the Federal Reserve System and Georgia State University - Department of Finance
Downloads 135 (180,204)

Abstract:

Market-wide Price Pressures, Excess Comovement, and a Transient Factor in Stock Returns

Number of pages: 65 Posted: 14 Sep 2009 Last Revised: 26 Jan 2011
Yuriy Kitsul and Reza S. Mahani
Board of Governors of the Federal Reserve System and Georgia State University - Department of Finance
Downloads 39 (374,016)

Abstract:

Adjusting Return Horizon According to Trade Activity with Application to Return Autocorrelation

Number of pages: 39 Posted: 25 Nov 2009 Last Revised: 25 Jul 2011
Vallapuzha Sandhya and Reza S. Mahani
Financial Engines and Georgia State University - Department of Finance
Downloads 106 (216,950)

Abstract:

return predictability, economic time, trade activity

Adjusting Return Horizon According to Trade Activity with Application to Return Autocorrelation

Number of pages: 39 Posted: 17 Mar 2010 Last Revised: 17 Jul 2011
Vallapuzha Sandhya and Reza S. Mahani
Financial Engines and Georgia State University - Department of Finance
Downloads 46 (349,428)

Abstract:

6.

Optimal Demand for Insurance with Consumption Commitments

Asia-Pacific Journal of Risk and Insurance, Forthcoming
Number of pages: 30 Posted: 18 Feb 2012 Last Revised: 01 Apr 2014
Hua Chen and Reza S. Mahani
Temple University - Risk Management & Insurance & Actuarial Science and Georgia State University - Department of Finance
Downloads 50 (301,240)

Abstract:

Insurance Demand, Consumption Commitment, Risk Preferences