Reza S. Mahani

Georgia Tech Finance/Scheller

Visiting Assistant Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

http://scheller.gatech.edu

SCHOLARLY PAPERS

6

DOWNLOADS
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1,749

SSRN CITATIONS
Rank 45,691

SSRN RANKINGS

Top 45,691

in Total Papers Citations

6

CROSSREF CITATIONS

7

Ideas:
“  I have been working on a decision-making framework that combines the rational/logical and behavioral/instinctive aspects. My personal experience indicates very diverse and exciting applications for this new framework.  ”

Scholarly Papers (6)

1.

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 Tech Finance/Scheller and Financial Engines
Downloads 483 (63,740)
Citation 2

Abstract:

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investor attention, stock returns, trade activity, industry effects

2.

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

Number of pages: 42 Posted: 16 Sep 2005
Reza S. Mahani and Dan Bernhardt
Georgia Tech Finance/Scheller and University of Illinois at Urbana-Champaign - Department of Economics
Downloads 452 (69,124)
Citation 1

Abstract:

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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 Tech Finance/Scheller
Downloads 394 (81,376)
Citation 6

Abstract:

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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 Tech Finance/Scheller
Downloads 147 (217,120)
Citation 1

Abstract:

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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 Tech Finance/Scheller
Downloads 44 (452,722)
Citation 1

Abstract:

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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 Tech Finance/Scheller
Downloads 110 (271,527)

Abstract:

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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 Tech Finance/Scheller
Downloads 50 (428,588)

Abstract:

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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
University of Hawaii at Manoa and Georgia Tech Finance/Scheller
Downloads 69 (360,470)

Abstract:

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Insurance Demand, Consumption Commitment, Risk Preferences