Roger Loh

Singapore Management University - Lee Kong Chian School of Business

Associate Professor of Finance

Lee Kong Chian School of Business

50 Stamford Rd

Singapore, 178899

Singapore

http://www.mysmu.edu/faculty/rogerloh/

SCHOLARLY PAPERS

9

DOWNLOADS
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CITATIONS
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Top 11,565

in Total Papers Citations

35

Scholarly Papers (9)

1.
Downloads 1,085 ( 14,690)
Citation 21

When are Analyst Recommendation Changes Influential?

Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. 2009-03-007, Dice Center Working Paper No. 2009-7, ECGI - Finance Working Paper No. 251/2009
Number of pages: 51 Posted: 18 May 2009 Last Revised: 14 Nov 2013
Roger Loh and René M. Stulz
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
Downloads 1,023 (15,780)
Citation 21

Abstract:

Paradigm shift, Security Analysts, Stock Recommendations

When are Analyst Recommendation Changes Influential?

NBER Working Paper No. w14971
Number of pages: 43 Posted: 19 May 2009
Roger Loh and René M. Stulz
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
Downloads 62 (292,333)
Citation 21

Abstract:

2.

Have We Solved the Idiosyncratic Volatility Puzzle?

Journal of Financial Economics (JFE), Forthcoming, Charles A. Dice Center Working Paper No. 2012-28, Fisher College of Business Working Paper No. 2012-03-028
Number of pages: 63 Posted: 18 Dec 2012 Last Revised: 02 Oct 2015
Kewei Hou and Roger Loh
Ohio State University (OSU) - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 958 (6,844)
Citation 1

Abstract:

idiosyncratic volatility, cross-section of stock returns, lottery preferences, market frictions

3.

Investor Inattention and the Underreaction to Stock Recommendations

Financial Management, Forthcoming, Charles A. Dice Center Working Paper No. 2008-2, Fisher College of Business Working Paper No. 2008-03-002
Number of pages: 40 Posted: 05 Mar 2008 Last Revised: 14 Nov 2013
Roger Loh
Singapore Management University - Lee Kong Chian School of Business
Downloads 623 (31,117)
Citation 9

Abstract:

Underreaction, Investor Attention, Security Analysts, Stock Recommendations

4.

Streaks in Earnings Surprises and the Cross-section of Stock Returns

Management Science, Forthcoming
Number of pages: 34 Posted: 16 Feb 2009 Last Revised: 14 Nov 2013
Roger Loh and Mitch Warachka
Singapore Management University - Lee Kong Chian School of Business and University of San Diego
Downloads 469 (42,864)
Citation 1

Abstract:

Trends, Streaks, Gambler's Fallacy, Post-Earnings Announcement Drift

Is Sell-Side Research More Valuable in Bad Times?

Journal of Finance, Forthcoming, Charles A. Dice Center Working Paper No. 2013-19, Fisher College of Business Working Paper No. 2013-03-19
Number of pages: 56 Posted: 18 Dec 2013 Last Revised: 20 Apr 2017
Roger Loh and René M. Stulz
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
Downloads 452 (49,228)

Abstract:

Security Analysts; Stock Recommendations; Earnings Forecasts; Crisis; Recessions; Uncertainty

Is Sell-Side Research More Valuable in Bad Times?

NBER Working Paper No. w19778
Number of pages: 61 Posted: 04 Jan 2014
Roger Loh and René M. Stulz
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
Downloads 15 (478,710)

Abstract:

6.

Hype My Stock: Do Firms Really Want Biased Research?

EFA 2008 Athens Meetings Paper
Number of pages: 40 Posted: 06 Mar 2008 Last Revised: 14 Nov 2013
Roger Loh
Singapore Management University - Lee Kong Chian School of Business
Downloads 134 (161,837)
Citation 1

Abstract:

Conflicts of Interest, Affiliation Bias, Security Analysts, Investment banks, Corporate Governance, Biased Research, Stock Recommendations

7.

Realization Utility and Real Estate

Number of pages: 40 Posted: 14 Oct 2014 Last Revised: 29 Apr 2016
Dong Hong, Roger Loh and Mitch Warachka
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and University of San Diego
Downloads 53 (215,431)

Abstract:

Real Estate, Disposition Effect, Realization Utility

8.

The Quality of Analysts' Earnings Forecasts During the Asian Crisis: Evidence from Singapore

Journal of Business Finance & Accounting, Vol. 30, pp. 749-770, June 2003
Number of pages: 22 Posted: 19 Oct 2003
Roger Loh and G. Mujtaba Mian
Singapore Management University - Lee Kong Chian School of Business and Zayed University
Downloads 22 (424,853)
Citation 2
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Abstract:

9.

Do Accurate Earnings Forecasts Facilitate Superior Investment Recommendations?

Journal of Financial Econmics, Vol. 80, No. 2, pp. 455-483, 2006
Posted: 25 Aug 2004
Roger Loh and G. Mujtaba Mian
Singapore Management University - Lee Kong Chian School of Business and Zayed University

Abstract:

Earnings-based valuation models, earnings forecasts, stock recommendations, security analysts.