Roger Loh

Nanyang Technological University - Nanyang Business School

Associate Professor of Finance

91 Nanyang Ave

Singapore, 639956

Singapore

SCHOLARLY PAPERS

12

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Top 11,032

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9,148

TOTAL CITATIONS
Rank 2,852

SSRN RANKINGS

Top 2,852

in Total Papers Citations

238

Scholarly Papers (12)

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1.

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

Downloads 483 ( 4,514)

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

Fisher College of Business Working Paper No. 2025-03-008, Charles A. Dice Center Working Paper No. 2025-08
Number of pages: 48 Posted: 02 Apr 2025
Kewei Hou, Roger Loh, Lin Peng and Wei Xiong
Ohio State University (OSU) - Department of Finance, Nanyang Technological University - Nanyang Business School, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Princeton University - Department of Economics
Downloads 483 (125,955)

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Attention, Price Momentum, Earnings Momentum, Anomalies, Overreaction, underreaction

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 Nanyang Technological University - Nanyang Business School
Downloads 2,409 (13,063)
Citation 111

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

3.

When are Analyst Recommendation Changes Influential?

Downloads 1,407 (30,211)
Citation 88

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
Nanyang Technological University - Nanyang Business School and Ohio State University (OSU) - Department of Finance
Downloads 1,307 (33,061)
Citation 15

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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 Last Revised: 28 Nov 2022
Roger Loh and René M. Stulz
Nanyang Technological University - Nanyang Business School and Ohio State University (OSU) - Department of Finance
Downloads 100 (579,496)
Citation 73

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4.

Is Sell-Side Research More Valuable in Bad Times?

Downloads 1,061 (45,523)
Citation 24

Is Sell-Side Research More Valuable in Bad Times?

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2013-03-19, Charles A. Dice Center Working Paper No. 2013-19
Number of pages: 57 Posted: 18 Dec 2013 Last Revised: 01 Apr 2018
Roger Loh and René M. Stulz
Nanyang Technological University - Nanyang Business School and Ohio State University (OSU) - Department of Finance
Downloads 1,004 (48,425)
Citation 2

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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 Last Revised: 17 Jul 2023
Roger Loh and René M. Stulz
Nanyang Technological University - Nanyang Business School and Ohio State University (OSU) - Department of Finance
Downloads 57 (805,713)
Citation 22

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5.

Physical Frictions and Digital Banking Adoption

Forthcoming in Management Science
Number of pages: 53 Posted: 20 Feb 2019 Last Revised: 07 Dec 2023
Hyun-Soo Choi and Roger Loh
College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Nanyang Technological University - Nanyang Business School
Downloads 970 (51,670)
Citation 8

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Frictions; Digital Banking; FinTech; Geography; Household Finance; Financial Inclusion

6.

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
Nanyang Technological University - Nanyang Business School and Chapman University - The George L. Argyros College of Business and Economics
Downloads 817 (65,389)
Citation 6

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

7.

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
Nanyang Technological University - Nanyang Business School
Downloads 770 (70,730)
Citation 1

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Underreaction, Investor Attention, Security Analysts, Stock Recommendations

8.

FAANG Stocks

Number of pages: 40 Posted: 11 Oct 2021 Last Revised: 15 Oct 2021
Roger Loh
Nanyang Technological University - Nanyang Business School
Downloads 417 (151,791)

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FANG stocks; FAANG stocks; Extrapolative beliefs; Comovement

9.

The Information Cycle and Return Seasonality

Number of pages: 45 Posted: 17 Dec 2020 Last Revised: 28 Jun 2021
Haoyuan Li and Roger Loh
University of International Business and Economics (UIBE) and Nanyang Technological University - Nanyang Business School
Downloads 345 (187,495)

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Return seasonality, Information cycle, Information uncertainty, Earnings announcement premium

10.

Do Large Gains Make Willing Sellers?

Forthcoming in Journal of Financial and Quantitative Analysis
Number of pages: 50 Posted: 14 Oct 2014 Last Revised: 28 Dec 2021
Dong Hong, Roger Loh and Mitch Warachka
Singapore Management University - Lee Kong Chian School of Business, Nanyang Technological University - Nanyang Business School and Chapman University - The George L. Argyros College of Business and Economics
Downloads 265 (247,832)

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Real Estate, Sell Propensity, Capital Gains, Realization Utility, Disposition Effect

11.

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
Nanyang Technological University - Nanyang Business School
Downloads 204 (319,916)

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

12.

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
Nanyang Technological University - Nanyang Business School and MBS College of Business and Entrepreneurship

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