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

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5,390

CITATIONS
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Top 11,034

in Total Papers Citations

37

Scholarly Papers (9)

1.

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 1,961 (6,682)
Citation 1

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

2.
Downloads 1,169 ( 15,585)
Citation 23

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 1,102 (16,695)
Citation 23

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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: 08 Jun 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 67 (317,015)
Citation 23

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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
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
Downloads 733 (30,232)

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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
Roger Loh and René M. Stulz
Singapore Management University - Lee Kong Chian School of Business and Ohio State University (OSU) - Department of Finance
Downloads 23 (484,613)

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4.

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 682 (33,906)
Citation 9

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Underreaction, Investor Attention, Security Analysts, Stock Recommendations

5.

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 526 (47,620)
Citation 1

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

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 156 (175,196)
Citation 1

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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 118 (218,813)

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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 (475,309)
Citation 2
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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

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