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R. David McLean

Georgetown University - Department of Finance

3700 O Street, NW

Washington, DC Washington DC 20057

United States

  • Georgetown University - Department of Finance

SCHOLARLY PAPERS

18

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Top 1,210

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19,228

CITATIONS
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SSRN RANKINGS

Top 3,239

in Total Papers Citations

170

Scholarly Papers (18)

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1.

Does Academic Research Destroy Stock Return Predictability?

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 04 Oct 2012 Last Revised: 24 Feb 2016
R. David McLean and Jeffrey Pontiff
Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 5,956 (479)
Citation 12

Abstract:

anomalies, arbitrage, limits of arbitrage, short selling, predicting stock returns

2.

Anomalies and News

6th Miami Behavioral Finance Conference
Number of pages: 60 Posted: 17 Jul 2015 Last Revised: 22 Mar 2017
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 1,764 (7,026)
Citation 1

Abstract:

News, Anomalies, Cross-sectional return predictability, earnings announcements, market efficiency

3.

The Business Cycle, Investor Sentiment, and Costly External Finance

Journal of Finance, Forthcoming, University of Alberta School of Business Research Paper No. 2013-1310
Number of pages: 53 Posted: 20 Sep 2009 Last Revised: 07 Aug 2013
R. David McLean and Mengxin Zhao
Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 1,115 (11,444)
Citation 1

Abstract:

Business Cycle, Recession, Investor Sentiment, Financial Constraint, Market Efficiency, Corporate Investment

4.

Idiosyncratic Risk, Long-Term Reversal, and Momentum

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 44 Posted: 23 Jul 2007 Last Revised: 05 Jun 2009
R. David McLean
Georgetown University - Department of Finance
Downloads 813 (21,290)
Citation 11

Abstract:

Costly arbitrage, Idiosyncratic risk, Market efficiency, Momentum, Reversals

5.

Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers

Downloads 738 ( 27,146)
Citation 20

Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers

Journal of Financial Intermediation, Vol. 19, pp. 564-579, 2010, WFA 2006 Keystone Meetings Paper
Number of pages: 31 Posted: 14 Aug 2006 Last Revised: 27 Jan 2013
Ying Duan, Gang Hu and R. David McLean
Simon Fraser University (SFU) - Beedie School of Business, Hong Kong Polytechnic University - School of Accounting and Finance and Georgetown University - Department of Finance
Downloads 738 (26,714)
Citation 21

Abstract:

Short sellers, short interest, short sale constraints, costly arbitrage, idiosyncratic risk, market efficiency

Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers

Journal of Financial Intermediation, Vol. 19, No. 4, 2010, University of Alberta School of Business Research Paper No. 2013-204
Posted: 23 May 2013 Last Revised: 30 May 2013
Ying Duan, Gang Hu and R. David McLean
Simon Fraser University (SFU) - Beedie School of Business, Hong Kong Polytechnic University - School of Accounting and Finance and Georgetown University - Department of Finance

Abstract:

6.

Why Does the Law Matter? Investor Protection and its Effects on Investment, Finance, and Growth

Journal of Finance, Forthcoming
Number of pages: 64 Posted: 07 Jan 2011 Last Revised: 27 Jan 2013
R. David McLean, Tianyu Zhang and Mengxin Zhao
Georgetown University - Department of Finance, City University of Hong Kong (CityUHK) - Department of Accountancy and Securities and Exchange Commission (SEC)
Downloads 735 (22,704)
Citation 13

Abstract:

Investor Protection, Financial Constraints, Investment-Sensitivity, Financial Development

7.

Share Issuance and Cross-Sectional Returns: International Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 48 Posted: 22 Aug 2007 Last Revised: 27 Jan 2013
R. David McLean, Jeffrey Pontiff and Akiko Watanabe
Georgetown University - Department of Finance, Boston College - Department of Finance and University of Alberta - School of Business
Downloads 724 (25,598)
Citation 77

Abstract:

Return Predictability, Market Efficiency, International Asset Pricing, Corporate Finance

8.

When is Stock-Picking Likely to be Successful? Evidence from Mutual Funds

Downloads 708 ( 28,791)
Citation 10

When is Stock-Picking Likely to be Successful? Evidence from Mutual Funds

Financial Analysts Journal, Vol. 65, No. 2, pp. 55-66, 2009
Number of pages: 29 Posted: 12 Dec 2008 Last Revised: 27 Jan 2013
Ying Duan, Gang Hu and R. David McLean
Simon Fraser University (SFU) - Beedie School of Business, Hong Kong Polytechnic University - School of Accounting and Finance and Georgetown University - Department of Finance
Downloads 708 (28,335)
Citation 10

Abstract:

mutual funds, insitutional investors, arbitage, limits of arbitrage, idiosyncratic risk, market efficiency

When is Stock Picking Likely to Be Successful? Evidence from Mutual Funds

Financial Analysts Journal, 65, Number 2, 2009, University of Alberta School of Business Research Paper No. 2013-205
Posted: 23 May 2013 Last Revised: 30 May 2013
Ying Duan, Gang Hu and R. David McLean
Simon Fraser University (SFU) - Beedie School of Business, Hong Kong Polytechnic University - School of Accounting and Finance and Georgetown University - Department of Finance

Abstract:

9.

Share Issuance and Cash Savings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 20 Mar 2008 Last Revised: 22 Jan 2016
R. David McLean
Georgetown University - Department of Finance
Downloads 592 (34,027)
Citation 26

Abstract:

Market Timing, SEO, Equity, Share Issuance, Cash, Precautionary Motives

10.

The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades

Review of Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper, University of Alberta School of Business Research Paper No. 2014-11
Number of pages: 39 Posted: 15 Feb 2009 Last Revised: 08 Dec 2013
Gang Hu, R. David McLean, Jeffrey Pontiff and Qinghai Wang
Hong Kong Polytechnic University - School of Accounting and Finance, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Central Florida - College of Business Administration
Downloads 536 (35,655)

Abstract:

mutual funds, portfolio pumping, window dressing, tape painting, institutional investors

11.

Fooled by Compounding

Journal of Portfolio Management, Forthcoming
Number of pages: 20 Posted: 08 Oct 2009 Last Revised: 05 Dec 2011
R. David McLean
Georgetown University - Department of Finance
Downloads 458 (44,766)

Abstract:

compounding, black swans, return measurement, event studies, alpha, outliers, abnormal returns

12.

U.S. Financial Markets Growth and the Real Economy

International Conference of the French Finance Association (AFFI) 2011
Number of pages: 48 Posted: 07 Dec 2010 Last Revised: 08 Dec 2013
Claire Y.C. Liang, R. David McLean and Mengxin Zhao
Southern Illinois University Carbondale, Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 442 (53,124)

Abstract:

Financial dependence, Financial development, Innovation, Research and Development, Creative Destruction

13.

Investor Protection and Choice of Share Issuance Mechanism

AFFI - French Finance Association , International Conference of the French Finance Association (AFFI) 2011
Number of pages: 44 Posted: 21 Jun 2010 Last Revised: 27 Jan 2013
R. David McLean, Tianyu Zhang and Mengxin Zhao
Georgetown University - Department of Finance, City University of Hong Kong (CityUHK) - Department of Accountancy and Securities and Exchange Commission (SEC)
Downloads 375 (64,844)
Citation 1

Abstract:

Seasoned equity offerings, Rights offerings, Private placements, Mergers, Investor protection, Equity market development, Operating performance

14.

Innovation and Productivity Growth: Evidence from Global Patents

Number of pages: 53 Posted: 25 Dec 2013 Last Revised: 10 May 2015
Xin (Simba) Chang, R. David McLean, Bohui Zhang and Wenrui Zhang
Cambridge Judge Business School, Georgetown University - Department of Finance, University of New South Wales (UNSW) - School of Banking and Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 242 (65,249)

Abstract:

Innovation, Patents, TFP growth, Economic growth

15.

Cash Savings and Capital Markets

Number of pages: 46 Posted: 07 Dec 2011 Last Revised: 01 Feb 2017
R. David McLean and Mengxin Zhao
Georgetown University - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 198 (83,698)

Abstract:

market timing, cash savings, precautionary motives, hedging, financial development, investor protection

16.

A Closer Look at the Effects of Equity Market Liberalization in Emerging Markets

Number of pages: 42 Posted: 27 Jun 2013 Last Revised: 10 Aug 2017
R. David McLean, Jeffrey Pontiff and Mengxin Zhao
Georgetown University - Department of Finance, Boston College - Department of Finance and Securities and Exchange Commission (SEC)
Downloads 87 (171,405)

Abstract:

Liberalization, Equity Issuance, Financial Constraints, Capital Raising

17.

Analysts and Anomalies

Georgetown McDonough School of Business Research Paper No. 2939174
Number of pages: 46 Posted: 23 Mar 2017 Last Revised: 19 Jun 2017
Joseph Engelberg, R. David McLean and Jeffrey Pontiff
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance and Boston College - Department of Finance
Downloads 0 (44,434)

Abstract:

Anomalies, Analysts, Market Efficiency

18.

The Motives of Long-Term Debt Issues

Number of pages: 49 Posted: 18 Jan 2016 Last Revised: 14 Jun 2017
R. David McLean and Berardino Palazzo
Georgetown University - Department of Finance and Questrom School of Business - Department of Finance
Downloads 0 (169,520)

Abstract:

debt issues; rollovers; liquidity squeezes; precautionary motives; leverage; maturity structure

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