Douglas W. Blackburn

Fordham University

45 Columbus Ave

New York City, NY 10023

United States

SCHOLARLY PAPERS

13

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CITATIONS
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in Total Papers Citations

15

Scholarly Papers (13)

1.
Downloads 959 ( 19,102)
Citation 8

Risk Aversion and Clientele Effects

Number of pages: 76 Posted: 06 Mar 2008 Last Revised: 10 Mar 2010
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 936 (19,457)
Citation 8

Abstract:

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Risk preferences, Risk aversion, Investor clienteles, Value and growth investing

Risk Aversion and Clientele Effects

NBER Working Paper No. w15333
Number of pages: 76 Posted: 15 Sep 2009 Last Revised: 28 Oct 2009
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 23 (456,123)
Citation 8

Abstract:

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2.

Equilibrium Risk Premia for Risk Seekers

Number of pages: 31 Posted: 03 Feb 2005
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 770 (25,651)
Citation 2

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Risk Aversion, Risk-Seeking, Investor Sentiment, Risk Premium

3.

Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Number of pages: 44 Posted: 01 Nov 2006 Last Revised: 10 Mar 2010
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 656 (27,726)

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Risk aversion, risk seeking, investor sentiment, risk premium

4.

Estimating Preferences Toward Risk: Evidence from Dow Jones

Number of pages: 56 Posted: 14 Mar 2006
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 315 (78,346)
Citation 5

Abstract:

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Utility function, Investor risk preferences, Risk aversion, Risk seeking, Reference-Dependent

5.

Is World Stock Market Co-Movement Changing?

Number of pages: 58 Posted: 20 Mar 2012
Douglas W. Blackburn and N.K. Chidambaran
Fordham University and Fordham University, Gabelli School of Business
Downloads 281 (81,643)

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Comovement, Developed Countries, Emerging Markets, China, Kim-Perron, Structural Break

6.

Individual Vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Management Science 59 (2) 2013
Number of pages: 41 Posted: 28 Feb 2008 Last Revised: 23 Apr 2017
Douglas W. Blackburn and Andrey Ukhov
Fordham University and Cornell University
Downloads 107 (212,022)

Abstract:

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Risk aversion, risk seeking, investor sentiment, risk premium

7.

Is Trading Behavior Stable Across Contexts? Evidence from Style and Multi-Style Investors

Quantitative Finance 14 (4) 2014, 29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 51 Posted: 19 Sep 2012 Last Revised: 23 Apr 2017
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 60 (279,494)

Abstract:

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Agent-specific vs Context-dependent risk taking, Individual Investor, Trading Behavior, Momentum, Contrarian

8.

Tangible and Intangible Information in Emerging Markets

Number of pages: 56 Posted: 22 Sep 2017 Last Revised: 29 Oct 2017
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Downloads 0 (373,875)

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Book-to-market decomposition, Value effect, Emerging markets, Tangible information, Intangible information, Overreaction

9.

Book-to-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns

Number of pages: 55 Posted: 01 Jun 2017
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Downloads 0 (275,295)

Abstract:

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Global return predictability, Cross-section of returns, Book-to-market, Net share issues

10.

Liquidity Discount Model and Spillover Effects

Number of pages: 52 Posted: 05 May 2017
Douglas W. Blackburn and Ren-Raw Chen
Fordham University and Fordham University, Gabelli School of Business
Downloads 0 (396,333)

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liquidity discounts, liquidity index, asset liquidity, systemic risk

11.

The Magic Formula: Value, Profitability, and the Cross Section of Global Stock Returns

Number of pages: 39 Posted: 22 Apr 2017 Last Revised: 29 Oct 2017
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Downloads 0 (19,228)

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return predictability, profitability, value, magic formula, cross-section of returns

12.

Frontier Stock Markets: Local vs Global Factors

Gabelli School of Business, Fordham University Research Paper No. 2930491
Number of pages: 39 Posted: 10 Mar 2017
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Downloads 0 (97,661)

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Frontier markets, Cross-section of returns, International asset pricing, Fama-French factors, Momentum, Value premium, Size effect

13.

Overreaction and the Cross-Section of Returns: International Evidence

Journal of Empirical Finance, Vol. 42, 2017, Gabelli School of Business, Fordham University Research Paper No. 2800188
Number of pages: 40 Posted: 25 Jun 2016 Last Revised: 23 Apr 2017
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Downloads 0 (68,669)

Abstract:

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Return predictability, overreaction, long-term reversals, market efficiency, cross-section of returns, international asset pricing