Douglas W. Blackburn

Fordham University

45 Columbus Ave

New York City, NY 10023

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 9,791

in Total Papers Downloads

3,795

CITATIONS
Rank 20,146

SSRN RANKINGS

Top 20,146

in Total Papers Citations

15

Scholarly Papers (10)

1.
Downloads 955 ( 17,818)
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 932 (18,148)
Citation 8

Abstract:

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
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 23 (432,501)
Citation 8

Abstract:

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 (23,962)
Citation 2

Abstract:

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 (26,584)

Abstract:

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 (74,666)
Citation 5

Abstract:

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 Gabelli School of Business, Fordham University
Downloads 281 (77,586)

Abstract:

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 (199,870)

Abstract:

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 (270,183)

Abstract:

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

8.

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

Number of pages: 42 Posted: 22 Apr 2017 Last Revised: 25 Apr 2017
Douglas W. Blackburn and Nusret Cakici
Fordham University and Fordham University
Downloads 0 (233,976)

Abstract:

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

9.

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 (124,526)

Abstract:

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

10.

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 (109,919)

Abstract:

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