Douglas W. Blackburn

JP Morgan Chase

New York, NY

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 7,225

in Total Papers Downloads

6,113

CITATIONS
Rank 37,459

SSRN RANKINGS

Top 37,459

in Total Papers Citations

14

Scholarly Papers (13)

1.

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
JP Morgan Chase and Fordham University
Downloads 1,537 (11,050)

Abstract:

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

2.
Downloads 967 ( 22,543)
Citation 2

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
JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University
Downloads 943 (22,961)
Citation 3

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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
JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University
Downloads 24 (511,138)

Abstract:

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3.

Equilibrium Risk Premia for Risk Seekers

Number of pages: 31 Posted: 03 Feb 2005
Douglas W. Blackburn and Andrey Ukhov
JP Morgan Chase and Cornell University
Downloads 797 (29,674)
Citation 2

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

4.

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
JP Morgan Chase and Cornell University
Downloads 774 (30,885)

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Risk aversion, risk seeking, investor sentiment, risk premium

5.

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
JP Morgan Chase and Fordham University
Downloads 469 (59,575)

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

6.

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
JP Morgan Chase and Fordham University
Downloads 356 (82,711)

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

7.

Estimating Preferences Toward Risk: Evidence from Dow Jones

Number of pages: 56 Posted: 14 Mar 2006
Douglas W. Blackburn and Andrey Ukhov
JP Morgan Chase and Cornell University
Downloads 333 (89,262)
Citation 6

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

8.

Is World Stock Market Co-Movement Changing?

Number of pages: 58 Posted: 20 Mar 2012
Douglas W. Blackburn and N.K. Chidambaran
JP Morgan Chase and Fordham University - Gabelli School of Business
Downloads 324 (91,998)
Citation 1

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

9.

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

Number of pages: 29 Posted: 01 Jun 2017 Last Revised: 08 Jun 2019
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 150 (194,214)

Abstract:

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

10.

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
JP Morgan Chase and Fordham University
Downloads 135 (211,540)

Abstract:

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

11.

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
JP Morgan Chase and Cornell University
Downloads 119 (233,005)
Citation 2

Abstract:

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Risk aversion, risk seeking, investor sentiment, risk premium

12.

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
JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University
Downloads 81 (300,945)

Abstract:

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

13.

Liquidity Discount Model and Spillover Effects

Number of pages: 52 Posted: 05 May 2017
Douglas W. Blackburn and Ren-Raw Chen
JP Morgan Chase and Fordham University - Gabelli School of Business
Downloads 71 (324,661)

Abstract:

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liquidity discounts, liquidity index, asset liquidity, systemic risk