Joseph Engelberg

University of California, San Diego (UCSD) - Rady School of Management

9500 Gilman Drive

Rady School of Management

La Jolla, CA 92093

United States

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 506

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Top 506

in Total Papers Downloads

38,924

SSRN CITATIONS
Rank 1,692

SSRN RANKINGS

Top 1,692

in Total Papers Citations

307

CROSSREF CITATIONS

306

Scholarly Papers (32)

1.

Market Madness? The Case of Mad Money

Number of pages: 37 Posted: 16 Dec 2005 Last Revised: 07 Nov 2010
Joseph Engelberg, Caroline Sasseville and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management, Kellogg School of Management - Department of Finance and University of South Florida
Downloads 7,299 (803)
Citation 14

Abstract:

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market efficiency, Mad Money, Jim Cramer, stock recommendations, CNBC, investor attention

2.

How to Gather Data Using a Web Crawler: An Application Using SAS to Search Edgar

Number of pages: 14 Posted: 09 Oct 2007
Joseph Engelberg and Srinivasan Sankaraguruswamy
University of California, San Diego (UCSD) - Rady School of Management and National University of Singapore (NUS) - Department of Accounting
Downloads 3,899 (2,398)
Citation 12

Abstract:

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Data gathering, Web crawling

3.

Anomalies and News

Journal of Finance, Forthcoming, 6th Miami Behavioral Finance Conference
Number of pages: 65 Posted: 17 Jul 2015 Last Revised: 23 Nov 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 2,957 (3,854)
Citation 25

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

How are Shorts Informed? Short Sellers, News, and Information Processing

Journal of Financial Economics, Forthcoming
Number of pages: 53 Posted: 13 Jan 2010 Last Revised: 09 Oct 2012
Joseph Engelberg, Adam V. Reed and Matthew Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 2,645 (4,571)
Citation 86

Abstract:

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asymmetric information, manipulation, news media, short sales

How are Shorts Informed? Short Sellers, News, and Information Processing

AFA 2011 Denver Meetings Paper, Utah Winter Finance Conference Selection, 2010
Posted: 17 Mar 2010 Last Revised: 09 Oct 2012
Joseph Engelberg, Adam V. Reed and Matthew Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance

Abstract:

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asymmetric information, manipulation, news media, short sales

How are Shorts Informed? Short Sellers, News, and Information Processing

Journal of Financial Economics (JFE), Vol. 105, No. 2, 2012
Posted: 09 Oct 2012
Joseph Engelberg, Adam V. Reed and Matthew Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance

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asymmetric information, manipulation, news media, short sales

5.

In Search of Attention

AFA 2010 Atlanta Meetings Paper
Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 30 Oct 2014
Zhi Da, Joseph Engelberg and Pengjie Gao
University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads 2,584 (4,841)
Citation 131

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attention, internet search, individual investor, IPO, price momentum

6.

An Anatomy of Pairs Trading: The Role of Idiosyncratic News, Common Information and Liquidity

Third Singapore International Conference on Finance 2009
Number of pages: 68 Posted: 22 Jan 2009 Last Revised: 20 Mar 2009
Joseph Engelberg, Pengjie Gao and Ravi Jagannathan
University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management
Downloads 2,499 (5,138)
Citation 8

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Pairs Trading, News, Liquidity Shocks, Convergence Trade

7.

Short-Selling Risk

Journal of Finance, Forthcoming, UNC Kenan-Flagler Research Paper No. 2312625
Number of pages: 47 Posted: 20 Aug 2013 Last Revised: 10 Nov 2017
Joseph Engelberg, Adam V. Reed and Matthew Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 2,111 (6,799)
Citation 32

Abstract:

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short selling-risk, equity lending, market efficiency, limits to arbitrage, short sale

8.

Costly Information Processing: Evidence from Earnings Announcements

AFA 2009 San Francisco Meetings Paper
Number of pages: 49 Posted: 21 Mar 2008
Joseph Engelberg
University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,749 (9,318)
Citation 100

Abstract:

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role of media in finance

9.

The Wages of Sin

Columbia University Economics Discussion Paper No. 0809-16
Number of pages: 29 Posted: 11 Jun 2009
Lena Edlund, Joseph Engelberg and Christopher A. Parsons
Columbia University - Graduate School of Arts and Sciences, Department of Economics, University of California, San Diego (UCSD) - Rady School of Management and Foster School of Business, University of Washington
Downloads 1,380 (13,668)
Citation 7

Abstract:

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10.

Financial Conflicts of Interest in Medicine

Number of pages: 60 Posted: 23 Jul 2013 Last Revised: 27 Jan 2014
Joseph Engelberg, Christopher A. Parsons and Nathan Tefft
University of California, San Diego (UCSD) - Rady School of Management, Foster School of Business, University of Washington and Bates College
Downloads 1,301 (14,956)
Citation 9

Abstract:

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physician payments, prescription behavior, Sunshine Act

11.

Analysts and Anomalies

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 46 Posted: 23 Mar 2017 Last Revised: 15 Aug 2019
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 1,141 (18,293)
Citation 8

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Anomalies, Analysts, Market Efficiency

12.

Do Economists Swing for the Fences after Tenure?

Number of pages: 34 Posted: 23 May 2016 Last Revised: 30 Jul 2017
University of Utah - David Eccles School of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Colorado at Boulder - Department of Finance
Downloads 1,080 (19,854)
Citation 1

Abstract:

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Tenure, Incentives, Contracting, Compensation, Publication

13.

The Sum of All FEARS: Investor Sentiment and Asset Prices

Number of pages: 43 Posted: 13 Dec 2009 Last Revised: 07 Mar 2013
Zhi Da, Joseph Engelberg and Pengjie Gao
University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads 1,049 (20,691)
Citation 23

Abstract:

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Investor Sentiment, Volatility, Fund Flow, Survey

14.

In Search of Fundamentals

AFA 2012 Chicago Meetings Paper
Number of pages: 36 Posted: 22 Apr 2010 Last Revised: 16 Mar 2011
Zhi Da, Joseph Engelberg and Pengjie Gao
University of Notre Dame - Mendoza College of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Notre Dame - Mendoza College of Business
Downloads 936 (24,484)
Citation 14

Abstract:

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Search Volume, Earnings Surprises, Revenue Surprises

15.

The Price of a CEO's Rolodex

Number of pages: 50 Posted: 21 Mar 2009 Last Revised: 30 May 2012
Joseph Engelberg, Pengjie Gao and Christopher A. Parsons
University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Foster School of Business, University of Washington
Downloads 719 (35,384)
Citation 21

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Executive Compensation, Social Network

16.

The Causal Impact of Media in Financial Markets

Number of pages: 44 Posted: 27 Aug 2009 Last Revised: 15 Mar 2010
Joseph Engelberg and Christopher A. Parsons
University of California, San Diego (UCSD) - Rady School of Management and Foster School of Business, University of Washington
Downloads 688 (37,561)
Citation 46

Abstract:

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public news, media coverage, media effect

17.

Know Thy Neighbor: Industry Clusters, Information Spillovers and Market Efficiency

Number of pages: 52 Posted: 18 Mar 2010 Last Revised: 20 Jan 2019
Joseph Engelberg, Arzu Ozoguz and Sean Wang
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Southern Methodist University
Downloads 603 (44,774)
Citation 11

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Information, industry cluster, market efficiency

18.

Anchoring on Credit Spreads

Journal of Finance, Forthcoming
Number of pages: 63 Posted: 30 Dec 2010 Last Revised: 09 May 2014
Drexel University, University of California, San Diego (UCSD) - Rady School of Management, Foster School of Business, University of Washington and University of Colorado at Boulder - Department of Finance
Downloads 574 (47,789)
Citation 5

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Capital Structure, Cost of Debt, Anchoring, Reference Points

19.

Journalists and the Stock Market

Number of pages: 37 Posted: 14 Mar 2011
Drexel University, University of California, San Diego (UCSD) - Rady School of Management, University of Colorado at Boulder - Leeds School of Business and Foster School of Business, University of Washington
Downloads 483 (59,437)
Citation 23

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Media Bias, Market Efficiency, Financial Journalism

20.

The Long and the Short of it: Evidence of Year-End Price Manipulation by Short Sellers

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 23 Mar 2009 Last Revised: 17 Nov 2012
Jesse Blocher, Joseph Engelberg and Adam V. Reed
Vanderbilt University - Finance, University of California, San Diego (UCSD) - Rady School of Management and University of North Carolina Kenan-Flagler Business School
Downloads 427 (69,030)
Citation 5

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Short Sales, Hedge Funds, Mutual Funds, Incentives, Manipulation

21.

Friends with Money

Number of pages: 61 Posted: 17 Mar 2010
Joseph Engelberg, Pengjie Gao and Christopher A. Parsons
University of California, San Diego (UCSD) - Rady School of Management, University of Notre Dame - Mendoza College of Business and Foster School of Business, University of Washington
Downloads 421 (70,219)
Citation 13

Abstract:

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social networks, lending relationships, credit ratings

22.

Ebay's Proxy System: A License to Shill

Number of pages: 27 Posted: 11 Nov 2004
Joseph Engelberg and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management and University of South Florida
Downloads 409 (72,844)
Citation 8

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eBay, eBay Auctions, Shill bidding, Shilling, Incremental bidding

23.

Networks and Productivity: Causal Evidence from Editor Rotations

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 22 Sep 2012
University of Utah - David Eccles School of Business, University of California, San Diego (UCSD) - Rady School of Management and Foster School of Business, University of Washington
Downloads 371 (81,438)
Citation 1

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24.

The Portfolio-Driven Disposition Effect

Number of pages: 66 Posted: 06 Mar 2018 Last Revised: 28 May 2019
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 331 (92,726)
Citation 3

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Disposition Effect, Realization Utility

25.

Stock Market Anomalies and Baseball Cards

Number of pages: 34 Posted: 22 Jun 2016 Last Revised: 15 Feb 2017
Joseph Engelberg, Linh Le and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management, University of South Florida and University of South Florida
Downloads 304 (101,858)
Citation 1

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Momentum, Post-Earnings Announcement Drift, IPO underperformance, baseball cards

26.

Worrying About the Stock Market: Evidence from Hospital Admissions

Number of pages: 40 Posted: 10 Mar 2013
Joseph Engelberg and Christopher A. Parsons
University of California, San Diego (UCSD) - Rady School of Management and Foster School of Business, University of Washington
Downloads 292 (106,442)
Citation 1

Abstract:

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Stock Market, Health

27.

Does Analyst Disclosure Matter? A Real-Time Analysis

Number of pages: 28 Posted: 15 Mar 2006
Joseph Engelberg, Caroline Sasseville and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management, Kellogg School of Management - Department of Finance and University of South Florida
Downloads 242 (129,476)

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analyst conflict of interest, analyst recommendation, disclosure, Sarbanes Oxley, CNBC

28.

Information Spillovers and House Prices

Number of pages: 39 Posted: 20 Mar 2011
Aydogan Alti, Joseph Engelberg and Christopher A. Parsons
University of Texas at Austin - Department of Finance, University of California, San Diego (UCSD) - Rady School of Management and Foster School of Business, University of Washington
Downloads 154 (195,911)
Citation 3

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House prices, information spillovers, housing market liquidity

29.

Are Cross-Sectional Predictors Good Market-Level Predictors?

American Finance Association Annual Meeting Paper, 2019
Number of pages: 43 Posted: 05 Oct 2019 Last Revised: 29 Oct 2019
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Utah - Department of Finance
Downloads 93 (284,625)
Citation 1

Abstract:

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return predictability, data snooping, statistical bias, market risk premium

30.

The Price of Hate: Household Finance and Non-Pecuniary Preferences

Number of pages: 48 Posted: 19 Oct 2017 Last Revised: 07 Oct 2019
Barbara A. Bliss, Joseph Engelberg and Mitch Warachka
University of San Diego, University of California, San Diego (UCSD) - Rady School of Management and Chapman University
Downloads 86 (299,046)

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Non-Pecuniary Preference, Household Finance, Sharing Economy

31.

Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters

NBER Working Paper No. w11978
Number of pages: 24 Posted: 20 Apr 2006 Last Revised: 25 Sep 2010
Joseph Engelberg, Charles F. Manski and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management, Northwestern University - Department of Economics and University of South Florida
Downloads 54 (384,231)
Citation 3

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32.

The Partisanship of Financial Regulators

Number of pages: 33 Posted: 14 Nov 2019
University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business, Washington University in St. Louis - John M. Olin Business School and University of South Florida
Downloads 43 (422,815)

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Partisanship, Federal Reserve, Security and Exchange Commission, Textual Analysis