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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

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

SCHOLARLY PAPERS

30

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Top 497

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35,617

CITATIONS
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Top 2,051

in Total Papers Citations

273

Scholarly Papers (30)

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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 6,997 (664)
Citation 14

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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 3,134 (2,171)
Citation 5

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Data gathering, Web crawling

3.

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

Downloads 2,526 ( 4,264)
Citation 44

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 2,526 (4,171)
Citation 44

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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

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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

4.

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 2,272 (5,099)
Citation 1

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

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 2,058 (4,429)
Citation 49

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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 1,841 (4,880)
Citation 7

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Pairs Trading, News, Liquidity Shocks, Convergence Trade

7.

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 1,168 (9,521)
Citation 35

Abstract:

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role of media in finance

8.

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 University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,150 (12,661)
Citation 1

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9.

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, University of California, San Diego (UCSD) - Rady School of Management and Bates College
Downloads 1,013 (13,929)

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physician payments, prescription behavior, Sunshine Act

10.

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 912 (7,303)

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

11.

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 754 (19,705)
Citation 5

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Investor Sentiment, Volatility, Fund Flow, Survey

12.

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 672 (24,066)
Citation 2

Abstract:

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Search Volume, Earnings Surprises, Revenue Surprises

13.

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 University of California, San Diego (UCSD) - Rady School of Management
Downloads 617 (32,206)
Citation 14

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Executive Compensation, Social Network

14.

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 University of California, San Diego (UCSD) - Rady School of Management
Downloads 419 (40,301)
Citation 44

Abstract:

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public news, media coverage, media effect

15.

Anchoring on Credit Spreads

Journal of Finance, Forthcoming
Number of pages: 63 Posted: 30 Dec 2010 Last Revised: 09 May 2014
Casey Dougal, Joseph Engelberg, Christopher A. Parsons and Edward Dickersin Van Wesep
Drexel University, University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Colorado at Boulder - Department of Finance
Downloads 416 (45,698)

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Capital Structure, Cost of Debt, Anchoring, Reference Points

16.

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 380 (65,676)
Citation 4

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

17.

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 358 (63,516)
Citation 1

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

18.

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 University of California, San Diego (UCSD) - Rady School of Management
Downloads 332 (64,691)
Citation 16

Abstract:

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social networks, lending relationships, credit ratings

19.

Networks and Productivity: Causal Evidence from Editor Rotations

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 22 Sep 2012
Jonathan Brogaard, Joseph Engelberg and Christopher A. Parsons
University of Utah - David Eccles School of Business, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management
Downloads 308 (73,561)

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20.

Journalists and the Stock Market

Number of pages: 37 Posted: 14 Mar 2011
Casey Dougal, Joseph Engelberg, Diego Garcia and Christopher A. Parsons
Drexel University, University of California, San Diego (UCSD) - Rady School of Management, University of Colorado at Boulder - Leeds School of Business and University of California, San Diego (UCSD) - Rady School of Management
Downloads 299 (57,653)
Citation 13

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Media Bias, Market Efficiency, Financial Journalism

21.

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 223 (117,295)

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

22.

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 University of California, San Diego (UCSD) - Rady School of Management
Downloads 206 (100,921)

Abstract:

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Stock Market, Health

23.

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 University of California, San Diego (UCSD) - Rady School of Management
Downloads 91 (180,690)

Abstract:

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House prices, information spillovers, housing market liquidity

24.

Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters

NBER Working Paper No. w11978
Number of pages: 24 Posted: 20 Apr 2006
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 40 (354,865)
Citation 17

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25.

The Portfolio-Driven Disposition Effect

Number of pages: 38 Posted: 06 Mar 2018 Last Revised: 13 May 2018
Joseph Engelberg, Matthew Henriksson and Jared Williams
University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business and University of South Florida
Downloads 0 (179,651)

Abstract:

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Disposition Effect, Realization Utility

26.

The Price of Hate

Number of pages: 45 Posted: 19 Oct 2017 Last Revised: 16 May 2018
Barbara A. Bliss, Joseph Engelberg and Mitch Warachka
University of San Diego, University of California, San Diego (UCSD) - Rady School of Management and University of San Diego
Downloads 0 (357,989)

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Non-Pecuniary Preference, Household Finance, Sharing Economy

27.

Analysts and Anomalies

Georgetown McDonough School of Business Research Paper No. 2939174
Number of pages: 52 Posted: 23 Mar 2017 Last Revised: 05 Mar 2018
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 (30,525)

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Anomalies, Analysts, Market Efficiency

28.

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 0 (107,503)

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

29.

Do Economists Swing for the Fences after Tenure?

Number of pages: 34 Posted: 23 May 2016 Last Revised: 30 Jul 2017
Jonathan Brogaard, Joseph Engelberg and Edward Dickersin Van Wesep
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 0 (18,081)

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Tenure, Incentives, Contracting, Compensation, Publication

30.

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

Number of pages: 44 Posted: 18 Mar 2010 Last Revised: 09 Oct 2017
Joseph Engelberg, Arzu Ozoguz and Sean Wang
University of California, San Diego (UCSD) - Rady School of Management, Southern Methodist University (SMU) - Finance Department and Rice University
Downloads 0 (46,167)
Citation 1

Abstract:

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Information, industry cluster, market efficiency