Ferhat Akbas

University of Illinois at Chicago

1200 W Harrison St

Chicago, IL 60076

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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SSRN RANKINGS

Top 5,181

in Total Papers Downloads

9,404

SSRN CITATIONS
Rank 12,625

SSRN RANKINGS

Top 12,625

in Total Papers Citations

66

CROSSREF CITATIONS

21

Scholarly Papers (18)

1.

The Trend in Firm Profitability and the Cross Section of Stock Returns

The Accounting Review, 2017
Number of pages: 91 Posted: 17 Dec 2014 Last Revised: 31 Jan 2018
Ferhat Akbas, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 1,475 (13,672)
Citation 6

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Gross profitability, trend in profitability, expected returns, profitability growth

2.

Capital Market Efficiency and Arbitrage Efficacy

AFA 2013 San Diego Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 55 Posted: 15 Mar 2012 Last Revised: 20 Mar 2015
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 1,202 (18,722)
Citation 4

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cross-section of stock returns; limits to arbitrage; market efficiency; anomalies; funding constraints; fund flows; mutual funds

3.

Short Interest, Returns, and Fundamentals

Number of pages: 51 Posted: 13 Feb 2013 Last Revised: 18 Sep 2013
University of Illinois at Chicago, Singapore Management University - Lee Kong Chian School of Business, Texas A&M University - Department of Finance and Texas A&M University - Department of Finance
Downloads 856 (30,715)
Citation 5

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Short interest, fundamental information, cross-section of stock returns

4.

Smart Money, Dumb Money, and Capital Market Anomalies

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 16 Mar 2014 Last Revised: 20 Mar 2015
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 829 (32,172)
Citation 22

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Mutual funds, Hedge funds, Sock return anomalies

5.

The Volatility of Liquidity and Expected Stock Returns

Number of pages: 45 Posted: 18 Mar 2011
Case Western Reserve University - Department of Banking & Finance, University of Illinois at Chicago and Texas Tech University - Area of Finance
Downloads 569 (53,065)
Citation 6

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6.

Insider Investment Horizon

Journal of Finance, Forthcoming
Number of pages: 96 Posted: 17 Mar 2017 Last Revised: 08 May 2018
Ferhat Akbas, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 563 (53,848)
Citation 2

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Insider trading, investment horizon, unexpected insider trades, information asymmetry, short-termism

7.

The Calm Before the Storm

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 10 Mar 2013 Last Revised: 20 May 2015
Ferhat Akbas
University of Illinois at Chicago
Downloads 563 (53,738)
Citation 9

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Trading volume, short-sale restrictions, earnings announcements

8.

Overnight Returns, Daytime Reversals, and Future Stock Returns

Number of pages: 62 Posted: 09 Feb 2019
University of Illinois at Chicago, Singapore Management University - Lee Kong Chian School of Business, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 546 (208,248)

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Opening price, overnight return, daytime reversal, heterogeneous investors, retail traders, arbitrageurs.

9.

Director Networks and Informed Traders

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 48 Posted: 16 Jan 2014 Last Revised: 26 Jul 2016
University of Illinois at Chicago, University of Kansas - Finance Area and University of Kansas - School of Business
Downloads 502 (62,172)
Citation 17

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Director networks; Informed Trading; Corporate Directors; Short Sellers; Board of Directors; Board Size

10.

The Time-Varying Liquidity Risk of Value and Growth Stocks

Number of pages: 47 Posted: 19 Mar 2010
University of Illinois at Chicago, Singapore Management University - Lee Kong Chian School of Business, University of Illinois at Chicago and Case Western Reserve University - Department of Banking & Finance
Downloads 491 (63,930)
Citation 6

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11.

Peer Stock Short Interest and Future Returns

Number of pages: 47 Posted: 13 Sep 2014 Last Revised: 22 Feb 2015
Ferhat Akbas, Ekkehart Boehmer and Egemen Genc
University of Illinois at Chicago, Singapore Management University - Lee Kong Chian School of Business and University of Illinois at Chicago
Downloads 339 (98,851)

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12.

Determinants and Consequences of Information Processing Delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System

Journal of Financial Economics (JFE), 127 (2018) 366-388, University of Miami Business School Research Paper No. 18-7
Number of pages: 58 Posted: 28 Oct 2016 Last Revised: 10 Oct 2018
University of Illinois at Chicago, University of Texas at Dallas - Naveen Jindal School of Management, University of Maryland-College Park - Robert H. Smith School of Business and University of Miami - Department of Accounting
Downloads 321 (105,088)
Citation 12

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Information intermediaries, information processing, limited attention, information distribution, price discovery

13.

Director Networks and Managerial Response to Non-Fundamental Price Shocks

Number of pages: 54 Posted: 10 Aug 2017 Last Revised: 28 Nov 2018
University of Illinois at Chicago, University of Maryland - Robert H. Smith School of Business, University of Maryland - Department of Accounting & Information Assurance and University of Maryland-College Park - Robert H. Smith School of Business
Downloads 278 (122,537)

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Director networks; non-fundamental price shocks; corporate governance; corporate investment

14.

Funding Constraints and Market Efficiency

Mays Business School Research Paper No. 2012-75
Number of pages: 51 Posted: 30 Nov 2010 Last Revised: 23 Oct 2012
University of Illinois at Chicago, Texas Tech University - Area of Finance, Texas A&M University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 235 (145,322)

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market efficiency, anomalies, arbitrage, funding constraints, momentum, reversal, value, profitability

15.

Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 87 Posted: 19 Feb 2016 Last Revised: 13 Nov 2018
Ferhat Akbas and Egemen Genc
University of Illinois at Chicago and University of Illinois at Chicago
Downloads 210 (161,584)
Citation 8

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mutual funds, fund flows, extreme positive payoffs, lottery stocks

16.

High Aggregate Volume Return Premium

Number of pages: 56 Posted: 21 Nov 2017 Last Revised: 06 Feb 2020
Ferhat Akbas, Egemen Genc, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, University of Illinois at Chicago, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 180 (186,121)
Citation 1

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Disagreement, abnormal trading volume, asset prices, equity risk premium, volatility, return predictability

17.

Corporate news releases and the profitability of retail trades

Number of pages: 61 Posted: 01 Feb 2017 Last Revised: 09 Jan 2019
Ferhat Akbas and Musa Subasi
University of Illinois at Chicago and University of Maryland-College Park - Robert H. Smith School of Business
Downloads 176 (189,868)
Citation 1

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Individual Investors; Information Processing; Public News

18.

Margin Requirements, Risk Taking, and Multifactor Models

Number of pages: 68 Posted: 11 Dec 2018 Last Revised: 03 Dec 2019
Ferhat Akbas, Lezgin Ay, Chao Jiang and Paul D. Koch
University of Illinois at Chicago, Iowa State University - Department of Finance, Ph.D. Student, University of South Carolina - Department of Finance and Iowa State University - Finance Department
Downloads 69 (367,388)

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Asset pricing, CAPM, multifactor models, security market line, leverage constraints, margin requirements, risk premia.