Author Page for Sorin M. Sorescu

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

Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu and Avanidhar Subrahmanyam

University of Illinois at Chicago - College of Business Administration, Texas Tech University - Area of Finance, Texas A&M University and University of California, Los Angeles (UCLA) - Finance Area

Downloads 1,362 (31,703)

Citation 4

Abstract:

2.

Short Interest, Returns, and Fundamentals

Number of pages: 51 Posted: 13 Feb 2013 Last Revised: 18 Sep 2013

Ferhat Akbas, Ekkehart Boehmer, Bilal Erturk and Sorin M. Sorescu

University of Illinois at Chicago - College of Business Administration, Singapore Management University - Lee Kong Chian School of Business, Texas A&M University - Department of Finance and Texas A&M University

Downloads 1,260 (35,564)

Citation 8

Abstract:

3.

Short Sale Constraints, Differences of Opinion, and Overvaluation

Number of pages: 51 Posted: 10 Apr 2005

Rodney D Boehme, Bartley R. Danielsen and Sorin M. Sorescu

Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), North Carolina State University - Poole College of Management and Texas A&M University

Downloads 1,233 (36,657)

Citation 21

Abstract:

4.

A Reexamination of Corporate Governance and Equity Prices

Downloads 1,232 (36,712)

Citation 12

3

A Reexamination of Corporate Governance and Equity Prices

AFA 2007 Chicago Meetings Paper

Number of pages: 78 Posted: 22 Mar 2005 Last Revised: 18 Oct 2011

Shane A. Johnson, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University

Downloads 1,232 (36,106)

Citation 12

Abstract:

A Reexamination of Corporate Governance and Equity Prices

Review of Financial Studies, Forthcoming

Posted: 07 Nov 2008

Shane A. Johnson, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University

Abstract:

A Reexamination of Corporate Governance and Equity Prices

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4753-4786, 2009

Posted: 08 Dec 2009

Shane A. Johnson, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University

Abstract:

5.

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

Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu and Avanidhar Subrahmanyam

University of Illinois at Chicago - College of Business Administration, Texas Tech University - Area of Finance, Texas A&M University and University of California, Los Angeles (UCLA) - Finance Area

Downloads 1,159 (40,202)

Citation 84

Abstract:

6.

Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)

Number of pages: 43 Posted: 18 Mar 2005

Rodney D Boehme, Praveen Kumar, Bartley R. Danielsen and Sorin M. Sorescu

Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), University of Houston - Department of Finance, North Carolina State University - Poole College of Management and Texas A&M University

Downloads 1,145 (40,944)

Citation 16

Abstract:

7.

Mispricing Following Public News: Overreaction for Losers, Underreaction for Winners

Number of pages: 44 Posted: 25 Mar 2008

Ferhat Akbas, Emre Kocatulum and Sorin M. Sorescu

affiliation not provided to SSRN, Massachusetts Institute of Technology Department of Economics and Texas A&M University

Downloads 1,040 (46,921)

Citation 5

Abstract:

8.

The Cross-Section of Analyst Recommendations

Number of pages: 39 Posted: 15 Sep 2004

Avanidhar Subrahmanyam and Sorin M. Sorescu

University of California, Los Angeles (UCLA) - Finance Area and Texas A&M University

Downloads 926 (55,212)

Citation 23

Abstract:

9.

Seven Decades of Long Term Abnormal Return Persistence: The Case of Dividend Initiations and Resumptions

Number of pages: 53 Posted: 21 Feb 2000

Rodney D Boehme and Sorin M. Sorescu

Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and Texas A&M University

Downloads 839 (63,237)

Citation 1

Abstract:

10.

Partial Effects of Fed Tightening on U.S. Banks’ Capital

Number of pages: 50 Posted: 26 Apr 2023

Mark J. Flannery and Sorin M. Sorescu

University of Florida - Department of Finance, Insurance and Real Estate and Texas A&M University

Downloads 789 (68,816)

Abstract:

11.

Foreign Exchange Risk and the Cross-Section of Stock Returns

Downloads 694 (81,112)

Citation 2

2

Foreign Exchange Risk and the Cross-Section of Stock Returns

Number of pages: 47 Posted: 24 Mar 2005

James W. Kolari, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University

Downloads 694 (79,945)

Citation 2

Abstract:

Foreign Exchange Risk and the Cross-Section of Stock Returns

Journal of International Money and Finance, Volume 27, Issue 7, November 2008, Pages 1074-1097.

Posted: 13 Jul 2007 Last Revised: 16 Sep 2014

James W. Kolari, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University

Abstract:

12.

Why Do Option Introductions Depress Stock Prices? An Empirical Study of Diminishing Short-Sale Constraints

DePaul University Working Paper

Number of pages: 46 Posted: 09 May 2000

Bartley R. Danielsen and Sorin M. Sorescu

North Carolina State University - Poole College of Management and Texas A&M University

Downloads 667 (85,439)

Citation 6

Abstract:

13.

The Information Content of Bank Exam Ratings and Subordinated Debt Prices

Downloads 585 (100,910)

Citation 6

1

The Information Content of Bank Exam Ratings and Subordinated Debt Prices

Number of pages: 32 Posted: 15 Jan 2001

Robert DeYoung, Mark J. Flannery, William W. Lang and Sorin M. Sorescu

University of Kansas School of Business, University of Florida - Department of Finance, Insurance and Real Estate, Promontory Financial Group and Texas A&M University

Downloads 585 (99,572)

Citation 6

Abstract:

14.

A Hiding Place? Diversification, Financialization, and Return Comovement in Commodity Markets

Number of pages: 46 Posted: 02 Jan 2019 Last Revised: 18 Mar 2022

Yong Chen, Wenting Dai and Sorin M. Sorescu

Texas A&M University - Department of Finance, Nankai University - School of Finance and Texas A&M University

Downloads 394 (162,142)

Citation 2

Abstract:

15.

Asset Pricing with Estimation-Risk and Uncertain Information Quality

Number of pages: 40 Posted: 29 Apr 2005

Rodney D Boehme, Praveen Kumar, Bartley R. Danielsen and Sorin M. Sorescu

Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS), University of Houston - Department of Finance, North Carolina State University - Poole College of Management and Texas A&M University

Downloads 315 (207,221)

Citation 1

Abstract:

16.

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

Ferhat Akbas, Will J. Armstrong, Sorin M. Sorescu and Avanidhar Subrahmanyam

University of Illinois at Chicago - College of Business Administration, Texas Tech University - Area of Finance, Texas A&M University and University of California, Los Angeles (UCLA) - Finance Area

Downloads 286 (229,691)

Abstract:

17.

A Reexamination of Corporate Governance and Equity Prices with Updated and Supplemental Results

Review of Financial Studies, Forthcoming

Number of pages: 78 Posted: 15 Sep 2009 Last Revised: 18 Oct 2011

Shane A. Johnson, Theodore C. Moorman and Sorin M. Sorescu

Texas A&M University - Department of Finance, affiliation not provided to SSRN and Texas A&M University

Downloads 273 (241,032)

Abstract:

18.

Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

Downloads 0 (1,338,298)

2

Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

Review of Financial Studies, Forthcoming

Posted: 11 Feb 2007

Praveen Kumar, Sorin M. Sorescu, Rodney D Boehme and Bartley R. Danielsen

University of Houston - Department of Finance, Texas A&M University, Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management

Abstract:

Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence

The Review of Financial Studies, Vol. 21, Issue 3, pp. 1037-1075, 2008

Posted: 02 Jul 2008

Praveen Kumar, Sorin M. Sorescu, Rodney D Boehme and Bartley R. Danielsen

University of Houston - Department of Finance, Texas A&M University, Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and North Carolina State University - Poole College of Management

Abstract:

19.

The Long-Run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

Posted: 30 Aug 2001

Rodney D Boehme and Sorin M. Sorescu

Wichita State University - Department of Finance, Real Estate & Decision Sciences (FREDS) and Texas A&M University

Abstract:

20.

Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short-Sale Constraints

Posted: 27 Aug 2001

Bartley R. Danielsen and Sorin M. Sorescu

North Carolina State University - Poole College of Management and Texas A&M University

Abstract:

21.

The Price Effect of Option Introductions: 1973-1992

Posted: 08 Jan 1997

Sorin M. Sorescu

Texas A&M University

Abstract:

22.

Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991

Downloads 0 (1,338,298)

2

Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991

J. OF FINANCE, Vol. 51 No. 4, September 1996

Posted: 18 Jun 1996

Mark J. Flannery and Sorin M. Sorescu

University of Florida - Department of Finance, Insurance and Real Estate and Texas A&M University

Abstract:

Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991

Posted: 17 May 1995

Mark J. Flannery and Sorin M. Sorescu

University of Florida - Department of Finance, Insurance and Real Estate and Texas A&M University

Sorin M. Sorescu

Texas A&M University

Associate Professor

Adam C. Sinn `00 Department of Finance

Professor

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