Richard W. Sias

University of Arizona - Department of Finance

Department Head and Professor

McClelland Hall

P.O. Box 210108

Tucson, AZ 85721-0108

United States

  • University of Arizona - Department of Finance

SCHOLARLY PAPERS

25

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SSRN CITATIONS
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Top 5,975

in Total Papers Citations

153

CROSSREF CITATIONS

65

Scholarly Papers (25)

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1.

The Price Impact of Institutional Trading

Number of pages: 43 Posted: 19 Sep 2001
Richard W. Sias, Laura T. Starks and Sheridan Titman
University of Arizona - Department of Finance, University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 2,070 (8,754)
Citation 62

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2.

Portfolio Diversification

Downloads 1,325 ( 17,728)

Portfolio Diversification

Number of pages: 39 Posted: 25 May 2005 Last Revised: 06 Feb 2010
James A. Bennett and Richard W. Sias
University of Southern Maine and University of Arizona - Department of Finance
Downloads 1,325 (17,403)
Citation 3

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limits to arbitrage, anomalies, idiosyncratic risk, market efficiency, well-diversified portfolios

Portfolio Diversification

Journal of Investment Management, Third Quarter 2011
Posted: 24 Aug 2011
James A. Bennett and Richard W. Sias
University of Southern Maine and University of Arizona - Department of Finance

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Limits to arbitrage, anomalies, idiosyncratic risk, market efficiency, well diversified

3.

Institutional Herding

Number of pages: 51 Posted: 16 Apr 2002
Richard W. Sias
University of Arizona - Department of Finance
Downloads 1,106 (23,228)
Citation 70

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4.

Window-Dressing, Tax-Loss Selling, and Momentum Profit Seasonality

Number of pages: 18 Posted: 31 Mar 2006
Richard W. Sias
University of Arizona - Department of Finance
Downloads 996 (27,073)

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5.

Institutional Industry Herding

Number of pages: 53 Posted: 24 Mar 2008 Last Revised: 13 Aug 2008
Nicole Y. Choi and Richard W. Sias
University of Wyoming - Department of Economics and Finance and University of Arizona - Department of Finance
Downloads 863 (33,167)
Citation 12

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herding, institutional investors

6.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 24 Sep 2020
Blerina Bela Zykaj, Richard W. Sias and Harry J. Turtle
Clemson University - College of Business, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 811 (36,088)
Citation 7

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hedge funds, crowds, market efficiency

7.

Sentiment Metrics and Investor Demand

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 19 Dec 2014 Last Revised: 10 Jan 2018
Luke DeVault, Richard W. Sias and Laura T. Starks
Clemson University - Department of Finance, University of Arizona - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 780 (38,080)
Citation 19

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8.

Why Does Financial Strength Forecast Future Stock Returns? Evidence from Subsequent Demand by Institutional Investors

Number of pages: 54 Posted: 22 Nov 2009 Last Revised: 07 Oct 2011
Nicole Y. Choi and Richard W. Sias
University of Wyoming - Department of Economics and Finance and University of Arizona - Department of Finance
Downloads 580 (56,446)
Citation 1

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Financial reporting, Fundamental analysis, Capital markets, Market efficiency, Behavioral finance

9.

Reconcilable Differences: Momentum Trading by Institutions

Downloads 565 ( 58,270)
Citation 13

Reconcilable Differences: Momentum Trading by Institutions

Number of pages: 38 Posted: 06 Oct 2003
Richard W. Sias
University of Arizona - Department of Finance
Downloads 525 (63,167)
Citation 16

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Reconcilable Differences: Momentum Trading By Institutions

The Financial Review, Vol. 42, No. 1, pp. 1-22, February 2007
Number of pages: 22 Posted: 12 Jan 2007
Richard W. Sias
University of Arizona - Department of Finance
Downloads 40 (512,357)
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10.

Insider Trades and Demand by Institutional and Individual Investors

Number of pages: 64 Posted: 17 Jul 2006 Last Revised: 05 Nov 2008
Richard W. Sias and David A. Whidbee
University of Arizona - Department of Finance and Washington State University - Department of Finance, Insurance and Real Estate
Downloads 512 (65,887)
Citation 22

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11.

Words Matter: The Role of Texts in Online Credit Markets

Number of pages: 58 Posted: 06 Jun 2014 Last Revised: 22 Jul 2020
Qiang Gao, Mingfeng Lin and Richard W. Sias
Zicklin School of Business, City University of New York, Scheller College of Business, Georgia Institute of Technology and University of Arizona - Department of Finance
Downloads 416 (84,939)
Citation 17

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texts, peer-to-peer lending, crowdfunding, predictive analysis, sentiment analysis, subjectivity analysis, readability analysis, deception detection, machine learning

12.

Why Has Firm-Specific Risk Increased Over Time?

Number of pages: 29 Posted: 18 Dec 2004
Richard W. Sias and James A. Bennett
University of Arizona - Department of Finance and University of Southern Maine
Downloads 388 (91,776)
Citation 3

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Firm-specific risk, volatility

13.

Style Timing with Insiders

Downloads 366 ( 98,215)
Citation 1

Style Timing with Insiders

Number of pages: 43 Posted: 26 Jul 2009 Last Revised: 23 Nov 2009
Heather Knewtson, Richard W. Sias and David A. Whidbee
Michigan Technological University - College of Business, University of Arizona - Department of Finance and Washington State University - Department of Finance, Insurance and Real Estate
Downloads 366 (97,473)
Citation 1

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Style Timing with Insiders

Financial Analysts Journal, Vol. 66, No. 4, pp. 46-56, 2010
Posted: 11 Aug 2010
Heather Knewtson, Richard W. Sias and David A. Whidbee
Michigan Technological University - College of Business, University of Arizona - Department of Finance and Washington State University - Department of Finance, Insurance and Real Estate

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Equity Investments, Portfolio Management: Equity Portfolio Management Strategies

14.

Hedge Fund Politics and Portfolios

Number of pages: 59 Posted: 19 Dec 2014 Last Revised: 06 Jun 2016
Luke DeVault and Richard W. Sias
Clemson University - Department of Finance and University of Arizona - Department of Finance
Downloads 284 (129,491)
Citation 2

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Psychology; Political orientation; Hedge funds; Portfolio decisions

15.

Hedge Fund Return Dependence and Liquidity Spirals

Number of pages: 71 Posted: 23 Nov 2013 Last Revised: 21 Nov 2014
Blerina Bela Zykaj, Richard W. Sias and Harry J. Turtle
Clemson University - College of Business, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 262 (140,670)
Citation 2

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Hedge funds; contagion; liquidity shocks

16.

Experts vs. Non-Experts in Online Crowdfunding Markets

Georgia Tech Scheller College of Business Research Paper No. 18-22
Number of pages: 56 Posted: 23 Jun 2018 Last Revised: 26 Dec 2020
Mingfeng Lin, Richard W. Sias and Zaiyan Wei
Scheller College of Business, Georgia Institute of Technology, University of Arizona - Department of Finance and Purdue University - Krannert School of Management
Downloads 248 (148,614)
Citation 3

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FinTech, Crowdfunding, Experts, Non-experts

17.

Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation

10th Miami Behavioral Finance Conference
Number of pages: 59 Posted: 06 Dec 2018 Last Revised: 28 Jan 2020
Richard W. Sias, Laura T. Starks and Harry J. Turtle
University of Arizona - Department of Finance, University of Texas at Austin - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 235 (156,536)
Citation 3

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18.

Active Technological Similarity and Mutual Fund Performance

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 62 Posted: 13 Jan 2021
Ping McLemore, Richard W. Sias, Chi Wan and H. Zafer Yuksel
Federal Reserve Bank of Richmond - Quantitative Supervision & Research, University of Arizona - Department of Finance, University of Massachusetts Boston - Department of Accounting and Finance and Texas A&M University Corpus Christi
Downloads 161 (221,534)

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mutual fund performance, technological similarity, corporate innovation, active management

19.

Economic Policy Uncertainty and Self-Control: Evidence from Unhealthy Choices

Number of pages: 52 Posted: 01 Jan 2020
Ivalina Kalcheva, Ping McLemore and Richard W. Sias
University of Texas at San Antonio - Department of Finance, Federal Reserve Bank of Richmond - Quantitative Supervision & Research and University of Arizona - Department of Finance
Downloads 101 (313,314)
Citation 1

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economic policy uncertainty, unhealthy choices, impulse control, temporal discounting

20.

Causes and Seasonality of Momentum Profits

Financial Analysts Journal, Vol. 63, No. 2, pp. 48-54, 2007
Posted: 19 Apr 2007
Richard W. Sias
University of Arizona - Department of Finance

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Equity Investments, Technical Analysis, Portfolio Management, Equity Strategies, Investment Theory, Behavioral Finance

21.

Why Company-Specific Risk Changes Over Time

Financial Analysts Journal, Vol. 62, No. 5, pp. 89-100, October 2006
Posted: 09 Oct 2006
James A. Bennett and Richard W. Sias
University of Southern Maine and University of Arizona - Department of Finance

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Equity Investments, Fundamental Analysis and Valuation Models, Risk Measurement and Management, Equity Portfolios, Financial Markets, Other, Portfolio Management, Asset Allocation

22.

Can Money Flows Predict Stock Returns?

Posted: 28 Apr 2002
James A. Bennett and Richard W. Sias
University of Southern Maine and University of Arizona - Department of Finance

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23.

Is Noise Trader Risk Priced?

Posted: 21 Apr 2000
Richard W. Sias, Laura T. Starks and Seha M. Tinic
University of Arizona - Department of Finance, University of Texas at Austin - Department of Finance and Koc University - Finance

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24.

Institutions, Individuals, and Return Autocorrelations

Posted: 02 Sep 1999
Richard W. Sias and Laura T. Starks
University of Arizona - Department of Finance and University of Texas at Austin - Department of Finance

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25.

Institutions and Individuals at the Turn-of-The-Year

J. OF FINANCE, Vol. 52 No. 4, September 1997
Posted: 19 Nov 1997
Richard W. Sias and Laura T. Starks
University of Arizona - Department of Finance and University of Texas at Austin - Department of Finance

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