Author Page for Richard W. Sias

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 1,602 (6,901)

Citation 37

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Portfolio Diversification

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Citation 6

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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 1,106 (16,249)

Citation 6

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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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3.

Institutional Herding

Number of pages: 51 Posted: 16 Apr 2002

Richard W. Sias

University of Arizona - Department of Finance

Downloads 920 (18,610)

Citation 102

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4.

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 743 (26,310)

Citation 12

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5.

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 718 (23,092)

Citation 5

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6.

Reconcilable Differences: Momentum Trading by Institutions

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Citation 20

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Reconcilable Differences: Momentum Trading by Institutions

Number of pages: 38 Posted: 06 Oct 2003

Richard W. Sias

University of Arizona - Department of Finance

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Citation 20

Abstract:

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 (396,209)

Citation 20

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7.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 10 Jan 2018

Blerina Bela Zykaj, Richard W. Sias and Harry J. Turtle

Clemson University, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate

Downloads 486 (31,979)

Citation 2

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8.

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 476 (51,108)

Citation 9

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9.

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 467 (45,932)

Abstract:

10.

Style Timing with Insiders

Downloads 350 ( 76,549)

Citation 1

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Style Timing with Insiders

Number of pages: 43 Posted: 26 Jul 2009 Last Revised: 23 Nov 2009

Heather S Knewtson, Richard W. Sias and David A. Whidbee

Michigan Technological University, University of Arizona - Department of Finance and Washington State University - Department of Finance, Insurance and Real Estate

Downloads 350 (75,943)

Citation 1

Abstract:

Style Timing with Insiders

Financial Analysts Journal, Vol. 66, No. 4, pp. 46-56, 2010

Posted: 11 Aug 2010

Heather S Knewtson, Richard W. Sias and David A. Whidbee

Michigan Technological University, University of Arizona - Department of Finance and Washington State University - Department of Finance, Insurance and Real Estate

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11.

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 342 (71,277)

Citation 6

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12.

Words Matter: The Role of Texts in Online Credit Markets

Posted: 06 Jun 2014 Last Revised: 13 Dec 2017

Qiang Gao, Mingfeng Lin and Richard W. Sias

Baruch College, University of Arizona - Eller College of Management and University of Arizona - Department of Finance

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13.

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 125 (67,619)

Abstract:

14.

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, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate

Downloads 119 (117,821)

Abstract:

15.

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 114 (111,513)

Abstract:

16.

The Survival of Noise Traders: Evidence From Peer-to-Peer Lending

Number of pages: 54 Posted: 23 Jun 2018

Mingfeng Lin, Richard W. Sias and Zaiyan Wei

University of Arizona - Eller College of Management, University of Arizona - Department of Finance and Purdue University - Krannert School of Management

Downloads 0 (505,017)

Abstract:

17.

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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18.

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

Abstract:

19.

Can Money Flows Predict Stock Returns?

Financial Analysts Journal, Vol. 57, No. 6, November/December 2001

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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20.

Is Noise Trader Risk Priced?

The Journal of Financial Research

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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21.

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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22.

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

Richard W. Sias

University of Arizona - Department of Finance

Department Head and Professor

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Scholarly Papers (22)

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Reconcilable Differences: Momentum Trading By Institutions

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