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 1,906 (6,961)

Citation 37

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2.

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 1,110 (16,346)

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 1,022 (18,782)

Citation 102

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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 888 (23,263)

Citation 5

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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 810 (26,501)

Citation 12

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6.

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 703 (32,188)

Citation 2

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7.

Reconcilable Differences: Momentum Trading by Institutions

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Citation 20

2

Reconcilable Differences: Momentum Trading by Institutions

Number of pages: 38 Posted: 06 Oct 2003

Richard W. Sias

University of Arizona - Department of Finance

Downloads 506 (48,890)

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 (399,395)

Citation 20

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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 535 (46,186)

Abstract:

9.

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 489 (51,633)

Citation 9

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10.

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 407 (65,941)

Abstract:

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 372 (71,977)

Citation 6

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12.

Style Timing with Insiders

Downloads 350 ( 77,320)

Citation 1

2

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 (76,697)

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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13.

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 251 (111,186)

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 239 (117,873)

Abstract:

15.

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

Georgia Tech Scheller College of Business Research Paper No. 18-22

Number of pages: 46 Posted: 23 Jun 2018

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 60 (345,690)

Abstract:

16.

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

Zicklin School of Business, City University of New York, Scheller College of Business, Georgia Institute of Technology and University of Arizona - Department of Finance

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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

Abstract:

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

Abstract:

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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