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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

20

DOWNLOADS
Rank 3,484

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Top 3,484

in Total Papers Downloads

9,130

CITATIONS
Rank 2,797

SSRN RANKINGS

Top 2,797

in Total Papers Citations

200

Scholarly Papers (20)

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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 1,602 (6,642)
Citation 37

Abstract:

2.

Portfolio Diversification

Downloads 1,068 ( 15,759)
Citation 5

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 1,068 (15,460)
Citation 5

Abstract:

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

Abstract:

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 920 (17,342)
Citation 102

Abstract:

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 (24,521)
Citation 12

Abstract:

herding, institutional investors

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 (23,006)
Citation 5

Abstract:

6.

Reconcilable Differences: Momentum Trading by Institutions

Downloads 537 ( 41,591)
Citation 20

Reconcilable Differences: Momentum Trading by Institutions

Number of pages: 38 Posted: 06 Oct 2003
Richard W. Sias
University of Arizona - Department of Finance
Downloads 497 (45,262)
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 (369,581)
Citation 20
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Abstract:

7.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 08 Dec 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 486 (31,587)
Citation 2

Abstract:

hedge funds, crowds, market efficiency

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 (47,144)
Citation 9

Abstract:

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 (44,133)

Abstract:

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

10.

Style Timing with Insiders

Downloads 343 ( 71,879)
Citation 1

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 343 (71,299)
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

Abstract:

Equity Investments, Portfolio Management: Equity Portfolio Management Strategies

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 (66,601)
Citation 6

Abstract:

Firm-specific risk, volatility

12.

Who are the Sentiment Traders? Evidence from the Cross-Section of Stock Returns and Demand

Number of pages: 83 Posted: 19 Dec 2014
Luke Asher DeVault, Richard W. Sias and Laura T. Starks
University of Arizona - Department of Finance, University of Arizona - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 125 (86,875)
Citation 1

Abstract:

13.

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 (120,423)

Abstract:

Hedge funds; contagion; liquidity shocks

14.

Hedge Fund Politics and Portfolios

Number of pages: 59 Posted: 19 Dec 2014 Last Revised: 06 Jun 2016
Luke Asher DeVault and Richard W. Sias
University of Arizona - Department of Finance and University of Arizona - Department of Finance
Downloads 114 (117,622)

Abstract:

Psychology; Political orientation; Hedge funds; Portfolio decisions

15.

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

Abstract:

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

16.

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:

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

17.

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:

18.

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

Abstract:

19.

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:

20.

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

Abstract:

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