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

23

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105

CROSSREF CITATIONS

67

Scholarly Papers (23)

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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 2,002 (7,293)
Citation 49

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2.

Portfolio Diversification

Downloads 1,162 ( 17,450)
Citation 3

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 1,162 (17,120)
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 1,048 (20,347)
Citation 50

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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 916 (24,837)
Citation 9

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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 829 (28,594)
Citation 9

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herding, institutional investors

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 759 (32,272)
Citation 4

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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 638 (40,815)
Citation 13

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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 554 (49,080)

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

9.

Reconcilable Differences: Momentum Trading by Institutions

Downloads 554 ( 49,080)
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 514 (53,353)
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 (437,038)
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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 497 (56,303)
Citation 18

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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 379 (78,120)
Citation 3

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Firm-specific risk, volatility

12.

Style Timing with Insiders

Downloads 359 ( 83,252)

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 359 (82,584)

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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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Equity Investments, Portfolio Management: Equity Portfolio Management Strategies

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 269 (114,192)
Citation 1

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Psychology; Political orientation; Hedge funds; Portfolio decisions

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 258 (119,288)
Citation 1

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Hedge funds; contagion; liquidity shocks

15.

Words Matter: The Role of Texts in Online Credit Markets

Number of pages: 58 Posted: 06 Jun 2014 Last Revised: 03 Oct 2018
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 178 (170,277)
Citation 13

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

16.

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: 49 Posted: 23 Jun 2018 Last Revised: 26 Apr 2019
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 177 (171,968)
Citation 2

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Noise Traders, Peer-to-Peer Lending, FinTech, Retail Investors, Institutional Investors

17.

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

Number of pages: 59 Posted: 06 Dec 2018
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 118 (238,022)

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18.

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

19.

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

20.

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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21.

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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22.

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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23.

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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