Mikhail Simutin

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

http://www.rotman.utoronto.ca/simutin

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 3,483

in Total Papers Downloads

19,542

SSRN CITATIONS
Rank 4,125

SSRN RANKINGS

Top 4,125

in Total Papers Citations

343

CROSSREF CITATIONS

98

Scholarly Papers (20)

1.

Noisy Factors

Rotman School of Management Working Paper, European Corporate Governance Institute – Finance Working Paper No. 920/2023
Number of pages: 78 Posted: 28 Sep 2021 Last Revised: 26 Jun 2023
Pat Akey, Adriana Robertson and Mikhail Simutin
University of Toronto - Rotman School of Management, University of Chicago Law School and University of Toronto - Rotman School of Management
Downloads 2,951 (8,293)
Citation 2

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Fama French factors, asset pricing, performance evaluation, equities, mutual funds, model fit

2.

Managerial Activeness and Mutual Fund Performance

Review of Asset Pricing Studies, Forthcoming
Number of pages: 44 Posted: 20 Apr 2014 Last Revised: 09 May 2015
Hitesh Doshi, Redouane Elkamhi and Mikhail Simutin
University of Houston - C.T. Bauer College of Business, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 1,571 (22,334)
Citation 17

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Mutual fund performance, Portfolio management, closet indexing

3.

Excess Cash and Stock Returns

Financial Management, 2010, 39 (3), p. 1197-1222
Number of pages: 49 Posted: 15 Jan 2009 Last Revised: 31 May 2013
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 1,179 (34,115)
Citation 4

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Cash holdings, stock returns, investment, growth options

4.

Cash Holdings and Mutual Fund Performance

Review of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 52 Posted: 02 Dec 2009 Last Revised: 08 Jul 2013
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 1,117 (36,797)
Citation 12

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Mutual fund, cash holdings, fund liquidity, fire sales, stock selection skills

5.

The Best of Both Worlds: Accessing Emerging Economies via Developed Markets

Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 2633557
Number of pages: 87 Posted: 22 Jul 2015 Last Revised: 23 Aug 2018
Joon Woo Bae, Redouane Elkamhi and Mikhail Simutin
Case Western Reserve University - Weatherhead School of Management, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 1,108 (37,213)
Citation 5

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International diversification, emerging markets, developed markets, diversification benefits, performance, export links, market integration

6.

Closet Active Management of Passive Funds

Rotman School of Management Working Paper No. 3874582
Number of pages: 56 Posted: 08 Jul 2021
Pat Akey, Adriana Robertson and Mikhail Simutin
University of Toronto - Rotman School of Management, University of Chicago Law School and University of Toronto - Rotman School of Management
Downloads 1,046 (40,453)
Citation 1

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7.

Levered Noise and the Limits of Arbitrage Pricing: Implications for the Term Structure of Equity Risk Premia

Number of pages: 52 Posted: 21 Sep 2011 Last Revised: 02 Apr 2019
Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management
Downloads 1,045 (40,511)
Citation 37

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equity risk premium, dividend strips, term structure of equity risk premia, limits to arbitrage, microstructure frictions

8.

Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds

Rotman School of Management Working Paper No. 2912511, Review of Asset Pricing Studies, Forthcoming
Number of pages: 46 Posted: 09 Feb 2017 Last Revised: 01 Dec 2022
Jinfei Sheng, Mikhail Simutin and Terry Zhang
University of California, Irvine - Paul Merage School of Business, University of Toronto - Rotman School of Management and Australian National University (ANU)
Downloads 1,032 (41,239)
Citation 3

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Mutual fund performance, fee-performance relation, factor models, valuation cost

9.

Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking

Rotman School of Management Working Paper No. 2517704
Number of pages: 43 Posted: 02 Nov 2014 Last Revised: 26 Aug 2016
Oliver Boguth and Mikhail Simutin
Arizona State University (ASU) - Finance Department and University of Toronto - Rotman School of Management
Downloads 1,010 (42,568)
Citation 23

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Leverage constraints, asset prices, betting-against-beta, mutual fund performance, cross-section of stock returns

10.

A Labor Capital Asset Pricing Model

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 01 Sep 2012 Last Revised: 14 Feb 2017
Carnegie Mellon University - David A. Tepper School of Business, University of Toronto - Rotman School of Management and Arizona State University (ASU) - W.P. Carey School of Business
Downloads 987 (43,957)
Citation 26

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Cross-sectional asset pricing, labor search frictions, matching efficiency

11.

The Origins and Real Effects of the Gender Gap: Evidence from CEOs' Formative Years

Review of Financial Studies
Number of pages: 99 Posted: 07 May 2018 Last Revised: 20 Jul 2020
Ran Duchin, Mikhail Simutin and Denis Sosyura
Boston College - Carroll School of Management, University of Toronto - Rotman School of Management and Arizona State University
Downloads 928 (47,865)
Citation 15

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CEO, gender, family descent, formative years

12.

Dissecting Conglomerate Valuations

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 22 Nov 2015 Last Revised: 29 Mar 2021
Oliver Boguth, Ran Duchin and Mikhail Simutin
Arizona State University (ASU) - Finance Department, Boston College - Carroll School of Management and University of Toronto - Rotman School of Management
Downloads 877 (51,786)
Citation 2

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boundaries of the firm, segment valuation, conglomerate investment, internal capital markets, quantile regressions

13.

On the Demand for High-Beta Stocks: Evidence from Mutual Funds

Number of pages: 40 Posted: 15 Mar 2012 Last Revised: 24 Feb 2017
Susan Kerr Christoffersen and Mikhail Simutin
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 836 (55,271)
Citation 9

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Retirement saving, agency costs, risk-taking, mutual funds, beta-return relation, volatility anomaly

14.

Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas

Journal of Financial Economics (JFE), 102 (2), 363-389, November 2011.
Number of pages: 54 Posted: 04 Jul 2007 Last Revised: 07 May 2013
Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management
Downloads 820 (56,687)
Citation 24

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Overconditioning, Conditional CAPM, Performance Evaluation, Momentum

15.

Horizon Effects in Average Returns: The Role of Slow Information Diffusion

Number of pages: 57 Posted: 16 Mar 2011 Last Revised: 01 Apr 2015
Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management
Downloads 739 (65,232)
Citation 9

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16.

The Fragility of Organization Capital

Rotman School of Management Working Paper No. 2667882, 27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 50 Posted: 02 Oct 2015 Last Revised: 02 Mar 2018
Oliver Boguth, David Newton and Mikhail Simutin
Arizona State University (ASU) - Finance Department, Concordia University, Quebec - Department of Finance and University of Toronto - Rotman School of Management
Downloads 561 (92,378)
Citation 4

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Organization capital, intangibles, fragility, top management team, executives, CEO deaths, stock returns, cross-sectional asset pricing

17.

Feedback Loops in Industry Trade Networks and the Term Structure of Momentum Profits

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 10 Dec 2016 Last Revised: 28 Aug 2020
Ali Sharifkhani and Mikhail Simutin
Northeastern University and University of Toronto - Rotman School of Management
Downloads 520 (101,594)
Citation 4

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Industry trade networks, echo, stock returns, information diffusion, inter-sectoral input-output links, momentum, customer-supplier product market networks

18.

Standing Out in the Fund Family: Deviation from a Family Portfolio Predicts Mutual Fund Performance

Number of pages: 51 Posted: 01 Sep 2011 Last Revised: 22 Jun 2013
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 495 (107,901)
Citation 2

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Mutual fund performance, value of active management, fund family, fund company

19.

Of Age, Sex, and Money: Insights from Corporate Officer Compensation on the Wage Inequality between Genders

Management Science, Forthcoming
Number of pages: 43 Posted: 30 Apr 2014 Last Revised: 16 May 2014
David Newton and Mikhail Simutin
Concordia University, Quebec - Department of Finance and University of Toronto - Rotman School of Management
Downloads 494 (108,153)
Citation 12

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gender, officer compensation, wage inequality, pay gap, discrimination

20.

IPO Offer Prices and Firm Performance

Number of pages: 51 Posted: 02 Dec 2009
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 226 (251,015)

Abstract:

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IPOs, performance, offer prices