Sophie Shive

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

  • University of Notre Dame - Department of Finance

SCHOLARLY PAPERS

12

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133

CROSSREF CITATIONS

30

Scholarly Papers (12)

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1.

Mispricing of Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading

EFA 2009 Bergen Meetings Paper
Number of pages: 60 Posted: 06 Feb 2009 Last Revised: 02 Nov 2009
Paul H. Schultz and Sophie Shive
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 2,240 (10,220)
Citation 1

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Dual-class shares, arbitrage, mispricing

2.

Exchange Traded Funds and Asset Return Correlations

Downloads 1,497 (19,274)
Citation 46

Exchange Traded Funds and Asset Return Correlations

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 15 Mar 2016
Zhi Da and Sophie Shive
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance
Downloads 1,492 (19,015)
Citation 13

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exchange-traded funds, correlation

Exchange Traded Funds and Asset Return Correlations

European Financial Management, Vol. 24, Issue 1, pp. 136-168, 2018
Number of pages: 33 Posted: 19 Jan 2018
Zhi Da and Sophie Shive
University of Notre Dame - Mendoza College of Business and University of Notre Dame - Department of Finance
Downloads 5 (950,532)
Citation 37

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exchange‐traded‐fund, correlation, arbitrage

3.

Corporate Governance and Pollution Externalities of Public and Private Firms

Number of pages: 89 Posted: 14 Mar 2019
Sophie Shive and Margaret Forster
University of Notre Dame - Department of Finance and University of Notre Dame
Downloads 1,010 (34,434)
Citation 14

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carbon emissions, climate change, private firms, corporate governance, mutual fund ownership, board size

4.

The Revolving Door for Financial Regulators

Review of Finance, Forthcoming
Number of pages: 60 Posted: 09 Nov 2013 Last Revised: 17 Jun 2016
Sophie Shive and Margaret Forster
University of Notre Dame - Department of Finance and University of Notre Dame
Downloads 778 (49,188)
Citation 21

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revolving door, regulation

5.

Private equity performance and the effects of cash flow timing

The Journal of Portfolio Management
Number of pages: 28 Posted: 01 Jun 2018 Last Revised: 14 Aug 2021
Stephannie Larocque, Sophie Shive and Jennifer Sustersic Stevens
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Ohio University
Downloads 634 (64,396)

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Private equity, Returns, IRR, Cash-on-cash multiple, Timing

6.

Pricing Kernel Monotonicity and Conditional Information

Forthcoming, Review of Financial Studies
Number of pages: 59 Posted: 24 Jan 2014 Last Revised: 05 Oct 2017
Matthew Linn, Sophie Shive and Tyler Shumway
Isenberg School of Management, University of Massachusetts, University of Notre Dame - Department of Finance and University of Michigan at Ann Arbor, The Stephen M. Ross School of Business
Downloads 369 (123,635)
Citation 21

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pricing kernel monotonicity

7.

The Impact of Venture Capital Investments on Public Firm Stock Performance

Number of pages: 38 Posted: 16 Apr 2009 Last Revised: 19 Oct 2010
Tim Loughran and Sophie Shive
University of Notre Dame and University of Notre Dame - Department of Finance
Downloads 282 (164,640)
Citation 1

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Venture capital, patents, misvaluations

8.

When Fund Flows Take the Fun (Alpha) Away

Number of pages: 44 Posted: 30 Apr 2015 Last Revised: 07 Dec 2015
Benjamin Golez and Sophie Shive
University of Notre Dame and University of Notre Dame - Department of Finance
Downloads 208 (221,599)
Citation 6

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diseconomies of scale, mutual funds

9.

Sponsor reputation and capital structure dynamics in leveraged buyouts

Number of pages: 55 Posted: 18 Feb 2021 Last Revised: 06 Feb 2023
Sophie Shive and Margaret Forster
University of Notre Dame - Department of Finance and University of Notre Dame
Downloads 107 (378,084)

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Leveraged buyout, capital structure, reputation

10.

Power Banks: Do Tax Equity Investors Add Value to Renewable Power Projects?

Number of pages: 30 Posted: 01 Feb 2023
Sophie Shive
University of Notre Dame - Department of Finance
Downloads 6 (903,195)

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renewable power, infrastructure, tax credits

11.

Local Investors, Price Discovery and Market Efficiency

Posted: 20 Apr 2010 Last Revised: 06 Dec 2011
Sophie Shive
University of Notre Dame - Department of Finance

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local investors, price discovery, market efficiency

12.

An Epidemic Model of Investor Behavior

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 22 May 2008 Last Revised: 19 Jul 2008
Sophie Shive
University of Notre Dame - Department of Finance

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Bubble, Epidemic, Social Networks, Spatial Correlation, Portfolio Choice, Investor Behavior