Sophie Shive

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 9,814

SSRN RANKINGS

Top 9,814

in Total Papers Downloads

4,614

CITATIONS
Rank 36,104

SSRN RANKINGS

Top 36,104

in Total Papers Citations

5

Scholarly Papers (10)

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 1,951 (7,301)
Citation 3

Abstract:

Loading...

Dual-class shares, arbitrage, mispricing

2.
Downloads 1,135 ( 17,389)
Citation 1

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 1,134 (17,087)
Citation 1

Abstract:

Loading...

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 1 (664,671)
  • Add to Cart

Abstract:

Loading...

exchange‐traded‐fund, correlation, arbitrage

3.

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 702 (34,621)

Abstract:

Loading...

revolving door, regulation

4.

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 297 (99,461)
Citation 1

Abstract:

Loading...

pricing kernel monotonicity

5.

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 248 (120,347)

Abstract:

Loading...

Venture capital, patents, misvaluations

6.

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 166 (175,474)

Abstract:

Loading...

diseconomies of scale, mutual funds

7.

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 71 (319,555)

Abstract:

Loading...

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

8.

Private Equity Returns, Cash Flow Timing, and Economic Consequences for Investors

Number of pages: 49 Posted: 01 Jun 2018 Last Revised: 16 May 2019
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Ohio University
Downloads 44 (400,060)

Abstract:

Loading...

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

9.

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

Abstract:

Loading...

local investors, price discovery, market efficiency

10.

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

Abstract:

Loading...

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