Sophie Shive

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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SSRN RANKINGS

Top 9,736

in Total Papers Citations

64

CROSSREF CITATIONS

39

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 1,981 (7,650)
Citation 12

Abstract:

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Dual-class shares, arbitrage, mispricing

2.
Downloads 1,214 ( 16,784)
Citation 24

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 1,213 (16,491)
Citation 14

Abstract:

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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 1 (703,316)
Citation 11
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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 712 (36,114)
Citation 15

Abstract:

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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 312 (100,110)
Citation 16

Abstract:

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pricing kernel monotonicity

5.

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 269 (117,365)
Citation 12

Abstract:

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

6.

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 253 (124,660)
Citation 1

Abstract:

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Venture capital, patents, misvaluations

7.

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 175 (176,791)
Citation 5

Abstract:

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diseconomies of scale, mutual funds

8.

Private Equity Returns, Cash Flow Timing, and Investor Choices

Number of pages: 55 Posted: 01 Jun 2018 Last Revised: 11 Jan 2020
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Ohio University
Downloads 89 (294,539)

Abstract:

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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:

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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:

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