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

11

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134

CROSSREF CITATIONS

31

Scholarly Papers (11)

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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 2,105 (9,402)
Citation 1

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Dual-class shares, arbitrage, mispricing

2.

Exchange Traded Funds and Asset Return Correlations

Downloads 1,410 ( 17,780)
Citation 47

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 1,409 (17,459)
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 1 (849,271)
Citation 37
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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 743 (44,458)
Citation 21

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revolving door, regulation

4.

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 715 (46,775)
Citation 14

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

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 522 (70,090)

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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 337 (116,739)
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 264 (150,824)
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 192 (204,178)
Citation 6

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diseconomies of scale, mutual funds

9.

Quos Custodiunt Custodes? Sponsor Reputation and Capital Structure Dynamics in Leveraged Buyouts

Number of pages: 45 Posted: 18 Feb 2021 Last Revised: 12 May 2021
Sophie Shive and Margaret Forster
University of Notre Dame - Department of Finance and University of Notre Dame
Downloads 59 (457,077)

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Leveraged buyout, capital structure, reputation

10.

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

11.

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