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On the Link Between New Stock Listings and Stock Delistings and
Oct 25, 2014 ... managers (Campbell et al., 2001; Bennett & Sias, 2006) ... is a priced risk factor ( Ang et al., 2006; Fu, 2009; Guo & Savickas, 2010).
[ MVEA2014_presentationSKAZ.pdf - Read/Download File

Idiosyncratic Return Volatility, Cash Flows, and Product Market
through initial public offerings, and Bennett and Sias (2006) show that the pro- ... A recent study by Wei and Zhang (2006) compares idiosyncratic stock market.
[ 12_idio-rfs.pdf - Read/Download File

How diversifiable is firm-specific risk? James Bennett and Richard W
Oct 20, 2006 ... Sias is from the Department of Finance, Insurance, and Real Estate,. College ... Whidbee, and seminar participants at the Inquire UK Fall 2006 ...
[ diversification.pdf - Read/Download File

The Color of Investors' Money: The Role of Institutional - Harald Hau
tion, 2006 Portuguese Finance Network, 2006 CEMAF/ISCTE Conference on Corporate .... with findings in the U.S. market (Bennett, Sias, and Starks (2003)).
[ International_Institutional_Ownership_and_Performance.pdf - Read/Download File

The Time-Series Behavior and Pricing of Idiosyncratic Volatility
Third, Ang, Hodrick, Xing, and Zhang (2006a) report a negative and significant .... Fama and French (2004), Cao, Simin, and Zhao (2005), Bennett and Sias ...
[ IdiosnycraticVolatility19261962.pdf - Read/Download File

The colors of investors' money - University of Virginia Darden School
Mar 6, 2008 ... Received 12 April 2006; received in revised form 13 June 2007; accepted ...... We also run standardized regressions as in Bennett, Sias, and.
[ ferreiramatoscolorsinvestorsjfejun08.pdf - Read/Download File

Creative destruction and firm-specific performance heterogeneity
(2005), Bennett and Sias (2006), and Brown and Kapadia (2007) link heterogeneity to ... Biddle and Hilary (2006), and Jin and Myers (2006) link elevated firm ...
[ revised- creative destruction.pdf - Read/Download File

Download full text - NCER
and risky industries (Schwert, 2002; Bennett and Sias, 2006); the increased ownership ... increased uncertainty in profitability (Wei and Zhang, 2006; Pastor and ...
[ WPNo68.pdf - Read/Download File

Institutional Herding and Future Stock Returns - rogutierrez.net
Dec 16, 2009 ... In particular, Bennett, Sias, and Starks (2003), Chen, Hong, ..... Sias, Richard W., Laura T. Starks, and Sheridan Titman, 2006, Changes in in-.
[ Herding_v3.pdf - Read/Download File

The Idiosyncratic Volatility Puzzle - Duke University's Fuqua School
tional ownership (Bennett, Sias, and Starks 2003; Xu and Malkiel 2003); firm ... ( Rajgopal and Venkatachalam 2006); newly listed firms becoming increasingly.
[ BrandtBravGrahamKumar2010.pdf - Read/Download File

The Role of Hedge Funds in the Security Price - Lehigh University
Nov 20, 2012 ... Previous studies, including Gompers and Metrick (2001), Bennett, Sias, and Starks (2002), and. Sias, Starks, and Titman (2006), have ...
[ liang_2012.pdf - Read/Download File

Losses from Failure of Stakeholder Sensitive Processes: Financial
Jul 9, 2010 ... Bennett, J. A. and R. W. Sias: 2006, 'Why Company-Specific Risk Changes Over Time', Financial Analysts Journal 62(5), 89–100.
[ e1l78978hk37r125.pdf - Read/Download File

Institutional investors and the informational efficiency of prices Abstract
Aug 25, 2005 ... We are grateful to Kerry Back, Paul Bennett, Tarun Chordia, Pat Fishe, Joachim .... (Dennis and Weston, 2001; Sias, Starks, and Titman, 2006).
[ Efficiency_14.pdf - Read/Download File

Aggregate Idiosyncratic Volatility - Columbia Business School
University, New York University, the 2006 Wharton International Finance Workshop, the ... Xu and Malkiel (2003) and Bennett, Sias, and Starks (2003) ascribe.
[ aggregate_idiosyncratic_volatility.pdf - Read/Download File

Institutional Herding in International Markets This draft: April 21
Apr 21, 2014 ... 2009; Puckett and Yan 2008; Sias 2004; Gutierrez and Kelley 2009). ... Bennett et al. ... 2011); Germany (Walter and Weber 2006; Kremer and.
[ skiba_international_herding.pdf - Read/Download File

Asset Growth and Idiosyncratic Return Volatility - ckgsb
institutional ownership (Malkiel and Xu (2003), Bennett, Sias, and Starks ... ket composition of firms (Bennett and Sias (2006)), new listings (Brown and Kapadia.
[ Paper1_Song2015_RoF.pdf - Read/Download File

Stock Return Idiosyncrasy and the Business Cycle - CiteSeerX
Aug 17, 2014 ... cash flows (Pastor and Veronesi 2003; Wei and Zhang), stronger competition ( Bennett and Sias. 2006; Irvine and Pontiff 2009); and all of the ...
[ download;jsessionid=335E1C2FA6ABB144D42EB8BBE4245469?doi=10.1.1.652.5121&rep=rep1&type=pdf - Read/Download File

Idiosyncratic Volatility, Institutional Ownership, and - EFMA
May 31, 2012 ... forth in studies such as Brandt, Brav, Graham, and Kumar (2009), Bennett and Sias (2006)). However, this kind of conclusion may be premature ...
[ Chichernea_Petkevich_Reca_2012_Idiosyncratic_Volatility_Institutional_Ownership_and_Investment_Horizon.pdf - Read/Download File

Institutional investors and the limits of arbitrage - Faculty & Research
Jun 1, 2011 ... Bennett, Sias, and Starks (2003), Kovtunenko and Sosner (2004), and ..... quarterly at the end of the 2006 (estimated from. 1997Q1 to 2006Q4).
[ Institutions.pdf - Read/Download File

Institutional Investors and Stock Return Anomalies - UC Davis
(2001), Barberis and Shleifer (2003), Bennett, Sias, and Starks (2003)]. ..... Bennet, Sias, Starks (2003), Sias (2004), and Sias, Starks, Titman (2006)]. However ...
[ anomaliesnapa15.pdf - Read/Download File

Liquidity Risk and Hedge Fund Ownership
Sep 19, 2011 ... Gatev and Strahan (2006) argue that, in contrast to other institutions, ..... Bennett, Sias, and Starks (2002), and Sias, Starks, and Titman (2006)).
[ 201149pap.pdf - Read/Download File

Copyright by Shuming Liu 2008 - University of Texas Libraries - The
Table 12: The Baker and Wurgler (2006) Sentiment Index .... Metrick (2001), Bennett, Sias, and Starks (2003), and Sias, Starks, and Titman (2006) document that.
[ lius85056.pdf - Read/Download File

Download as a PDF - CiteSeerX
portfolio investment (FPI) during the 1990s (Baek, 2006). There are different .... Bennett, Sias, and Starks (2003) addressed the question of whether institutional ...
[ Section 7 Do Foreign Institutional Investors (FIIs) Exhibit Herding and Positive Feedback Trading in Indian Stock Markets.pdf - Read/Download File

Asset Growth and Idiosyncratic Return Volatility
institutional ownership (Malkiel and Xu (2003), Bennett, Sias, and Starks ... ket composition of firms (Bennett and Sias (2006)), new listings (Brown and Kapadia.
[ Paper1_Song2015_RoF.pdf - Read/Download File

Institutional Investors and Stock Return Anomalies - The University
Feb 7, 2014 ... institutional trades [Sias, Starks, and Titman (2006)]. 2 While the terms .... Shleifer (2003), Bennett, Sias, and Starks (2003)]. In the broadest ...
[ Institutional_Investors_and_Anomalies_20140209.pdf - Read/Download File

Commonality in Liquidity: A Demand-Side Explanation
Wermers (1995), Sias and Starks (1997), Wermers (1999), Sias (2004), Coval and ... (1996), Falkenstein (1996), Gompers and Metrick (2001), Bennett, Sias .... and Wang (2004) and Kumar and Lee (2006) find that correlated trading among.
[ koch_ruenzi_starks.pdf - Read/Download File

County-level bankruptcy beta and its impact on the supply of
2006. Bankruptcy filings quickly resumed their rapid rate of growth in .... data from 1999-2006 to compute bankruptcy beta − ..... Bennett and Sias (2006) and.
[ imfi_en_2013_01cont_Elliehausen.pdf - Read/Download File

Owen Bennett-Jones CV - South Asian Studies
Owen Bennett-Jones. Born:[email protected] ... 2006 Visiting scholar at University of British Colombia in Vancouver (1 month).
[ OBJ CV.pdf - Read/Download File

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