Ronnie Sadka

Boston College - Carroll School of Management

Professor of Finance

140 Commonwealth Avenue

Chestnut Hill, MA 02467

United States

SCHOLARLY PAPERS

40

DOWNLOADS
Rank 603

SSRN RANKINGS

Top 603

in Total Papers Downloads

43,585

SSRN CITATIONS
Rank 1,136

SSRN RANKINGS

Top 1,136

in Total Papers Citations

757

CROSSREF CITATIONS

286

Scholarly Papers (40)

1.
Downloads 5,180 ( 1,805)
Citation 101

Intraday Patterns in the Cross-Section of Stock Returns

Number of pages: 59 Posted: 17 Jun 2009 Last Revised: 27 May 2010
University of Maryland - Department of Finance, Northwestern University and Boston College - Carroll School of Management
Downloads 4,399 (2,377)
Citation 8

Abstract:

Loading...

Return periodicity, Market Microstructure

Intraday Patterns in the Cross-Section of Stock Returns

Journal of Finance, 2010, Vol. 65, No. 4, pp. 1369-1407
Number of pages: 59 Posted: 21 Nov 2009 Last Revised: 14 Nov 2019
University of Maryland - Department of Finance, Northwestern University and Boston College - Carroll School of Management
Downloads 781 (36,893)
Citation 86

Abstract:

Loading...

Return periodicity, Market Microstructure

Are Momentum Profits Robust to Trading Costs?

Northwestern University Department of Finance Working Paper No. 289; AFA 2003 Washington, DC Meetings
Number of pages: 43 Posted: 28 Mar 2002
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management
Downloads 3,833 (2,987)
Citation 93

Abstract:

Loading...

Momentum strategies, Transaction costs, Price impact, Optimal trading, Market efficiency

Are Momentum Profits Robust to Trading Costs?

Journal of Finance, Vol. 59, No. 3, pp. 1039-1082, June 2004
Posted: 29 Dec 2004
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management

Abstract:

Loading...

Momentum strategies, transaction costs, price impact, optimal trading, market efficiency

3.

Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk

Journal of Financial Economics, Forthcoming, EFA 2004 Maastricht Meetings Paper No. 5290
Number of pages: 46 Posted: 09 Sep 2003
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 3,773 (3,134)
Citation 222

Abstract:

Loading...

Liquidity risk, Transaction costs, Price impact, Asset pricing, Momentum trading

4.

Seasonality in the Cross-Section of Expected Stock Returns

AFA 2006 Boston Meetings Paper
Number of pages: 37 Posted: 20 Mar 2005
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 2,190 (7,847)
Citation 1

Abstract:

Loading...

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Number of pages: 19 Posted: 09 Jun 2010 Last Revised: 01 Feb 2013
Xiaoxia Lou and Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 1,896 (9,734)
Citation 3

Abstract:

Loading...

Liquidity risk, Liquidity Level, Asset pricing, Risk Management, Financial Crisis

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Financial Analysts Journal, Vol. 67, No. 3, 2011
Posted: 11 Jun 2011
Xiaoxia Lou and Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

Loading...

equity investments, portfolio management, equity portfolio management strategies, risk management, portfolio risk management, risk management strategies

6.
Downloads 1,833 ( 10,465)
Citation 43

Liquidity and the Post-Earnings-Announcement Drift

AFA 2008 New Orleans Meetings Paper
Number of pages: 35 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Emory University - Department of Finance, Boston College - Carroll School of Management, University of Lausanne, University of Texas at Dallas and London Business School
Downloads 1,464 (14,662)
Citation 45

Abstract:

Loading...

G11, G12, C11

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal, Forthcoming
Number of pages: 36 Posted: 18 May 2009
Emory University - Department of Finance, University of Lausanne, University of Texas at Dallas, Boston College - Carroll School of Management and London Business School
Downloads 369 (95,283)

Abstract:

Loading...

Research Sources, Equity Investments, Technical Analysis, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal, Vol. 65, No. 4, 2009
Posted: 09 Aug 2009
Emory University - Department of Finance, University of Lausanne, University of Texas at Dallas, Boston College - Carroll School of Management and London Business School

Abstract:

Loading...

Equity Investments, Research Sources, Investment Theory, Efficient Market Theory, Portfolio Management, Equity Strategies

Liquidity Risk and the Cross-Section of Hedge-Fund Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 36 Posted: 22 Mar 2009 Last Revised: 12 Nov 2009
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,605 (12,688)
Citation 2

Abstract:

Loading...

Liquidity risk, Hedge funds, Price impact, Asset pricing

Liquidity Risk and the Cross-Section of Hedge-Fund Returns

FDIC Working Paper No. 2010-10
Number of pages: 35 Posted: 09 Jan 2012
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 95 (324,950)
Citation 51

Abstract:

Loading...

Liquidity risk, Hedge funds, Price impact, Asset pricing

8.
Downloads 1,588 ( 13,147)

Are You Trading Predictably?

Number of pages: 19 Posted: 05 Jun 2010 Last Revised: 05 Sep 2010
University of Maryland - Department of Finance, Northwestern University, Boston College - Carroll School of Management and University of Washington - Foster School of Business
Downloads 1,588 (12,901)

Abstract:

Loading...

Trading, Microstructure, Periodicity, Anomaly

Are You Trading Predictably?

Financial Analysts Journal, Vol. 67, No. 2, 2011
Posted: 13 Apr 2011
University of Maryland - Department of Finance, Northwestern University, Boston College - Carroll School of Management and University of Washington - Foster School of Business

Abstract:

Loading...

Behavioral Finance, Institutional Investor Decision Making; Equity Investments, Performance Measurement and Evaluation, Specific Investor Issues, Institutional Investors, Portfolio Management: Equity Portfolio Management Strategies

Pricing the Commonality Across Alternative Measures of Liquidity

Number of pages: 41 Posted: 11 May 2006
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management
Downloads 1,562 (13,247)
Citation 42

Abstract:

Loading...

Liquidity, Risk Premium

Pricing the Commonality Across Alternative Measures of Liquidity

Journal of Financial Economics (JFE), Vol. 87, No. 1, 2008
Posted: 15 Jan 2008
Robert A. Korajczyk and Ronnie Sadka
Northwestern University and Boston College - Carroll School of Management

Abstract:

Loading...

Liquidity, Risk Premium

10.
Downloads 1,456 ( 15,082)
Citation 29

Aggregate Earnings and Asset Prices

Journal of Accounting Research, Vol. 47, No. 5, 2009
Number of pages: 40 Posted: 20 Mar 2007 Last Revised: 24 Aug 2011
Ray Ball, Gil Sadka and Ronnie Sadka
University of Chicago - Booth School of Business, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 1,359 (16,469)
Citation 2

Abstract:

Loading...

Aggregate earnings, aggregate returns, excess volatility, anomalies

Aggregate Earnings and Asset Prices

Columbia Business School Research Paper
Number of pages: 41 Posted: 24 Aug 2011 Last Revised: 30 Aug 2011
Ray Ball, Gil Sadka and Ronnie Sadka
University of Chicago - Booth School of Business, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 97 (320,529)
Citation 29

Abstract:

Loading...

Earnings factors, aggregate returns, SUE, market-to-book, systematic risk, cash-flow news, asset pricing

11.

Analyst Disagreement, Mispricing and Liquidity

Journal of Finance, Forthcoming, EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 07 Jul 2004
Ronnie Sadka and Anna Scherbina
Boston College - Carroll School of Management and Brandeis University
Downloads 1,414 (15,804)
Citation 15

Abstract:

Loading...

Analyst disagreement, mispricing, liquidity, Kyle lambda, limits of arbitrage

Common Patterns of Predictability in the Cross-Section of International Stock Returns

Number of pages: 35 Posted: 20 Mar 2008
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 765 (37,978)

Abstract:

Loading...

International Stock Returns, Market Integration, Behavioral Finance

Common Patterns of Predictability in the Cross-Section of International Stock Returns

Number of pages: 31 Posted: 20 Mar 2007
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 479 (70,152)

Abstract:

Loading...

Hedge-Fund Performance and Liquidity Risk

Number of pages: 18 Posted: 27 Aug 2011
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,154 (21,120)
Citation 7

Abstract:

Loading...

hedge funds, liquidity risk, share restriction, manager selection, risk management

Hedge-Fund Performance and Liquidity Risk

Journal of Investment Management (JOIM), Second Quarter 2012
Posted: 02 Jun 2012
Ronnie Sadka
Boston College - Carroll School of Management

Abstract:

Loading...

Hedge funds, liquidity risk, share restriction, manager selection, risk management

14.

Liquidity Risk and Accounting Information

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 18 Posted: 14 Aug 2011 Last Revised: 26 Aug 2011
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 1,135 (22,062)
Citation 1

Abstract:

Loading...

Liquidity Risk, Trasparency, Information Quality, Asset Pricing, Financial Crisis

15.

Liquidity Risk and Mutual Fund Performance

Management Science, Forthcoming, AEA 2012 Chicago Meetings Paper
Number of pages: 54 Posted: 15 Mar 2011 Last Revised: 20 Jan 2019
Xi Dong, Shu Feng and Ronnie Sadka
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Boston University and Boston College - Carroll School of Management
Downloads 1,097 (23,152)
Citation 5

Abstract:

Loading...

Liquidity risk, Finanical Institutions, Price impact, Asset pricing

16.

Media and Investment Management

Number of pages: 32 Posted: 04 Jul 2010 Last Revised: 26 Mar 2012
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 1,047 (24,795)
Citation 4

Abstract:

Loading...

Media coverage, Hedge funds, Financial information, Asset pricing

17.
Downloads 993 ( 26,741)

Horizon Pricing

Journal of Financial and Quantitative Analysis (JFQA), 51 (December 2016), 1769-1793.
Number of pages: 59 Posted: 22 Jul 2012 Last Revised: 21 Jun 2018
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 993 (26,333)
Citation 19

Abstract:

Loading...

asset pricing model, investment horizon, factors, characteristics

Horizon Pricing

Posted: 14 Jul 2012 Last Revised: 06 Mar 2013
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

Loading...

asset pricing model, investment horizon, factors, characteristics

18.
Downloads 885 ( 31,590)
Citation 37

Predictability and the Earnings-Returns Relation

Number of pages: 44 Posted: 05 Mar 2007 Last Revised: 24 Aug 2011
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 812 (34,979)
Citation 4

Abstract:

Loading...

Valuation, profitability, predictability, asset pricing

Predictability and the Earnings-Returns Relation

Journal of Financial Economics, Vol. 94, No. 1, pp. 81-106, 2008
Number of pages: 44 Posted: 20 Oct 2011
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 73 (381,834)
Citation 2

Abstract:

Loading...

Predictability and the Earnings-Returns Relation

Journal of Financial Economics, Forthcoming
Posted: 26 Nov 2008
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management

Abstract:

Loading...

Valuation, profitability, predictability, asset pricing

19.

The Post-Earnings-Announcement Drift and Liquidity Risk

Number of pages: 41 Posted: 19 Jan 2004
Gil Sadka and Ronnie Sadka
University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 863 (32,677)
Citation 6

Abstract:

Loading...

Post-Earnings-Announcement Drift, Liquidity Risk, Market Efficiency, Asset Pricing, SUE, Information Uncertainty

20.

The Periodic Structure of Returns to Buying Winners and Selling Losers

Number of pages: 35 Posted: 13 Jan 2004
Steven L. Heston and Ronnie Sadka
University of Maryland - Department of Finance and Boston College - Carroll School of Management
Downloads 819 (35,095)

Abstract:

Loading...

Momentum, long-run reversal, periodic structure of stock returns

21.

Competition Links and Stock Returns

Number of pages: 41 Posted: 23 Oct 2019
University of Connecticut - Department of Finance, National Bureau of Economic Research (NBER), EDHEC Business School and Boston College - Carroll School of Management
Downloads 815 (35,377)

Abstract:

Loading...

Text analysis, Competition, Asset pricing

22.

The Divergence of Liquidity Commonality in the Cross-Section of Stocks

Number of pages: 52 Posted: 09 Nov 2006 Last Revised: 19 May 2018
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 779 (37,565)
Citation 13

Abstract:

Loading...

systematic liquidity, systematic risk, institutional investors, diversification

23.

Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown

Number of pages: 52 Posted: 05 Aug 2020 Last Revised: 15 Mar 2021
Gideon Ozik, Ronnie Sadka and Siyi Shen
EDHEC Business School, Boston College - Carroll School of Management and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
Downloads 585 (55,039)
Citation 1

Abstract:

Loading...

Illiquidity curve, COVID-19, retail investors, fintech, media attention

24.
Downloads 578 ( 55,965)
Citation 3

Do Hedge Funds Reduce Idiosyncratic Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 82 Posted: 11 Mar 2011 Last Revised: 14 May 2013
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 573 (55,926)
Citation 3

Abstract:

Loading...

idiosyncratic risk, hedge funds

Idiosyncratic Return Volatility in the Cross-Section of Stocks

CEPR Discussion Paper No. DP8307
Number of pages: 49 Posted: 18 Apr 2011
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 5 (747,845)
  • Add to Cart

Abstract:

Loading...

Hedge funds, idiosyncratic risk, limits to arbitrage

25.
Downloads 536 ( 61,386)
Citation 1

Mispricing and Costly Arbitrage

Number of pages: 20 Posted: 31 Aug 2008
Ronnie Sadka and Anna Scherbina
Boston College - Carroll School of Management and Brandeis University
Downloads 536 (60,699)
Citation 1

Abstract:

Loading...

limits to arbitrage, liquidity, analyst disagreement

Mispricing and Costly Arbitrage

Journal of Investment Management (JOIM), First Quarter 2010
Posted: 13 Mar 2010 Last Revised: 03 Jun 2010
Ronnie Sadka and Anna Scherbina
Boston College - Carroll School of Management and Brandeis University

Abstract:

Loading...

26.

Does Recognition Explain the Media-Coverage Discount? Contrary Evidence from Hedge Funds

Number of pages: 32 Posted: 05 Mar 2010 Last Revised: 17 Mar 2010
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 523 (63,331)
Citation 1

Abstract:

Loading...

Information, Media coverage, Hedge funds, Fund flows, Asset pricing

27.

Illiquidity and Earnings Predictability

Columbia Business School Research Paper No. 11-1, Management Science, Forthcoming.
Number of pages: 45 Posted: 04 Mar 2011 Last Revised: 31 Oct 2018
Jon N. Kerr, Gil Sadka and Ronnie Sadka
Ohio State University (OSU) - Department of Accounting & Management Information Systems, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 491 (68,526)

Abstract:

Loading...

stock prices, aggregate earnings, illiquidity, expected returns, expected earnings

28.

The Seasonality of Momemtum: Analysis of Tradability

Northwestern University Department of Finance Working Paper No. 277
Number of pages: 32 Posted: 05 Apr 2002
Ronnie Sadka
Boston College - Carroll School of Management
Downloads 491 (68,526)
Citation 14

Abstract:

Loading...

Momentum strategies, Transaction costs, Price impact, Market efficiency, January effect

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Number of pages: 52 Posted: 01 Sep 2016
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 439 (77,758)

Abstract:

Loading...

Earnings Announcement, Insider Trading, Private Information

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

NBER Working Paper No. w22366
Number of pages: 55 Posted: 27 Jun 2016 Last Revised: 11 Feb 2021
Kenneth Froot, Namho Kang, Gideon Ozik and Ronnie Sadka
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 18 (644,315)
Citation 6

Abstract:

Loading...

30.

Smart Money or Smart about Money? Evidence from Hedge Funds

Number of pages: 45 Posted: 04 Nov 2009 Last Revised: 16 Mar 2010
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 450 (76,247)
Citation 5

Abstract:

Loading...

Hedge funds, Fund flows, Smart money, Asset pricing, Flow impact

31.

Implied Cost of Capital in the Cross-Section of Stocks

Number of pages: 39 Posted: 29 Apr 2015 Last Revised: 03 May 2017
Namho Kang and Ronnie Sadka
Bentley University - Department of Finance and Boston College - Carroll School of Management
Downloads 425 (81,559)
Citation 2

Abstract:

Loading...

32.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market

EFA 2006 Zurich Meetings
Number of pages: 43 Posted: 07 Dec 2005
Jefferson Duarte, Ronnie Sadka and Xiaoxia Lou
Rice University, Boston College - Carroll School of Management and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 402 (87,013)
Citation 10

Abstract:

Loading...

Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies

33.

Maturity Driven Mispricing of Options

Number of pages: 51 Posted: 29 Nov 2016 Last Revised: 30 Aug 2018
Assaf Eisdorfer, Ronnie Sadka and Alexei Zhdanov
University of Connecticut - Department of Finance, Boston College - Carroll School of Management and Pennsylvania State University
Downloads 401 (87,271)
Citation 1

Abstract:

Loading...

Option returns; Investor inattention

34.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market*

8th Annual Texas Finance Festival
Number of pages: 43 Posted: 07 Apr 2006
Jefferson Duarte, Xiaoxia Lou and Ronnie Sadka
Rice University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 298 (121,620)
Citation 4

Abstract:

Loading...

Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies

35.

Executive Compensation Convexity and Firm Crash Risk

Number of pages: 55 Posted: 03 Jul 2015 Last Revised: 04 Jul 2015
Musa Amadeus and Ronnie Sadka
Boston College - Carroll School of Management and Boston College - Carroll School of Management
Downloads 257 (141,807)
Citation 2

Abstract:

Loading...

Idiosyncratic Crash Risk; Equity Incentives; Executive Compensation; Implied Volatility Smirk; Risk-Taking Incentives; Transparency

36.

Investor Protection and the Long-Run Performance of Activism

Journal of Financial and Quantitative Analysis (JFQA)
Number of pages: 66 Posted: 12 Nov 2016 Last Revised: 13 Jul 2020
York University - Schulich School of Business, Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 210 (172,298)

Abstract:

Loading...

Activism, Hedge Fund, Investor Protection

37.

Fund Structure, Investor Protection, and the Long-Run Performance of Activism

Number of pages: 51 Posted: 04 Sep 2015 Last Revised: 20 Nov 2015
Namho Kang, Gideon Ozik and Ronnie Sadka
Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 129 (260,516)

Abstract:

Loading...

Activism, Hedge Fund, Investor Protection

38.

Has the US Stock Market Become More Vulnerable Over Time?

Number of pages: 24 Posted: 02 Nov 2012
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 96 (320,361)
Citation 3

Abstract:

Loading...

Systematic risk, Systematic liquidity, Diversi

39.

Short-Horizon Beta or Long-Horizon Alpha?

Journal of Portfolio Management, Vol. 45, No. 1, (Fall 2018): 96-105.
Posted: 29 Dec 2016 Last Revised: 02 Nov 2018
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

Loading...

Investor Horizon, Investor Clientele, Asset Pricing Model, Risk Factors

40.

Has the U.S. Stock Market Become More Vulnerable Over Time?

Financial Analysts Journal, Vol. 66, No. 1, 2010
Posted: 18 Feb 2010
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

Loading...

Equity Investments, Investment Industry, Historical Trends, Portfolio Management, Portfolio Construction, Rebalancing, and Implementation, Risk Measurement and Management, Equity Portfolios

Other Papers (1)

Total Downloads: 405
1.

Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 51 Posted: 15 Mar 2011 Last Revised: 03 Feb 2014
Gideon Ozik and Ronnie Sadka
EDHEC Business School and Boston College - Carroll School of Management
Downloads 405

Abstract:

Loading...

Hedge funds; Governance; Fund flows; Inside information; Asset pricing