Shimon Kogan

IDC Herzliya - Arison School of Business

P.O. Box 167

Herzliya, 46150

Israel

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

17

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103

CROSSREF CITATIONS

70

Scholarly Papers (17)

1.

Social Media and Financial News Manipulation

Number of pages: 74 Posted: 31 Aug 2018 Last Revised: 15 Sep 2021
IDC Herzliya - Arison School of Business, Yale University, Yale SOM and University of Pennsylvania - The Wharton School
Downloads 1,870 (10,811)
Citation 13

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Information, Trading, and Volatility: Evidence from Firm-Specific News

Number of pages: 54 Posted: 25 Dec 2012 Last Revised: 01 Dec 2017
Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, IDC Herzliya - Arison School of Business and New York University (NYU) - Department of Finance
Downloads 963 (29,208)
Citation 16

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text analysis, excess volatility, roll R2, information and asset prices.

Which News Moves Stock Prices? A Textual Analysis

NBER Working Paper No. w18725
Number of pages: 46 Posted: 26 Jan 2013 Last Revised: 01 Sep 2021
Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, IDC Herzliya - Arison School of Business and New York University (NYU) - Department of Finance
Downloads 233 (163,154)
Citation 8

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3.
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Citation 12

Time-Varying Predictability in Mutual Fund Returns

Number of pages: 43 Posted: 21 Mar 2009 Last Revised: 14 Jan 2012
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business, Imperial College London - Accounting, Finance, and Macroeconomics and IDC Herzliya - Arison School of Business
Downloads 965 (29,107)
Citation 15

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Mutual Funds, Flows, Investor Rationality, Market Conditions

Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry

NBER Working Paper No. w15038
Number of pages: 52 Posted: 08 Jun 2009 Last Revised: 05 Aug 2021
University of Pennsylvania - The Wharton School, Carnegie Mellon University - David A. Tepper School of Business, Imperial College London - Accounting, Finance, and Macroeconomics and IDC Herzliya - Arison School of Business
Downloads 55 (462,303)
Citation 1

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4.

Business Microloans for U.S. Subprime Borrowers

Journal of Financial and Quantitative Analysis (JFQA), 51 (1), 55-83, February 2016
Number of pages: 50 Posted: 06 Oct 2012 Last Revised: 13 Apr 2016
University of Texas at Austin, University of California, Los Angeles (UCLA) - Anderson School of Management, IDC Herzliya - Arison School of Business and Universidad de Piura
Downloads 858 (34,860)
Citation 12

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5.

Investor Inattention and the Market Impact of Summary Statistics

Management Science, Forthcoming
Number of pages: 29 Posted: 27 Mar 2008 Last Revised: 17 Sep 2011
IDC Herzliya - Arison School of Business, University of Washington - Department of Finance and Business Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and The Conference Board
Downloads 472 (75,831)
Citation 4

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Limited attention, macroeconomic news, informational efficiency

6.

The Asymmetry in Responsible Investing Preferences

Number of pages: 50 Posted: 21 May 2020 Last Revised: 19 Aug 2021
University of Queensland - Business School, IDC Herzliya - Arison School of Business, University of North Carolina Kenan-Flagler Business School and University of Texas at Austin - Department of Finance
Downloads 405 (90,828)
Citation 7

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Social Preferences, Responsible Investment (RI), Social Responsible Investment (SRI)

7.

Information Content of Public Firm Disclosures and the Sarbanes-Oxley Act

Number of pages: 35 Posted: 05 Apr 2010
IDC Herzliya - Arison School of Business, Carnegie Mellon University - David A. Tepper School of Business, University of North Carolina Kenan-Flagler Business School and Carnegie Mellon University - School of Computer Science
Downloads 322 (117,525)
Citation 15

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Disclosure, text analysis, Sarbanes-Oxley Act of 2002, volatility forecast

8.

Information Environment and the Geography of Firms and Investors

28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 16 Feb 2015 Last Revised: 28 Jul 2016
University of Miami - Department of Finance, IDC Herzliya - Arison School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 257 (148,731)

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Geography, Information Environment, Ownership, Trading, Stock Returns

9.

Avoiding Volatility: Institutional Trading Before Scheduled News

Number of pages: 69 Last Revised: 08 Sep 2021
Harvard Business School, USI Lugano, IDC Herzliya - Arison School of Business and Aarhus University
Downloads 220 (172,814)

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News trading, mutual fund performance, fund flows, limits of arbitrage, financial constraints, earnings announcements

10.
Downloads 173 (214,734)
Citation 18

Trading Complex Assets

Journal of Finance, Forthcoming
Number of pages: 69 Posted: 19 Nov 2011 Last Revised: 30 Apr 2012
Bruce I. Carlin, Shimon Kogan and Richard Lowery
University of California, Los Angeles (UCLA) - Anderson School of Management, IDC Herzliya - Arison School of Business and University of Texas-Austin
Downloads 156 (234,946)
Citation 18

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Trading Complex Assets

NBER Working Paper No. w16187
Number of pages: 24 Posted: 19 Jul 2010 Last Revised: 14 Jun 2021
Bruce I. Carlin and Shimon Kogan
University of California, Los Angeles (UCLA) - Anderson School of Management and IDC Herzliya - Arison School of Business
Downloads 17 (680,657)

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11.

The Rise and Fall of Influencers: Evidence from Social Trading

Number of pages: 45 Posted: 18 Feb 2021
Verena Schoenmueller, Barak Libai and Shimon Kogan
Università Bocconi, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and IDC Herzliya - Arison School of Business
Downloads 166 (222,340)

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churn; customer relationships; diffusion of innovations; followers; influencers

12.

Distinguishing Overconfidence from Rational Best-Response in Markets

Number of pages: 36 Posted: 17 Mar 2006
Shimon Kogan
IDC Herzliya - Arison School of Business
Downloads 148 (244,853)
Citation 1

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Behavioral finance, overconfidence, asymmetric information, experimental economics, structural estimation, information aggregation

13.

Coordination in the Presence of Asset Markets

American Economic Review, Vol. 101, No. 2, 2011
Number of pages: 37 Posted: 22 Mar 2008 Last Revised: 28 Oct 2017
IDC Herzliya - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 83 (366,279)

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

14.

Aggregate Sentiment and Investment: An Experimental Study

Number of pages: 65 Posted: 28 Jul 2017 Last Revised: 10 Aug 2017
University of Zurich - Department of Economics, IDC Herzliya - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 71 (400,437)
Citation 1

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consumer sentiment, expectations, coordination, global games

15.
Downloads 61 (433,250)
Citation 1

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 21 Mar 2009
IDC Herzliya - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 35 (556,197)
Citation 1

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Equilibrium Selection; Asset Prices; Coordination Games; Experimental Economics

Coordination in the Presence of Asset Markets

Number of pages: 51 Posted: 16 Feb 2009
IDC Herzliya - Arison School of Business, Smeal College of Business and University of Zurich - Department of Economics
Downloads 26 (612,562)

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Equilibrium Selection, Asset Prices, Coordination Games, Experimental Economics

Self-Serving Biases in Beliefs About Collective Outcomes

CESifo Working Paper No. 8975
Number of pages: 68 Posted: 05 Apr 2021
Shimon Kogan, Florian Schneider and Roberto Weber
IDC Herzliya - Arison School of Business, University of Zurich - Department of Economics and University of Zurich
Downloads 27 (605,543)

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Self-Serving Biases in Beliefs about Collective Outcomes

University of Zurich, Department of Economics, Working Paper No. 379
Number of pages: 67 Posted: 22 Mar 2021
IDC Herzliya - Arison School of Business, University of Zurich - Department of Economics and University of Zurich - Department of Economics
Downloads 16 (688,562)

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Beliefs, Bayes’ rule, asymmetric updating, overconfidence, motivated reasoning

17.

Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Aggregation

The Review of Financial Studies, Vol. 22, No. 5, pp. 1889-1914, 2009
Posted: 13 Apr 2009
Shimon Kogan
IDC Herzliya - Arison School of Business

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G12, C92, D83