Mamdouh Medhat

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

http://https://sites.google.com/site/mamdouhmedhatresearch/home

City University London - Sir John Cass Business School

Assistant Professor of Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

http://https://sites.google.com/site/mamdouhmedhatresearch/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 19,849

SSRN RANKINGS

Top 19,849

in Total Papers Downloads

3,064

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.
Downloads 1,980 ( 9,561)
Citation 2

Short-term Momentum

The Review of Financial Studies
Number of pages: 68 Posted: 17 Apr 2018 Last Revised: 03 Jun 2021
Mamdouh Medhat and Maik Schmeling
Dimensional Fund Advisors and Goethe University Frankfurt - Department of Finance
Downloads 1,980 (9,377)
Citation 2

Abstract:

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Momentum, Reversal, Trading Volume, Bounded rationality

Short-Term Momentum

CEPR Discussion Paper No. DP15857
Number of pages: 73 Posted: 01 Mar 2021
Mamdouh Medhat and Maik Schmeling
Dimensional Fund Advisors and Goethe University Frankfurt - Department of Finance
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2.

Dissecting Announcement Returns

Number of pages: 87 Posted: 13 Nov 2017 Last Revised: 31 Oct 2018
Mamdouh Medhat and Maik Schmeling
Dimensional Fund Advisors and Goethe University Frankfurt - Department of Finance
Downloads 342 (107,527)
Citation 3

Abstract:

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Announcement premium, resolution of uncertainty, post-earnings announcement drift, PEAD, momentum, disagreement, underreaction, gradual information diffusion

3.
Downloads 278 (134,211)
Citation 1

Cash and Value

Number of pages: 45 Posted: 10 Nov 2015 Last Revised: 20 Nov 2016
Mamdouh Medhat
Dimensional Fund Advisors
Downloads 188 (195,374)

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Cash holdings, value premium, q-theory, factor models

Cash and Value

Number of pages: 45 Posted: 07 Jun 2017
Mamdouh Medhat
Dimensional Fund Advisors
Downloads 90 (344,220)
Citation 1

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Value premium, cash holdings, q-theory, factor models

4.

Uncertainty Avoidance and Mutual Funds

Number of pages: 74 Posted: 16 Jul 2016 Last Revised: 22 Jul 2020
Faculty of Finance, Cass Business School, City University, London, Dimensional Fund Advisors, Instituto Universitário de Lisboa (ISCTE - IUL) and ESSEC
Downloads 242 (154,271)
Citation 1

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Mutual funds; Culture; Uncertainty Avoidance; Fund flows; Ambiguity; Knightian Uncertainty

5.
Downloads 184 (199,213)

Equity Financing Risk

Number of pages: 55 Posted: 21 Dec 2017 Last Revised: 31 Jan 2019
Mamdouh Medhat and Berardino Palazzo
Dimensional Fund Advisors and Board of Governors of the Federal Reserve System
Downloads 131 (264,736)

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Equity returns, R&D, financing constraints, equity issuances, factor models

Equity Financing Risk

FEDS Working Paper No. 2020-037
Number of pages: 62 Posted: 12 Jun 2020
Mamdouh Medhat and Berardino Palazzo
Dimensional Fund Advisors and Board of Governors of the Federal Reserve System
Downloads 53 (460,598)

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6.

Cyclicality and Firm-size in Private Firm Defaults

International Journal of Central Banking (Forthcoming)
Number of pages: 40 Posted: 19 Nov 2016
Thais Laerkholm Jensen, David Lando and Mamdouh Medhat
Independent, Copenhagen Business School and Dimensional Fund Advisors
Downloads 38 (517,182)

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Capital charges, SME, Default risk, Macroeconomic cycles