Douglas W. Blackburn

JP Morgan Chase

New York, NY

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 8,352

SSRN RANKINGS

Top 8,352

in Total Papers Downloads

6,672

SSRN CITATIONS
Rank 38,997

SSRN RANKINGS

Top 38,997

in Total Papers Citations

7

CROSSREF CITATIONS

12

Scholarly Papers (13)

1.

The Magic Formula: Value, Profitability, and the Cross Section of Global Stock Returns

Number of pages: 39 Posted: 22 Apr 2017 Last Revised: 29 Oct 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 1,823 (10,720)

Abstract:

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return predictability, profitability, value, magic formula, cross-section of returns

2.
Downloads 976 ( 27,830)
Citation 2

Risk Aversion and Clientele Effects

Number of pages: 76 Posted: 06 Mar 2008 Last Revised: 10 Mar 2010
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University
Downloads 950 (28,497)
Citation 3

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Risk preferences, Risk aversion, Investor clienteles, Value and growth investing

Risk Aversion and Clientele Effects

NBER Working Paper No. w15333
Number of pages: 76 Posted: 15 Sep 2009 Last Revised: 28 Oct 2009
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University
Downloads 26 (591,948)

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3.

Equilibrium Risk Premia for Risk Seekers

Number of pages: 31 Posted: 03 Feb 2005
Douglas W. Blackburn and Andrey Ukhov
JP Morgan Chase and Cornell University
Downloads 808 (36,236)
Citation 2

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Risk Aversion, Risk-Seeking, Investor Sentiment, Risk Premium

4.

Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Number of pages: 44 Posted: 01 Nov 2006 Last Revised: 10 Mar 2010
Douglas W. Blackburn and Andrey Ukhov
JP Morgan Chase and Cornell University
Downloads 807 (36,282)

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Risk aversion, risk seeking, investor sentiment, risk premium

5.

Overreaction and the Cross-Section of Returns: International Evidence

Journal of Empirical Finance, Vol. 42, 2017, Gabelli School of Business, Fordham University Research Paper No. 2800188
Number of pages: 40 Posted: 25 Jun 2016 Last Revised: 23 Apr 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 523 (64,101)
Citation 4

Abstract:

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Return predictability, overreaction, long-term reversals, market efficiency, cross-section of returns, international asset pricing

6.

Frontier Stock Markets: Local vs Global Factors

Gabelli School of Business, Fordham University Research Paper No. 2930491
Number of pages: 39 Posted: 10 Mar 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 415 (84,865)
Citation 1

Abstract:

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Frontier markets, Cross-section of returns, International asset pricing, Fama-French factors, Momentum, Value premium, Size effect

7.

Is World Stock Market Co-Movement Changing?

Number of pages: 58 Posted: 20 Mar 2012
Douglas W. Blackburn and N.K. Chidambaran
JP Morgan Chase and Fordham University - Gabelli School of Business
Downloads 347 (104,095)
Citation 1

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Comovement, Developed Countries, Emerging Markets, China, Kim-Perron, Structural Break

8.

Estimating Preferences Toward Risk: Evidence from Dow Jones

Number of pages: 56 Posted: 14 Mar 2006
Douglas W. Blackburn and Andrey Ukhov
JP Morgan Chase and Cornell University
Downloads 343 (105,507)
Citation 7

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Utility function, Investor risk preferences, Risk aversion, Risk seeking, Reference-Dependent

9.

Book-to-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns

Number of pages: 29 Posted: 01 Jun 2017 Last Revised: 08 Jun 2019
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 162 (219,056)
Citation 1

Abstract:

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Global return predictability, Cross-section of returns, Book-to-market, Net share issues

10.

Tangible and Intangible Information in Emerging Markets

Number of pages: 56 Posted: 22 Sep 2017 Last Revised: 29 Oct 2017
Douglas W. Blackburn and Nusret Cakici
JP Morgan Chase and Fordham University
Downloads 161 (220,161)

Abstract:

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Book-to-market decomposition, Value effect, Emerging markets, Tangible information, Intangible information, Overreaction

11.

Individual Vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond

Management Science 59 (2) 2013
Number of pages: 41 Posted: 28 Feb 2008 Last Revised: 23 Apr 2017
Douglas W. Blackburn and Andrey Ukhov
JP Morgan Chase and Cornell University
Downloads 131 (260,184)
Citation 2

Abstract:

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Risk aversion, risk seeking, investor sentiment, risk premium

12.

Is Trading Behavior Stable Across Contexts? Evidence from Style and Multi-Style Investors

Quantitative Finance 14 (4) 2014, 29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 51 Posted: 19 Sep 2012 Last Revised: 23 Apr 2017
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University
Downloads 90 (336,978)

Abstract:

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Agent-specific vs Context-dependent risk taking, Individual Investor, Trading Behavior, Momentum, Contrarian

13.

Liquidity Discount Model and Spillover Effects

Number of pages: 52 Posted: 05 May 2017
Douglas W. Blackburn and Ren-Raw Chen
JP Morgan Chase and Fordham University - Gabelli School of Business
Downloads 86 (346,537)
Citation 1

Abstract:

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liquidity discounts, liquidity index, asset liquidity, systemic risk