Details about Jeffrey Pontiff

Access statistics for papers by Jeffrey Pontiff.

Last updated 2008-07-01. Update your information in the RePEc Author Service.

Short-id: ppo122

Working Papers

1996

1. How Are Derivatives Used? Evidence from the Mutual Fund Industry
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations
   See Also Journal Article in Journal of Finance (1999)

1993

2. Three Essays on Closed-End Funds
   Working Papers, Rochester, Business - Ph.D.,

1991

3. Private Benefits form Block Ownership and Discounts on Closed-end Funds
   Working Papers, Rochester, Business - Financial Research and Policy Studies
   See Also Journal Article in Journal of Financial Economics (1993)

Journal Articles

2008

1. Share Issuance and Cross-sectional Returns
   Journal of Finance, 2008, 63, (2), 921-945

2006

2. Costly arbitrage and the myth of idiosyncratic risk
   Journal of Accounting and Economics, 2006, 42, (1-2), 35-52 View citations
3. Market Valuation of Tax-Timing Options: Evidence from Capital Gains Distributions
   Journal of Finance, 2006, 61, (2), 837-865 View citations

1999

4. How Are Derivatives Used? Evidence from the Mutual Fund Industry
   Journal of Finance, 1999, 54, (2), 791-816 View citations
   See Also Working Paper (1996)

1998

5. Book-to-market ratios as predictors of market returns1
   Journal of Financial Economics, 1998, 49, (2), 141-160 View citations

1997

6. Excess Volatility and Closed-End Funds
   American Economic Review, 1997, 87, (1), 155-69 View citations

1996

7. Costly Arbitrage: Evidence from Closed-End Funds
   The Quarterly Journal of Economics, 1996, 111, (4), 1135-51 View citations

1995

8. Closed-end fund premia and returns Implications for financial market equilibrium
   Journal of Financial Economics, 1995, 37, (3), 341-370 View citations

1993

9. Private benefits from block ownership and discounts on closed-end funds
   Journal of Financial Economics, 1993, 33, (3), 263-291 View citations
   See Also Working Paper (1991)

1990

10. Reversions of Excess Pension Assets after Takeovers
    RAND Journal of Economics, 1990, 21, (4), 600-613 View citations