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Details about Sheridan Titman

Workplace:Department of Finance, McCombs School of Business, University of Texas-Austin, (more information at EDIRC)

Access statistics for papers by Sheridan Titman.

Last updated 2011-03-13. Update your information in the RePEc Author Service.

Short-id: pti51


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Working Papers

2014

  1. The Dynamics of Housing Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. The Geography of Financial Misconduct
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  3. Urban Vibrancy and Corporate Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2013

  1. Financial Market Shocks and the Macroeconomy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2011

  1. Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Individual Investor Trading and Return Patterns around Earnings Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2010

  1. An International Comparison of Capital Structure and Debt Maturity Choices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2009

  1. Predicting Systematic Risk: Implications from Growth Options
    CIRANO Working Papers, CIRANO Downloads

2007

  1. Financial Structure, Liquidity, and Firm Locations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Firms' Stakeholders and the Costs of Transparency
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Economics & Management Strategy (2009)

2006

  1. Equilibrium Exhaustible Resource Price Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Finance (2007)
  2. Why do firms hold so much cash? A tax-based explanation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Financial Economics (2007)

2004

  1. A Dynamic Model of Optimal Capital Structure
    2004 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (3)

    See also Journal Article in Review of Finance (2007)
  2. Feedback and the Success of Irrational Investors
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2006)
  3. Firms' Histories and Their Capital Structures
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of Financial Economics (2007)
  4. Stakeholders, Transparency and Capital Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads

2003

  1. Capital Investments and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2004)
  2. Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2006)
  3. Firm Location and the Creation and Utilization of Human Capital
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  4. Market Reactions to Tangible and Intangible Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Journal of Finance (2006)

2001

  1. The Modigliani and Miller Theorem and Market Efficiency
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2000

  1. Building the IPO Order Book: Underpricing and Participation Limits With Costly Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Financial Economics (2002)
  2. Market Efficiency in an Irrational World
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

1999

  1. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

1997

  1. Debt and Corporate Performance: Evidence from Unsuccessful Takeovers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

1996

  1. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Finance (1997)
  2. Pricing Strategy and Financial Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Review of Financial Studies (1998)

1994

  1. The Debt-Equity Choice: An Empirical Analysis
    Corporate Finance & Organizations, Ohio State University Downloads View citations (1)

Undated

  1. Adverse Risk Incentives and the Design of Performance-Based Contracts
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (17)
  2. Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)
    See also Journal Article in The Journal of Business (1989)
  3. Portfolio Performance Evaluation: Old Issues and New Insights
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (37)

Journal Articles

2011

  1. Do the Best Hedge Funds Hedge?
    Review of Financial Studies, 2011, 24, (1), 123-168 Downloads View citations (30)

2010

  1. Alternative Benchmarks for Evaluating Mutual Fund Performance
    Real Estate Economics, 2010, 38, (1), 121-154 Downloads View citations (5)
  2. Financial Structure, Acquisition Opportunities, and Firm Locations
    Journal of Finance, 2010, 65, (2), 529-563 Downloads View citations (18)
  3. Individualism and Momentum around the World
    Journal of Finance, 2010, 65, (1), 361-392 Downloads View citations (125)
  4. Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages
    Review of Financial Studies, 2010, 23, (9), 3558-3594 Downloads View citations (6)
  5. The leverage of hedge funds
    Finance Research Letters, 2010, 7, (1), 2-7 Downloads View citations (1)

2009

  1. Capital Investments and Stock Returns in Japan-super-
    International Review of Finance, 2009, 9, (1-2), 111-131 Downloads View citations (2)
  2. Firms' Stakeholders and the Costs of Transparency
    Journal of Economics & Management Strategy, 2009, 18, (3), 871-900 Downloads View citations (5)
    See also Working Paper (2007)

2008

  1. Individual Investor Trading and Stock Returns
    Journal of Finance, 2008, 63, (1), 273-310 Downloads View citations (94)
  2. Single vs. Multiple Discount Rates: How to Limit "Influence Costs" in the Capital Allocation Process
    Journal of Applied Corporate Finance, 2008, 20, (2), 79-83 Downloads View citations (1)

2007

  1. A Dynamic Model of Optimal Capital Structure
    Review of Finance, 2007, 11, (3), 401-451 Downloads View citations (40)
    See also Working Paper (2004)
  2. Equilibrium Exhaustible Resource Price Dynamics
    Journal of Finance, 2007, 62, (4), 1663-1703 Downloads View citations (12)
    See also Working Paper (2006)
  3. Financial Constraints, Competition, and Hedging in Industry Equilibrium
    Journal of Finance, 2007, 62, (5), 2445-2473 Downloads View citations (27)
  4. Firms' histories and their capital structures
    Journal of Financial Economics, 2007, 83, (1), 1-32 Downloads View citations (94)
    See also Working Paper (2004)
  5. Why do firms hold so much cash? A tax-based explanation
    Journal of Financial Economics, 2007, 86, (3), 579-607 Downloads View citations (86)
    See also Working Paper (2006)

2006

  1. Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales
    Journal of Money, Credit and Banking, 2006, 38, (2), 357-374 Downloads View citations (33)
    See also Working Paper (2003)
  2. Feedback and the success of irrational investors
    Journal of Financial Economics, 2006, 81, (2), 311-338 Downloads View citations (22)
    See also Working Paper (2004)
  3. Market Reactions to Tangible and Intangible Information
    Journal of Finance, 2006, 61, (4), 1605-1643 Downloads View citations (103)
    See also Working Paper (2003)
  4. The Effect of Corporate Governance on Investment: Evidence from Real Estate Investment Trusts
    Real Estate Economics, 2006, 34, (3), 343-376 Downloads View citations (14)

2005

  1. Determinants of Credit Spreads in Commercial Mortgages
    Real Estate Economics, 2005, 33, (4), 711-738 Downloads View citations (6)

2004

  1. Capital Investments and Stock Returns
    Journal of Financial and Quantitative Analysis, 2004, 39, (04), 677-700 Downloads View citations (118)
    See also Working Paper (2003)
  2. Market Imperfections, Investment Flexibility, and Default Spreads
    Journal of Finance, 2004, 59, (1), 165-205 Downloads View citations (6)

2003

  1. Intra-industry momentum: the case of REITs
    Journal of Financial Markets, 2003, 6, (3), 363-387 Downloads View citations (23)
  2. The Cross Section of Expected REIT Returns
    Real Estate Economics, 2003, 31, (3), 451-479 Downloads View citations (13)

2002

  1. Building the IPO order book: underpricing and participation limits with costly information
    Journal of Financial Economics, 2002, 65, (1), 3-29 Downloads View citations (53)
    See also Working Paper (2000)
  2. Discussion of "Underreaction to Self-Selected News Events"
    Review of Financial Studies, 2002, 15, (2), 527-532 View citations (2)
  3. THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL
    Journal of Applied Corporate Finance, 2002, 15, (1), 24-30 Downloads View citations (3)
  4. The Modigliani and Miller Theorem and the Integration of Financial Markets
    Financial Management, 2002, 31, (1) View citations (8)

2001

  1. The Debt-Equity Choice
    Journal of Financial and Quantitative Analysis, 2001, 36, (01), 1-24 Downloads View citations (223)
  2. Why real interest rates, cost of capital and price/earnings ratios vary across countries
    Journal of International Money and Finance, 2001, 20, (2), 165-189 Downloads

2000

  1. Editorial
    International Review of Finance, 2000, 1, (1), 1-1 Downloads
  2. Financial Development, Real Estate Development and Economic Development
    International Real Estate Review, 2000, 3, (1), 1-10 Downloads
  3. Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings
    Journal of Financial and Quantitative Analysis, 2000, 35, (03), 369-386 Downloads View citations (16)

1999

  1. Do Real Estate Prices and Stock Prices Move Together? An International Analysis
    Real Estate Economics, 1999, 27, (2), 183-207 Downloads View citations (57)
  2. Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers
    Journal of Finance, 1999, 54, (2), 547-580 Downloads View citations (33)
  3. The Going-Public Decision and the Development of Financial Markets
    Journal of Finance, 1999, 54, (3), 1045-1082 Downloads View citations (108)
  4. Understanding stock market volatility: The case of Korea and Taiwan
    Pacific-Basin Finance Journal, 1999, 7, (1), 41-66 Downloads View citations (7)

1998

  1. Pricing Strategy and Financial Policy
    Review of Financial Studies, 1998, 11, (4), 705-37 View citations (32)
    See also Working Paper (1996)

1997

  1. DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE
    Journal of Applied Corporate Finance, 1997, 10, (1), 21-32 Downloads View citations (2)
  2. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
    Journal of Finance, 1997, 52, (1), 1-33 Downloads View citations (279)
    See also Working Paper (1996)

1995

  1. Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
    American Economic Review, 1995, 85, (5), 1088-1105 Downloads View citations (388)
  2. Overreaction, Delayed Reaction, and Contrarian Profits
    Review of Financial Studies, 1995, 8, (4), 973-93 Downloads View citations (73)
  3. Short-Horizon Return Reversals and the Bid-Ask Spread
    Journal of Financial Intermediation, 1995, 4, (2), 116-132 Downloads View citations (29)

1994

  1. A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
    Journal of Financial and Quantitative Analysis, 1994, 29, (03), 419-444 Downloads View citations (78)
  2. Financial Distress and Corporate Performance
    Journal of Finance, 1994, 49, (3), 1015-40 Downloads View citations (187)
  3. Security Analysis and Trading Patterns When Some Investors Receive Information before Others
    Journal of Finance, 1994, 49, (5), 1665-98 Downloads View citations (155)

1993

  1. Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns
    The Journal of Business, 1993, 66, (1), 47-68 Downloads View citations (140)
  2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
    Journal of Finance, 1993, 48, (1), 65-91 Downloads View citations (1312)
  3. The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs
    Journal of Finance, 1993, 48, (5), 1985-99 Downloads View citations (49)

1992

  1. Interest Rate Swaps and Corporate Financing Choices
    Journal of Finance, 1992, 47, (4), 1503-16 Downloads View citations (31)
    Also in Proceedings, 1990, (Nov) (1990)
  2. The Persistence of Mutual Fund Performance
    Journal of Finance, 1992, 47, (5), 1977-84 Downloads View citations (104)

1991

  1. Financial Policy and Reputation for Product Quality
    Review of Financial Studies, 1991, 4, (1), 175-200 Downloads View citations (67)
  2. The postmerger share-price performance of acquiring firms
    Journal of Financial Economics, 1991, 29, (1), 81-96 Downloads View citations (59)

1990

  1. Share Tendering Strategies and the Success of Hostile Takeover Bids
    Journal of Political Economy, 1990, 98, (2), 295-324 Downloads View citations (64)

1989

  1. Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
    The Journal of Business, 1989, 62, (3), 393-416 Downloads View citations (211)
    See also Working Paper
  2. Stock Returns as Predictors of Interest Rates and Inflation
    Journal of Financial and Quantitative Analysis, 1989, 24, (01), 47-58 Downloads View citations (15)
  3. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt
    Journal of Finance, 1989, 44, (2), 345-73 Downloads View citations (31)

1988

  1. The Determinants of Capital Structure Choice
    Journal of Finance, 1988, 43, (1), 1-19 Downloads View citations (694)

1987

  1. The Relation between Mean-Variance Efficiency and Arbitrage Pricing
    The Journal of Business, 1987, 60, (1), 97-112 Downloads View citations (25)

1986

  1. Information quality and the valuation of new issues
    Journal of Accounting and Economics, 1986, 8, (2), 159-172 Downloads View citations (133)
  2. Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach
    Real Estate Economics, 1986, 14, (3), 414-431 Downloads View citations (22)

1985

  1. Approximate Factor Structures: Interpretations and Implications for Empirical Tests
    Journal of Finance, 1985, 40, (5), 1367-73 Downloads View citations (5)
  2. The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms
    Journal of Financial and Quantitative Analysis, 1985, 20, (01), 19-27 Downloads View citations (1)
  3. Urban Land Prices under Uncertainty
    American Economic Review, 1985, 75, (3), 505-14 Downloads View citations (122)

1984

  1. The effect of capital structure on a firm's liquidation decision
    Journal of Financial Economics, 1984, 13, (1), 137-151 Downloads View citations (156)
  2. The valuation effects of stock splits and stock dividends
    Journal of Financial Economics, 1984, 13, (4), 461-490 Downloads View citations (89)

1983

  1. Factor pricing in a finite economy
    Journal of Financial Economics, 1983, 12, (4), 497-507 Downloads View citations (19)

1982

  1. The Effects of Anticipated Inflation on Housing Market Equilibrium
    Journal of Finance, 1982, 37, (3), 827-42 Downloads View citations (13)

Chapters

2013

  1. Debt, Labor Markets, and the Creation and Destruction of Firms
    A chapter in New Perspectives on Corporate Capital Structure, 2013 Downloads

Editor

  1. International Review of Finance
    International Review of Finance Ltd.
 
Page updated 2017-03-27