Details about Joel Peress

Access statistics for papers by Joel Peress.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: ppe155

Working Papers

2024

1. Uncertainty about What's in the Price
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Uncertainty about what is in the price, Journal of Financial Economics, Elsevier (2024) (2024)

2022

2. The Role of Media in Financial Decision-Making
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Chapter The role of media in financial decision-making, Chapters, Edward Elgar Publishing (2023) (2023)

2021

3. What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2020

4. Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
5. Network Centrality and Managerial Market Timing Ability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Network Centrality and Managerial Market-Timing Ability, Journal of Financial and Quantitative Analysis, Cambridge University Press (2022) View citations (1) (2022)

2017

6. Firm R&D and Financial Analysis: How Do They Interact?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Firm R&D and financial analysis: How do they interact?, Journal of Financial Intermediation, Elsevier (2023) View citations (2) (2023)
7. Noise Traders Incarnate: Describing a Realistic Noise Trading Process
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Noise traders incarnate: Describing a realistic noise trading process, Journal of Financial Markets, Elsevier (2021) View citations (8) (2021)

2016

8. Firm Innovation and Financial Analysis: How Do They Interact?
   2016 Meeting Papers, Society for Economic Dynamics View citations (2)

2013

9. The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes, Journal of Finance, American Finance Association (2014) View citations (176) (2014)

2011

10. Learning From Stock Prices and Economic Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article Learning from Stock Prices and Economic Growth, The Review of Financial Studies, Society for Financial Studies (2014) View citations (8) (2014)

2005

11. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    See also Journal Article Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change, The Review of Financial Studies, Society for Financial Studies (2010) View citations (55) (2010)
12. The Stock Market and the Allocation of Capital in a Production Economy
    2005 Meeting Papers, Society for Economic Dynamics

Journal Articles

2024

1. Uncertainty about what is in the price
   Journal of Financial Economics, 2024, 161, (C)
   See also Working Paper Uncertainty about What's in the Price, CEPR Discussion Papers (2024) (2024)

2023

2. Firm R&D and financial analysis: How do they interact?
   Journal of Financial Intermediation, 2023, 53, (C) View citations (2)
   See also Working Paper Firm R&D and Financial Analysis: How Do They Interact?, CEPR Discussion Papers (2017) (2017)

2022

3. Network Centrality and Managerial Market-Timing Ability
   Journal of Financial and Quantitative Analysis, 2022, 57, (2), 704-760 View citations (1)
   See also Working Paper Network Centrality and Managerial Market Timing Ability, CEPR Discussion Papers (2020) (2020)

2021

4. Noise traders incarnate: Describing a realistic noise trading process
   Journal of Financial Markets, 2021, 54, (C) View citations (8)
   See also Working Paper Noise Traders Incarnate: Describing a Realistic Noise Trading Process, CEPR Discussion Papers (2017) View citations (1) (2017)

2020

5. Glued to the TV: Distracted Noise Traders and Stock Market Liquidity
   Journal of Finance, 2020, 75, (2), 1083-1133 View citations (61)

2014

6. Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?
   The Review of Financial Studies, 2014, 27, (12), 3441-3466 View citations (62)
7. Learning from Stock Prices and Economic Growth
   The Review of Financial Studies, 2014, 27, (10), 2998-3059 View citations (8)
   See also Working Paper Learning From Stock Prices and Economic Growth, CEPR Discussion Papers (2011) (2011)
8. The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes
   Journal of Finance, 2014, 69, (5), 2007-2043 View citations (176)
   See also Working Paper The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes, CEPR Discussion Papers (2013) (2013)

2011

9. Erratum
   The Review of Financial Studies, 2011, 24, (9), 3187-3195

2010

10. Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change
    The Review of Financial Studies, 2010, 23, (4), 1681-1717 View citations (55)
    See also Working Paper Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change, CEPR Discussion Papers (2005) View citations (8) (2005)
11. Product Market Competition, Insider Trading, and Stock Market Efficiency
    Journal of Finance, 2010, 65, (1), 1-43 View citations (137)
12. The tradeoff between risk sharing and information production in financial markets
    Journal of Economic Theory, 2010, 145, (1), 124-155 View citations (16)

2009

13. Media Coverage and the Cross‐section of Stock Returns
    Journal of Finance, 2009, 64, (5), 2023-2052 View citations (481)

2005

14. Information vs. Entry Costs: What Explains U.S. Stock Market Evolution?
    Journal of Financial and Quantitative Analysis, 2005, 40, (3), 563-594 View citations (11)

2004

15. Wealth, Information Acquisition, and Portfolio Choice
    The Review of Financial Studies, 2004, 17, (3), 879-914 View citations (108)

Chapters

2023

1. The role of media in financial decision-making
   Chapter 9 in Handbook of Financial Decision Making, 2023, pp 192-212
   See also Working Paper The Role of Media in Financial Decision-Making, C.E.P.R. Discussion Papers (2022) (2022)