Details about Jeffrey Pontiff

Access statistics for papers by Jeffrey Pontiff.

Last updated 2009-02-23. 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 (61)

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 Private benefits from block ownership and discounts on closed-end funds, Journal of Financial Economics, Elsevier (1993) View citations (95) (1993)

Journal Articles

2009

1. Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
   The Review of Financial Studies, 2009, 22, (3), 1149-1177 View citations (202)

2008

2. Share Issuance and Cross‐sectional Returns
   Journal of Finance, 2008, 63, (2), 921-945 View citations (129)

2006

3. Costly arbitrage and the myth of idiosyncratic risk
   Journal of Accounting and Economics, 2006, 42, (1-2), 35-52 View citations (218)
4. Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions
   Journal of Finance, 2006, 61, (2), 837-865 View citations (29)

1998

5. Book-to-market ratios as predictors of market returns
   Journal of Financial Economics, 1998, 49, (2), 141-160 View citations (188)

1997

6. Excess Volatility and Closed-End Funds
   American Economic Review, 1997, 87, (1), 155-69 View citations (55)

1995

7. Closed-end fund premia and returns Implications for financial market equilibrium
   Journal of Financial Economics, 1995, 37, (3), 341-370 View citations (53)

1993

8. Private benefits from block ownership and discounts on closed-end funds
   Journal of Financial Economics, 1993, 33, (3), 263-291 View citations (95)
   See also Working Paper Private Benefits form Block Ownership and Discounts on Closed-end Funds, Working Papers (1991) (1991)

1990

9. Reversions of Excess Pension Assets after Takeovers
   RAND Journal of Economics, 1990, 21, (4), 600-613 View citations (36)