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Details about Sergei Sarkissian

Homepage:http://sergei-sarkissian.com
Workplace:McGill University

Access statistics for papers by Sergei Sarkissian.

Last updated 2019-12-03. Update your information in the RePEc Author Service.

Short-id: psa127


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Working Papers

2012

  1. To Group or Not to Group? Evidence from Mutual Funds
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Cross listing waves
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2016)
  2. Flight to Liquidity and Global Equity Returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  3. The demographics of fund turnover
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Financial Intermediation (2011)
  4. Why are U.S. firms listed in foreign markets worth more?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2006

  1. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2008)
  2. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (16)
    See also Journal Article in Quarterly Journal of Finance (QJF) (2012)

2004

  1. Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (6)

2002

  1. Spurious Regressions in Financial Economics?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)

Journal Articles

2018

  1. Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization
    Review of Financial Studies, 2018, 31, (10), 4063-4098 Downloads

2017

  1. To Group or Not to Group? Evidence from Mutual Fund Databases
    Journal of Financial and Quantitative Analysis, 2017, 52, (5), 1989-2021 Downloads View citations (5)

2016

  1. Cross-Listing Waves
    Journal of Financial and Quantitative Analysis, 2016, 51, (1), 259-306 Downloads View citations (3)
    See also Working Paper (2010)

2014

  1. Treasury Bond Illiquidity and Global Equity Returns
    Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1227-1253 Downloads View citations (4)

2012

  1. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?
    Quarterly Journal of Finance (QJF), 2012, 02, (04), 1-41 Downloads
    See also Working Paper (2006)
  2. The nature of the foreign listing premium: A cross-country examination
    Journal of Banking & Finance, 2012, 36, (9), 2494-2511 Downloads View citations (9)

2011

  1. The demographics of fund turnover
    Journal of Financial Intermediation, 2011, 20, (3), 414-440 Downloads View citations (7)
    See also Working Paper (2010)

2009

  1. Are there permanent valuation gains to overseas listing?
    Review of Financial Studies, 2009, 22, (1), 371-412 Downloads View citations (46)
  2. City size and fund performance
    Journal of Financial Economics, 2009, 92, (2), 252-275 Downloads View citations (34)

2008

  1. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
    Journal of Financial and Quantitative Analysis, 2008, 43, (2), 331-353 Downloads View citations (16)
    See also Working Paper (2006)

2004

  1. Industry Risk and Market Integration
    Management Science, 2004, 50, (2), 207-221 Downloads View citations (44)
  2. The Overseas Listing Decision: New Evidence of Proximity Preference
    Review of Financial Studies, 2004, 17, (3), 769-809 Downloads View citations (132)

2003

  1. Incomplete Consumption Risk Sharing and Currency Risk Premiums
    Review of Financial Studies, 2003, 16, (3), 983-1005 Downloads View citations (30)

2000

  1. Cross-sectional variations in the degree of global integration: the case of Russian equities
    Journal of International Financial Markets, Institutions and Money, 2000, 10, (2), 131-150 Downloads View citations (16)

1999

  1. The alpha factor asset pricing model: A parable
    Journal of Financial Markets, 1999, 2, (1), 49-68 Downloads View citations (36)
 
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