Details about Sergei Sarkissian

Access statistics for papers by Sergei Sarkissian.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: psa127

Working Papers

2021

1. Nonlinearities and a Pecking Order in Cross-border Investment
   NBER Working Papers, National Bureau of Economic Research, Inc

2012

2. To Group or Not to Group? Evidence from Mutual Funds
   MPRA Paper, University Library of Munich, Germany View citations (2)

2010

3. Cross listing waves
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Cross-Listing Waves, Journal of Financial and Quantitative Analysis, Cambridge University Press (2016) View citations (13) (2016)
4. Flight to Liquidity and Global Equity Returns
   MPRA Paper, University Library of Munich, Germany View citations (8)
5. The demographics of fund turnover
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The demographics of fund turnover, Journal of Financial Intermediation, Elsevier (2011) View citations (9) (2011)
6. Why are U.S. firms listed in foreign markets worth more?
   MPRA Paper, University Library of Munich, Germany View citations (1)

2006

7. 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 View citations (3)
   See also Journal Article Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression, Journal of Financial and Quantitative Analysis, Cambridge University Press (2008) View citations (24) (2008)
8. The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (17)
   See also Journal Article The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (6) (2012)

2004

9. Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (7)

2002

10. Spurious Regressions in Financial Economics?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (75)
    See also Journal Article Spurious Regressions in Financial Economics?, Journal of Finance, American Finance Association (2003) View citations (208) (2003)

Journal Articles

2020

1. Cross-Listings and the Dynamics between Credit and Equity Returns
   The Review of Financial Studies, 2020, 33, (1), 112-154 View citations (3)

2018

2. Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization
   The Review of Financial Studies, 2018, 31, (10), 4063-4098 View citations (4)

2017

3. To Group or Not to Group? Evidence from Mutual Fund Databases
   Journal of Financial and Quantitative Analysis, 2017, 52, (5), 1989-2021 View citations (46)

2016

4. Cross-Listing Waves
   Journal of Financial and Quantitative Analysis, 2016, 51, (1), 259-306 View citations (13)
   See also Working Paper Cross listing waves, MPRA Paper (2010) View citations (6) (2010)

2014

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

2012

6. 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 View citations (6)
   See also Working Paper The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?, Working Papers (2006) View citations (17) (2006)
7. The nature of the foreign listing premium: A cross-country examination
   Journal of Banking & Finance, 2012, 36, (9), 2494-2511 View citations (15)

2011

8. The demographics of fund turnover
   Journal of Financial Intermediation, 2011, 20, (3), 414-440 View citations (9)
   See also Working Paper The demographics of fund turnover, MPRA Paper (2010) (2010)

2009

9. Are there permanent valuation gains to overseas listing?
   The Review of Financial Studies, 2009, 22, (1), 371-412 View citations (70)
10. City size and fund performance
    Journal of Financial Economics, 2009, 92, (2), 252-275 View citations (57)

2008

11. 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 View citations (24)
    See also Working Paper Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression, NBER Working Papers (2006) View citations (3) (2006)

2004

12. Industry Risk and Market Integration
    Management Science, 2004, 50, (2), 207-221 View citations (62)
13. The Overseas Listing Decision: New Evidence of Proximity Preference
    The Review of Financial Studies, 2004, 17, (3), 769-809 View citations (176)

2003

14. Incomplete Consumption Risk Sharing and Currency Risk Premiums
    The Review of Financial Studies, 2003, 16, (3), 983-1005 View citations (45)
15. Spurious Regressions in Financial Economics?
    Journal of Finance, 2003, 58, (4), 1393-1413 View citations (208)
    See also Working Paper Spurious Regressions in Financial Economics?, NBER Working Papers (2002) View citations (75) (2002)

2000

16. 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 View citations (19)

1999

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