Details about Sheridan Titman
Access statistics for papers by Sheridan Titman.
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Short-id: pti51
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Working Papers
2023
- ESG Spillovers
NBER Working Papers, National Bureau of Economic Research, Inc
2021
- Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits
NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
- Momentum, Reversals, and Investor Clientele
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2020
- ESG Preference, Institutional Trading, and Stock Return Patterns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
2019
- A Dynamic Model of Characteristic-Based Return Predictability
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
2014
- The Dynamics of Housing Prices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
- The Geography of Financial Misconduct
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
- Urban Vibrancy and Corporate Growth
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
2013
- Financial Market Shocks and the Macroeconomy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
2011
- Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- Individual Investor Trading and Return Patterns around Earnings Announcements
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
2010
- An International Comparison of Capital Structure and Debt Maturity Choices
NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
2009
- Predicting Systematic Risk: Implications from Growth Options
CIRANO Working Papers, CIRANO
2007
- Financial Structure, Liquidity, and Firm Locations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- Firms' Stakeholders and the Costs of Transparency
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article Firms' Stakeholders and the Costs of Transparency, Journal of Economics & Management Strategy, Wiley Blackwell (2009) View citations (7) (2009) Chapter Firms' Stakeholders and the Costs of Transparency, NBER Chapters, National Bureau of Economic Research, Inc (2007) View citations (3) (2007)
2006
- Equilibrium Exhaustible Resource Price Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article Equilibrium Exhaustible Resource Price Dynamics, Journal of Finance, American Finance Association (2007) View citations (35) (2007)
- Why do firms hold so much cash? A tax-based explanation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
See also Journal Article Why do firms hold so much cash? A tax-based explanation, Journal of Financial Economics, Elsevier (2007) View citations (294) (2007)
2004
- A Dynamic Model of Optimal Capital Structure
2004 Meeting Papers, Society for Economic Dynamics View citations (5)
Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (5)
See also Journal Article A Dynamic Model of Optimal Capital Structure, Review of Finance, European Finance Association (2007) View citations (102) (2007)
- Feedback and the Success of Irrational Investors
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)
See also Journal Article Feedback and the success of irrational investors, Journal of Financial Economics, Elsevier (2006) View citations (53) (2006)
- Firms' Histories and Their Capital Structures
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article Firms' histories and their capital structures, Journal of Financial Economics, Elsevier (2007) View citations (199) (2007)
- Stakeholders, Transparency and Capital Structure
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (1)
2003
- Capital Investments and Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
See also Journal Article Capital Investments and Stock Returns, Journal of Financial and Quantitative Analysis, Cambridge University Press (2004) View citations (456) (2004)
- Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Journal Article Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (79) (2006)
- Firm Location and the Creation and Utilization of Human Capital
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
- Market Reactions to Tangible and Intangible Information
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
See also Journal Article Market Reactions to Tangible and Intangible Information, Journal of Finance, American Finance Association (2006) View citations (316) (2006)
2001
- The Modigliani and Miller Theorem and Market Efficiency
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2000
- Building the IPO Order Book: Underpricing and Participation Limits With Costly Information
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
See also Journal Article Building the IPO order book: underpricing and participation limits with costly information, Journal of Financial Economics, Elsevier (2002) View citations (132) (2002)
- Market Efficiency in an Irrational World
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
1999
- Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
NBER Working Papers, National Bureau of Economic Research, Inc
- Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
1997
- Debt and Corporate Performance: Evidence from Unsuccessful Takeovers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
1996
- Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article Evidence on the Characteristics of Cross Sectional Variation in Stock Returns, Journal of Finance, American Finance Association (1997) View citations (684) (1997)
- Pricing Strategy and Financial Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Journal Article Pricing Strategy and Financial Policy, The Review of Financial Studies, Society for Financial Studies (1998) View citations (53) (1998)
1994
- The Debt-Equity Choice: An Empirical Analysis
Corporate Finance & Organizations, Ohio State University View citations (2)
Undated
- 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)
- 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 (4)
See also Journal Article Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings, The Journal of Business, University of Chicago Press (1989) View citations (387) (1989)
- 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 (36)
Journal Articles
2011
- Do the Best Hedge Funds Hedge?
The Review of Financial Studies, 2011, 24, (1), 123-168 View citations (91)
2010
- Alternative Benchmarks for Evaluating Mutual Fund Performance
Real Estate Economics, 2010, 38, (1), 121-154 View citations (16)
- Financial Structure, Acquisition Opportunities, and Firm Locations
Journal of Finance, 2010, 65, (2), 529-563 View citations (66)
- Individualism and Momentum around the World
Journal of Finance, 2010, 65, (1), 361-392 View citations (507)
- Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages
The Review of Financial Studies, 2010, 23, (9), 3558-3594 View citations (33)
- The leverage of hedge funds
Finance Research Letters, 2010, 7, (1), 2-7 View citations (1)
2009
- Capital Investments and Stock Returns in Japan*
International Review of Finance, 2009, 9, (1‐2), 111-131 View citations (12)
- Firms' Stakeholders and the Costs of Transparency
Journal of Economics & Management Strategy, 2009, 18, (3), 871-900 View citations (7)
See also Chapter Firms' Stakeholders and the Costs of Transparency, NBER Chapters, 2007 (2007) View citations (3) (2007) Working Paper Firms' Stakeholders and the Costs of Transparency, NBER Working Papers (2007) View citations (5) (2007)
2008
- Individual Investor Trading and Stock Returns
Journal of Finance, 2008, 63, (1), 273-310 View citations (307)
- 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 View citations (1)
2007
- A Dynamic Model of Optimal Capital Structure
Review of Finance, 2007, 11, (3), 401-451 View citations (102)
See also Working Paper A Dynamic Model of Optimal Capital Structure, 2004 Meeting Papers (2004) View citations (5) (2004)
- Equilibrium Exhaustible Resource Price Dynamics
Journal of Finance, 2007, 62, (4), 1663-1703 View citations (35)
See also Working Paper Equilibrium Exhaustible Resource Price Dynamics, NBER Working Papers (2006) View citations (4) (2006)
- Financial Constraints, Competition, and Hedging in Industry Equilibrium
Journal of Finance, 2007, 62, (5), 2445-2473 View citations (57)
- Firms' histories and their capital structures
Journal of Financial Economics, 2007, 83, (1), 1-32 View citations (199)
See also Working Paper Firms' Histories and Their Capital Structures, NBER Working Papers (2004) View citations (10) (2004)
- Why do firms hold so much cash? A tax-based explanation
Journal of Financial Economics, 2007, 86, (3), 579-607 View citations (294)
See also Working Paper Why do firms hold so much cash? A tax-based explanation, NBER Working Papers (2006) View citations (13) (2006)
2006
- 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 View citations (79)
See also Working Paper Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales, NBER Working Papers (2003) View citations (8) (2003)
- Feedback and the success of irrational investors
Journal of Financial Economics, 2006, 81, (2), 311-338 View citations (53)
See also Working Paper Feedback and the Success of Irrational Investors, Working Paper Series (2004) View citations (2) (2004)
- Market Reactions to Tangible and Intangible Information
Journal of Finance, 2006, 61, (4), 1605-1643 View citations (316)
See also Working Paper Market Reactions to Tangible and Intangible Information, NBER Working Papers (2003) View citations (16) (2003)
2004
- Capital Investments and Stock Returns
Journal of Financial and Quantitative Analysis, 2004, 39, (4), 677-700 View citations (456)
See also Working Paper Capital Investments and Stock Returns, NBER Working Papers (2003) View citations (32) (2003)
2003
- Intra-industry momentum: the case of REITs
Journal of Financial Markets, 2003, 6, (3), 363-387 View citations (51)
- The Cross Section of Expected REIT Returns
Real Estate Economics, 2003, 31, (3), 451-479 View citations (32)
2002
- Building the IPO order book: underpricing and participation limits with costly information
Journal of Financial Economics, 2002, 65, (1), 3-29 View citations (132)
See also Working Paper Building the IPO Order Book: Underpricing and Participation Limits With Costly Information, NBER Working Papers (2000) View citations (7) (2000)
- Discussion of "Underreaction to Self-Selected News Events"
The Review of Financial Studies, 2002, 15, (2), 527-532 View citations (4)
- THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL
Journal of Applied Corporate Finance, 2002, 15, (1), 24-30 View citations (6)
- The Modigliani and Miller Theorem and the Integration of Financial Markets
Financial Management, 2002, 31, (1) View citations (30)
2001
- The Debt-Equity Choice
Journal of Financial and Quantitative Analysis, 2001, 36, (1), 1-24 View citations (503)
- 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 View citations (1)
2000
- Editorial
International Review of Finance, 2000, 1, (1), 1-1
- Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings
Journal of Financial and Quantitative Analysis, 2000, 35, (3), 369-386 View citations (30)
1999
- Do Real Estate Prices and Stock Prices Move Together? An International Analysis
Real Estate Economics, 1999, 27, (2), 183-207 View citations (111)
- Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers
Journal of Finance, 1999, 54, (2), 547-580 View citations (69)
- The Going‐Public Decision and the Development of Financial Markets
Journal of Finance, 1999, 54, (3), 1045-1082 View citations (221)
- Understanding stock market volatility: The case of Korea and Taiwan
Pacific-Basin Finance Journal, 1999, 7, (1), 41-66 View citations (15)
1998
- Pricing Strategy and Financial Policy
The Review of Financial Studies, 1998, 11, (4), 705-37 View citations (53)
See also Working Paper Pricing Strategy and Financial Policy, NBER Working Papers (1996) View citations (8) (1996)
1997
- DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE
Journal of Applied Corporate Finance, 1997, 10, (1), 21-32 View citations (5)
- Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
Journal of Finance, 1997, 52, (1), 1-33 View citations (684)
See also Working Paper Evidence on the Characteristics of Cross Sectional Variation in Stock Returns, NBER Working Papers (1996) View citations (3) (1996)
1995
- Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
American Economic Review, 1995, 85, (5), 1088-1105 View citations (716)
- Overreaction, Delayed Reaction, and Contrarian Profits
The Review of Financial Studies, 1995, 8, (4), 973-93 View citations (163)
- Short-Horizon Return Reversals and the Bid-Ask Spread
Journal of Financial Intermediation, 1995, 4, (2), 116-132 View citations (66)
1994
- A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
Journal of Financial and Quantitative Analysis, 1994, 29, (3), 419-444 View citations (141)
- Financial Distress and Corporate Performance
Journal of Finance, 1994, 49, (3), 1015-40 View citations (445)
- Security Analysis and Trading Patterns When Some Investors Receive Information before Others
Journal of Finance, 1994, 49, (5), 1665-98 View citations (293)
1993
- Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns
The Journal of Business, 1993, 66, (1), 47-68 View citations (235)
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Journal of Finance, 1993, 48, (1), 65-91 View citations (3623)
- The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs
Journal of Finance, 1993, 48, (5), 1985-99 View citations (131)
1992
- Interest Rate Swaps and Corporate Financing Choices
Journal of Finance, 1992, 47, (4), 1503-16 View citations (55)
Also in Proceedings, 1990, (Nov) (1990)
- The Persistence of Mutual Fund Performance
Journal of Finance, 1992, 47, (5), 1977-84 View citations (213)
1991
- Financial Policy and Reputation for Product Quality
The Review of Financial Studies, 1991, 4, (1), 175-200 View citations (182)
- The postmerger share-price performance of acquiring firms
Journal of Financial Economics, 1991, 29, (1), 81-96 View citations (115)
1990
- Share Tendering Strategies and the Success of Hostile Takeover Bids
Journal of Political Economy, 1990, 98, (2), 295-324 View citations (116)
1989
- Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
The Journal of Business, 1989, 62, (3), 393-416 View citations (387)
See also Working Paper Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings, Rodney L. White Center for Financial Research Working Papers View citations (4)
- Stock Returns as Predictors of Interest Rates and Inflation
Journal of Financial and Quantitative Analysis, 1989, 24, (1), 47-58 View citations (20)
1987
- The Relation between Mean-Variance Efficiency and Arbitrage Pricing
The Journal of Business, 1987, 60, (1), 97-112 View citations (35)
1986
- Information quality and the valuation of new issues
Journal of Accounting and Economics, 1986, 8, (2), 159-172 View citations (319)
- Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach
Real Estate Economics, 1986, 14, (3), 414-431 View citations (40)
1985
- Approximate Factor Structures: Interpretations and Implications for Empirical Tests
Journal of Finance, 1985, 40, (5), 1367-73 View citations (5)
- 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, (1), 19-27 View citations (2)
- Urban Land Prices under Uncertainty
American Economic Review, 1985, 75, (3), 505-14 View citations (238)
1984
- The effect of capital structure on a firm's liquidation decision
Journal of Financial Economics, 1984, 13, (1), 137-151 View citations (303)
- The valuation effects of stock splits and stock dividends
Journal of Financial Economics, 1984, 13, (4), 461-490 View citations (176)
1983
- Factor pricing in a finite economy
Journal of Financial Economics, 1983, 12, (4), 497-507 View citations (32)
1982
- The Effects of Anticipated Inflation on Housing Market Equilibrium
Journal of Finance, 1982, 37, (3), 827-42 View citations (23)
Chapters
2013
- Debt, Labor Markets, and the Creation and Destruction of Firms
A chapter in New Perspectives on Corporate Capital Structure, 2013
2007
- Firms' Stakeholders and the Costs of Transparency
A chapter in Entrepreneurship: Strategy and Structure, 2007 View citations (3)
See also Journal Article Firms' Stakeholders and the Costs of Transparency, Wiley Blackwell (2009) View citations (7) (2009) Working Paper Firms' Stakeholders and the Costs of Transparency, National Bureau of Economic Research, Inc (2007) View citations (5) (2007)
Editor
- International Review of Finance
International Review of Finance Ltd.
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