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Sergei Sarkissian

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This is information that was supplied by Sergei Sarkissian in registering through RePEc. If you are Sergei Sarkissian , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sergei
Middle Name:
Last Name: Sarkissian
Suffix:

RePEc Short-ID: psa127

Email:
Homepage: http://people.mcgill.ca/sergei.sarkissian
Postal Address: 1001 Sherbrooke Street West, Montreal, Quebec, Canada H3A 1G5
Phone: (514) 398-4876

Affiliation

Desautels Faculty of Management
McGill University
Location: Montréal, Canada
Homepage: http://www.mcgill.ca/desautels/
Email:
Phone: (514) 398-4000
Fax: (514) 398-3876
Postal: 1001 Sherbrooke Street West, Montréal, Québec, Canada H3A 1G5
Handle: RePEc:edi:fmmcgca (more details at EDIRC)

Works

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Working papers

  1. patel, saurin & sarkissian, sergei, 2012. "To Group or Not to Group? Evidence from Mutual Funds," MPRA Paper 38496, University Library of Munich, Germany.
  2. Goyenko, Ruslan & Sarkissian, Sergei, 2010. "Flight to Liquidity and Global Equity Returns," MPRA Paper 27546, University Library of Munich, Germany.
  3. Sarkissian, Sergei & Schill, Michael, 2010. "Cross listing waves," MPRA Paper 27545, University Library of Munich, Germany.
  4. Christoffersen, Susan E. K. & Sarkissian, Sergei, 2010. "The demographics of fund turnover," MPRA Paper 28651, University Library of Munich, Germany.
  5. Sarkissian, Sergei & Schill, Michael, 2010. "Why are U.S. firms listed in foreign markets worth more?," MPRA Paper 27543, University Library of Munich, Germany.
  6. Carrieri, Francesca & Errunza, Vihang & Sarkissian, Sergei, 2006. "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Working Papers 06-4, University of Pennsylvania, Wharton School, Weiss Center.
  7. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers 12658, National Bureau of Economic Research, Inc.
  8. Sarkissian, Sergei & Schill, Michael J., 2004. "Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection," Working Papers 05-4, University of Pennsylvania, Wharton School, Weiss Center.
  9. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc.

Articles

  1. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2011. "The demographics of fund turnover," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 414-440, July.
  2. Sergei Sarkissian & Michael J. Schill, 2009. "Are there permanent valuation gains to overseas listing?," Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 371-412, January.
  3. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009. "City size and fund performance," Journal of Financial Economics, Elsevier, vol. 92(2), pages 252-275, May.
  4. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "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, vol. 43(02), pages 331-353, June.
  5. Francesca Carrieri & Vihang Errunza & Sergei Sarkissian, 2004. "Industry Risk and Market Integration," Management Science, INFORMS, vol. 50(2), pages 207-221, February.
  6. Sergei Sarkissian, 2004. "The Overseas Listing Decision: New Evidence of Proximity Preference," Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 769-809.
  7. Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1414, 08.
  8. Sergei Sarkissian, 2003. "Incomplete Consumption Risk Sharing and Currency Risk Premiums," Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 983-1005, July.
  9. Fedorov, Pavel & Sarkissian, Sergei, 2000. "Cross-sectional variations in the degree of global integration: the case of Russian equities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 131-150, June.
  10. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 1999. "The alpha factor asset pricing model: A parable," Journal of Financial Markets, Elsevier, vol. 2(1), pages 49-68, February.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-11-18
  2. NEP-ECM: Econometrics (2) 2002-09-11 2006-11-18. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2002-09-11
  4. NEP-FIN: Finance (1) 2002-09-11
  5. NEP-FMK: Financial Markets (1) 2012-05-08
  6. NEP-HRM: Human Capital & Human Resource Management (1) 2012-05-08
  7. NEP-IFN: International Finance (3) 2011-01-03 2011-01-03 2011-01-03. Author is listed
  8. NEP-RMG: Risk Management (1) 2002-09-11
  9. NEP-SOC: Social Norms & Social Capital (1) 2012-05-08

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