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Information about:
Sergei Sarkissian

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

Other registered authors

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

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!] (restricted)
    Published as:

  3. 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. [Downloadable!]

  4. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

Articles

  1. Sergei Sarkissian & Michael J. Schill, 2009. "Are there permanent valuation gains to overseas listing?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(1), pages 371-412, January. [Downloadable!] (restricted)

  2. 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. [Downloadable!]
    Other versions:

  3. Sergei Sarkissian, 2004. "The Overseas Listing Decision: New Evidence of Proximity Preference," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 17(3), pages 769-809. [Downloadable!] (restricted)

  4. Sergei Sarkissian, 2003. "Incomplete Consumption Risk Sharing and Currency Risk Premiums," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 16(3), pages 983-1005, July. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

NEP Fields

2 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 Author is listed
  2. NEP-ECM: Econometrics (2) 2002-09-11 2006-11-18 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2002-09-11 Author is listed
  4. NEP-FIN: Finance (1) 2002-09-11 Author is listed
  5. NEP-RMG: Risk Management (1) 2002-09-11 Author is listed
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This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.