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Publications

by members of

University of Texas-Austin → McCombs School of Business → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Shuang Chen & Clemens Sialm & David X. Xu, 2026, "The Growth and Performance of Artificial Intelligence in Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 35273, May.

2025

  1. Clemens Sialm & David X. Xu, 2025, "Information Acquisition By Mutual Fund Investors: Evidence from Stock Trading Suspensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34520, Nov.
  2. Andres Almazan & Nathan Swem & Sheridan Titman & Gregory Weitzner, 2025, "Access to Capital and the IPO Decision: An Analysis of US Private Firms," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-102, Nov, DOI: 10.17016/FEDS.2025.102.
  3. Son Ku Kim & Seung Joo Lee & Sheridan Titman, 2025, "Managerial Incentives, Financial Innovation, and Risk-Management Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 34211, Sep.

2023

  1. Ben S. Meiselman & Stefan Nagel & Amiyatosh Purnanandam, 2023, "Judging Banks’ Risk by the Profits They Report," NBER Working Papers, National Bureau of Economic Research, Inc, number 31635, Aug.
  2. Shangchen Li & Hongxun Ruan & Sheridan Titman & Haotian Xiang, 2023, "ESG Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31248, May.

2022

  1. Dumav, Martin & Fuchs, William & Lee, Jangwoo, 2022, "Self-Enforcing Contracts with Persistence," CEPR Discussion Papers, Centre for Economic Policy Research, number 16888, Jan.
  2. Fuchs, William & Fukuda, Satoshi & Sefidgaran, SeyedMahyar, 2022, "Who to Listen to?: A Model of Endogenous Delegation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17319, May.
  3. Jun Kyung Auh & Jaewon Choi & Tatyana Deryugina & Tim Park, 2022, "Natural Disasters and Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30280, Jul.
  4. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2022, "Mutual Fund Revenue Sharing in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 30721, Dec.
  5. Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022, "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 30753, Dec.

2021

  1. Thor O. Thoresen & Marius A. K. Ring & Odd E. Nygård & Jon Epland, 2021, "A wealth tax at work," Discussion Papers, Statistics Norway, Research Department, number 960, Aug.
  2. Jacky Lin & Genevieve C. Selden & John B. Shoven & Clemens Sialm, 2021, "Replicating the Dow Jones Industrial Average," NBER Working Papers, National Bureau of Economic Research, Inc, number 28528, Mar.
  3. Jacelly C. Cespedes & Carlos R. Parra & Clemens Sialm, 2021, "The Effect of Principal Reduction on Household Distress: Evidence from Mortgage Cramdown," NBER Working Papers, National Bureau of Economic Research, Inc, number 28900, Jun.
  4. Clemens Sialm & Qifei Zhu, 2021, "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29082, Jul.
  5. Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 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, number 29212, Sep.
  6. Andy C.W. Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum, Reversals, and Investor Clientele," NBER Working Papers, National Bureau of Economic Research, Inc, number 29453, Nov.

2020

  1. Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020, "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-078, Sep, DOI: 10.17016/FEDS.2020.078.
  2. Irem Demirci & Miguel A. Ferreira & Pedro Matos & Clemens Sialm, 2020, "How Global is Your Mutual Fund? International Diversification from Multinationals," NBER Working Papers, National Bureau of Economic Research, Inc, number 27648, Aug.
  3. Jie Cao & Sheridan Titman & Xintong Zhan & Weiming Zhang, 2020, "ESG Preference, Institutional Trading, and Stock Return Patterns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28156, Nov.

2019

  1. Stefan Nagel & Amiyatosh Purnanandam, 2019, "Bank risk dynamics and distance to default," CESifo Working Paper Series, CESifo, number 7637.
  2. Eliezer Fich & Viktoriya Lantushenko & Clemens Sialm, 2019, "Institutional Trading Around M&A Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 25814, May.
  3. Aydoğan Alti & Sheridan Titman, 2019, "A Dynamic Model of Characteristic-Based Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 25777, Apr.

2017

  1. Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017, "The Cross-Section of Labor Leverage and Equity Returns," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 17-70, Jan.
  2. Xiaoji Lin & Ding Luo & Andres Donangelo & Frederico Belo, 2017, "Labor Hiring, Aggregate Dividends, and Return Predictability in the Time Series," 2017 Meeting Papers, Society for Economic Dynamics, number 885.
  3. Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1573, Jul, revised Feb 2019.
  4. William Fuchs & Brett Green & Vladimir Asriyan, 2017, "Liquidity Sentiments," Working Papers, Barcelona School of Economics, number 993, Oct.
  5. William Fuchs & Brett Green & Vladimir Asriyan, 2017, "Sentiment, Liquidity and Asset Prices," 2017 Meeting Papers, Society for Economic Dynamics, number 986.
  6. Inessa Liskovich & Maya Shaton, 2017, "Borrowers in Search of Feedback : Evidence from Consumer Credit Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-049, May, DOI: 10.17016/FEDS.2017.049.
  7. Irem Demirci & Jennifer Huang & Clemens Sialm, 2017, "Government Debt and Corporate Leverage: International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 23310, Apr.

2016

  1. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.

2015

  1. William Fuchs & Aniko Ory & Andrzej Skrzypacz, 2015, "Transparency and Distressed Sales under Asymmetric Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1986, Feb.
  2. Vladimir Asriyan & William Fuchs & Brett Green, 2015, "Information spillovers in asset markets with correlated values," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1482, Apr, revised Jul 2016.
  3. Harrison Hong & Inessa Liskovich, 2015, "Crime, Punishment and the Halo Effect of Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 21215, May.
  4. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2015, "Are 401(k) Investment Menus Set Solely for Plan Participants?," Issues in Brief, Center for Retirement Research, number ib2015-13, Aug.
  5. Clemens Sialm & Hanjiang Zhang, 2015, "Tax-Efficient Asset Management: Evidence from Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 21060, Apr.

2014

  1. M. Cecilia Bustamante & Andrés Donangelo, 2014, "Product Market Competition and Industry Returns," FMG Discussion Papers, Financial Markets Group, number dp728.
  2. Dimitris Papanikolaou & Brett Green & William Fuchs, 2014, "Adverse Selection, Slow Moving Capital and Misallocation," 2014 Meeting Papers, Society for Economic Dynamics, number 124.
  3. William Fuchs & Luis Garicano & Luis Rayo, 2014, "Optimal Contracting and the Organization of Knowledge," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1308, Oct.
  4. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2014, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) plans," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-96, Aug.
  5. Christopher A. Parsons & Johan Sulaeman & Sheridan Titman, 2014, "The Geography of Financial Misconduct," NBER Working Papers, National Bureau of Economic Research, Inc, number 20347, Jul.
  6. Casey Dougal & Christopher A. Parsons & Sheridan Titman, 2014, "Urban Vibrancy and Corporate Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 20350, Jul.
  7. Sheridan Titman & Ko Wang & Jing Yang, 2014, "The Dynamics of Housing Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 20418, Aug.

2013

  1. Fuchs, William, 2013, "Subjective Evaluations: Discretionary Bonuses and Feedback Credibility," IZA Discussion Papers, IZA Network @ LISER, number 7758, Nov.
  2. Fuchs, William & Skrzypacz, Andrzej, 2013, "Costs and Benefits of Dynamic Trading in a Lemons Market," Research Papers, Stanford University, Graduate School of Business, number 2133, Aug.
  3. Doshchyn, Artur & Giommetti, Nicola, 2013, "Learning, Expectations, and Endogenous Business Cycles," MPRA Paper, University Library of Munich, Germany, number 49617, Aug.
  4. Yen-cheng Chang & Harrison Hong & Inessa Liskovich, 2013, "Regression Discontinuity and the Price Effects of Stock Market Indexing," NBER Working Papers, National Bureau of Economic Research, Inc, number 19290, Aug.
  5. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2013, "Defined Contribution Pension Plans: Sticky or Discerning Money?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19569, Oct.
  6. Clemens Sialm & Zheng Sun & Lu Zheng, 2013, "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 19570, Oct.
  7. Avanidhar Subrahmanyam & Sheridan Titman, 2013, "Financial Market Shocks and the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19383, Aug.

2012

  1. Garicano, Luis & Fuchs, William, 2012, "Professional service outsourcing, asymmetric information and wage inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 9137, Sep.

2011

  1. Clemens Sialm & T. Mandy Tham, 2011, "Spillover Effects in Mutual Fund Companies," NBER Working Papers, National Bureau of Economic Research, Inc, number 17292, Aug.
  2. Titman, Sheridan & Kaniel, Ron & Liu, Shuming & Saar, Gideon, 2011, "Individual Investor Trading and Return Patterns around Earnings Announcements," CEPR Discussion Papers, Centre for Economic Policy Research, number 8259, Feb.
  3. Armen Hovakimian & Ayla Kayhan & Sheridan Titman, 2011, "Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17290, Aug.

2010

  1. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2010, "Complex mortgages," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2010-17.
  2. Joseph P.H. Fan & Sheridan Titman & Garry Twite, 2010, "An International Comparison of Capital Structure and Debt Maturity Choices," NBER Working Papers, National Bureau of Economic Research, Inc, number 16445, Oct.

2009

  1. William Fuchs & Vinicius Carrasco, 2009, "From Equals to Despots: The Dynamics of Repeated Group Decision Taking with Private Information," 2009 Meeting Papers, Society for Economic Dynamics, number 150.
  2. Andrzej Skrzypacz & William Fuchs, 2009, "Bargaining with Deadlines," 2009 Meeting Papers, Society for Economic Dynamics, number 159.
  3. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2009, "Risk Shifting and Mutual Fund Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 14903, Apr.
  4. Clemens Sialm & Laura Starks, 2009, "Mutual Fund Tax Clienteles," NBER Working Papers, National Bureau of Economic Research, Inc, number 15327, Sep.
  5. Eric Jacquier & Sheridan Titman & Atakan Yalçin, 2009, "Predicting Systematic Risk: Implications from Growth Options," CIRANO Working Papers, CIRANO, number 2009s-26, May.

2008

  1. William Fuchs & Vinicius Carrasco, 2008, "Dividing and Discarding A Procedure for Taking Decisions with Non-transferable Utility," 2008 Meeting Papers, Society for Economic Dynamics, number 315.
  2. Jose M. Berrospide & Amiyatosh Purnanandam & Uday Rajan, 2008, "Corporate hedging, investment and value," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-16.

2007

  1. Andrzej Skrzypacz & William Fuchs, 2007, "Bargaining with Arrival of New Traders," 2007 Meeting Papers, Society for Economic Dynamics, number 186.
  2. Andres Almazan & Javier Suarez & Sheridan Titman, 2007, "Firms' Stakeholders and the Costs of Transparency," NBER Working Papers, National Bureau of Economic Research, Inc, number 13647, Nov.
  3. Andres Almazan & Adolfo de Motta & Sheridan Titman & Vahap Uysal, 2007, "Financial Structure, Liquidity, and Firm Locations," NBER Working Papers, National Bureau of Economic Research, Inc, number 13660, Dec.

2006

  1. Sudheer Chava & Amiyatosh Purnanandam, 2006, "The effect of a banking crisis on bank-dependent borrowers," Proceedings, Federal Reserve Bank of Chicago, number 1030.
  2. Gene Amromin & Jennifer Huang & Clemens Sialm, 2006, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-05.
  3. Clemens Sialm, 2006, "Investment Taxes and Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 12146, Apr.
  4. Murray Carlson & Zeigham Khokher & Sheridan Titman, 2006, "Equilibrium Exhaustible Resource Price Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 12000, Feb.
  5. C. Fritz Foley & Jay C. Hartzell & Sheridan Titman & Garry Twite, 2006, "Why do firms hold so much cash? A tax-based explanation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12649, Oct.

2005

  1. William Fuchs, 2005, "Contracting with Repeated Moral Hazard and Private Evaluations," 2005 Meeting Papers, Society for Economic Dynamics, number 431.
  2. Clemens Sialm, 2005, "Tax Changes and Asset Pricing: Time-Series Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 11756, Nov.
  3. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005, "Unobserved Actions of Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 11766, Nov.

2004

  1. William Fuchs & Francesco Lippi, 2004, "Monetary union with voluntary participation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 512, Jul.
  2. Zoran Ivkovich & Clemens Sialm & Scott Weisbenner, 2004, "Portfolio Concentration and the Performance of Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 10675, Aug.
  3. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2004, "On the Industry Concentration of Actively Managed Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 10770, Sep.
  4. David J. Brophy & Paige P. Ouimet & Clemens Sialm, 2004, "PIPE Dreams? The Performance of Companies Issuing Equity Privately," NBER Working Papers, National Bureau of Economic Research, Inc, number 11011, Dec.
  5. Suarez, Javier & Titman, Sheridan & Almazan, Andres, 2004, "Stakeholders, Transparency and Capital Structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 4181, Jan.
  6. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004, "Feedback and the Success of Irrational Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-8, Jun.
  7. Ayla Kayhan & Sheridan Titman, 2004, "Firms' Histories and Their Capital Structures," NBER Working Papers, National Bureau of Economic Research, Inc, number 10526, May.
  8. Sergey Tsyplakov & Sheridan Titman, 2004, "A Dynamic Model of Optimal Capital Structure," 2004 Meeting Papers, Society for Economic Dynamics, number 549.

2003

  1. Andres Almazan & Adolfo de Motta & Sheridan Titman, 2003, "Firm Location and the Creation and Utilization of Human Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 10106, Nov.
  2. Gayane Hovakimian & Sheridan Titman, 2003, "Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 9432, Jan.
  3. Kent Daniel & Sheridan Titman, 2003, "Market Reactions to Tangible and Intangible Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 9743, Jun.
  4. Sheridan Titman & K.C. John Wei & Feixue Xie, 2003, "Capital Investments and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 9951, Sep.

2002

  1. Clemens Sialm, 2002, "Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 9301, Nov.

2001

  1. Sheridan Titman, 2001, "The Modigliani and Miller Theorem and Market Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 8641, Dec.

2000

  1. John B. Shoven & Joel Dickson & Clemens Sialm, 2000, "Tax Externalities of Equity Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 7669, Apr.
  2. James M. Poterba & John B. Shoven & Clemens Sialm, 2000, "Asset Location for Retirement Savers," NBER Working Papers, National Bureau of Economic Research, Inc, number 7991, Nov.
  3. Kent Daniel & Sheridan Titman, 2000, "Market Efficiency in an Irrational World," NBER Working Papers, National Bureau of Economic Research, Inc, number 7489, Jan.
  4. Ann E. Sherman & Sheridan Titman, 2000, "Building the IPO Order Book: Underpricing and Participation Limits With Costly Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 7786, Jul.

1999

  1. John B. Shoven & Clemens Sialm, 1999, "Asset Location in Tax-Deferred and Conventional Savings Accounts," NBER Working Papers, National Bureau of Economic Research, Inc, number 7192, Jun.
  2. Narasimhan Jegadeesh & Sheridan Titman, 1999, "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations," NBER Working Papers, National Bureau of Economic Research, Inc, number 7159, Jun.
  3. Kent Daniel & Sheridan Titman & K.C. John Wei, 1999, "Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7246, Jul.

1997

  1. Assem Safieddine & Sheridan Titman, 1997, "Debt and Corporate Performance: Evidence from Unsuccessful Takeovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 6068, Jun.

1996

  1. Sudipto Dasgupta & Sheridan Titman, 1996, "Pricing Strategy and Financial Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 5498, Mar.
  2. Kent Daniel & Sheridan Titman, 1996, "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 5604, Jun.

1994

  1. Tim Opler & Sheridan Titman, 1994, "The Debt-Equity Choice: An Empirical Analysis," Corporate Finance & Organizations, Ohio State University, number _003, Dec.

Undated

  1. Mark Grinblatt & Sheridan Titman, 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, number 21-88.
  2. Mark Grinblatt & Sheridan Titman, undated, "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, number 22-88.
  3. Mark Grinblatt & Sheridan Titman, undated, "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, number 23-88.

Journal articles

2026

  1. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2026, "Mutual Fund Revenue Sharing in 401(k) Plans," Management Science, INFORMS, volume 72, issue 7, pages 5698-5722, July, DOI: 10.1287/mnsc.2023.01560.

2025

  1. Aldunate, Felipe & Da, Zhi & Larrain, Borja & Sialm, Clemens, 2025, "Pension fund flows, exchange rates, and covered interest rate parity," Journal of Financial Economics, Elsevier, volume 170, issue C, DOI: 10.1016/j.jfineco.2025.104075.

2024

  1. Taylor A. Begley & Umit G. Gurun & Amiyatosh Purnanandam & Daniel Weagley, 2024, "Disaster Lending: “Fair” Prices but “Unfair” Access," Management Science, INFORMS, volume 70, issue 12, pages 8484-8505, December, DOI: 10.1287/mnsc.2021.03199.
  2. Clemens Sialm & Qifei Zhu, 2024, "Currency Management by International Fixed‐Income Mutual Funds," Journal of Finance, American Finance Association, volume 79, issue 6, pages 4037-4081, December, DOI: 10.1111/jofi.13381.

2022

  1. William Fuchs & Brett Green & David Levine, 2022, "Optimal Arrangements for Distribution in Developing Markets: Theory and Evidence," American Economic Journal: Microeconomics, American Economic Association, volume 14, issue 1, pages 411-450, February, DOI: 10.1257/mic.20190085.
  2. Dumav, Martin & Fuchs, William & Lee, Jangwoo, 2022, "Self-enforcing contracts with persistence," Journal of Monetary Economics, Elsevier, volume 128, issue C, pages 72-87, DOI: 10.1016/j.jmoneco.2022.03.010.
  3. Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm, 2022, "How Global Is Your Mutual Fund? International Diversification from Multinationals," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3337-3372.

2021

  1. Asriyan, Vladimir & Fuchs, William & Green, Brett, 2021, "Aggregation and design of information in asset markets with adverse selection," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105124.
  2. Begley, Taylor A. & Purnanandam, Amiyatosh, 2021, "Color and credit: Race, regulation, and the quality of financial services," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 48-65, DOI: 10.1016/j.jfineco.2021.03.001.
  3. Kronlund, Mathias & Pool, Veronika K. & Sialm, Clemens & Stefanescu, Irina, 2021, "Out of sight no more? The effect of fee disclosures on 401(k) investment allocations," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 644-668, DOI: 10.1016/j.jfineco.2021.04.008.

2020

  1. Stefan Nagel & Amiyatosh Purnanandam, 2020, "Banks’ Risk Dynamics and Distance to Default," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2421-2467.
  2. Clemens Sialm & Hanjiang Zhang, 2020, "Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds," Journal of Finance, American Finance Association, volume 75, issue 2, pages 735-777, April, DOI: 10.1111/jofi.12843.
  3. Clemens Sialm & Zheng Sun & Lu Zheng, 2020, "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 10, pages 4771-4810.
  4. Joseph Liberman & Clemens Sialm & Nathan Sosner & Lixin Wang, 2020, "The Tax Benefits of Separating Alpha from Beta," Financial Analysts Journal, Taylor & Francis Journals, volume 76, issue 1, pages 38-61, January, DOI: 10.1080/0015198X.2019.1675421.

2019

  1. Donangelo, Andres & Gourio, François & Kehrig, Matthias & Palacios, Miguel, 2019, "The cross-section of labor leverage and equity returns," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 497-518, DOI: 10.1016/j.jfineco.2018.10.016.
  2. William Fuchs & Andrzej Skrzypacz, 2019, "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 105-127, July, DOI: 10.1016/j.red.2019.03.002.
  3. Carrasco, Vinicius & Fuchs, William & Fukuda, Satoshi, 2019, "From equals to despots: The dynamics of repeated decision making in partnerships with private information," Journal of Economic Theory, Elsevier, volume 182, issue C, pages 402-432, DOI: 10.1016/j.jet.2019.03.007.
  4. Vladimir Asriyan & William Fuchs & Brett Green, 2019, "Liquidity Sentiments," American Economic Review, American Economic Association, volume 109, issue 11, pages 3813-3848, November.
  5. Demirci, Irem & Huang, Jennifer & Sialm, Clemens, 2019, "Government debt and corporate leverage: International evidence," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2019.03.009.

2018

  1. Purnanandam, Amiyatosh & Seyhun, H. Nejat, 2018, "Do Short Sellers Trade on Private Information or False Information?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 997-1023, June.
  2. Amiyatosh Purnanandam & Uday Rajan, 2018, "Growth Option Exercise and Capital Structure
    [Illiquidity and stock returns: cross-section and time series effects]    ," Review of Finance, European Finance Association, volume 22, issue 1, pages 177-206.
  3. Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2018, "Complex Mortgages
    [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures, and securitization]    ," Review of Finance, European Finance Association, volume 22, issue 6, pages 1975-2007.
  4. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2018, "Destabilizing Financial Advice: Evidence from Pension Fund Reallocations," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 10, pages 3720-3755.
  5. Clemens Sialm & Nathan Sosner, 2018, "Taxes, Shorting, and Active Management," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 1, pages 88-107, February, DOI: 10.2469/faj.v74.n1.1.

2017

  1. M. Cecilia Bustamante & Andres Donangelo, 2017, "Product Market Competition and Industry Returns," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 12, pages 4216-4266.
  2. Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Information Spillovers in Asset Markets with Correlated Values," American Economic Review, American Economic Association, volume 107, issue 7, pages 2007-2040, July.
  3. Taylor A. Begley & Amiyatosh Purnanandam, 2017, "Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 120-161.
  4. Taylor A. Begley & Amiyatosh Purnanandam & Kuncheng Zheng, 2017, "The Strategic Underreporting of Bank Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 10, pages 3376-3415.

2016

  1. Fuchs, William & Green, Brett & Papanikolaou, Dimitris, 2016, "Adverse selection, slow-moving capital, and misallocation," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 286-308, DOI: 10.1016/j.jfineco.2016.01.001.
  2. Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej, 2016, "Transparency and distressed sales under asymmetric information," Theoretical Economics, Econometric Society, volume 11, issue 3, September.
  3. Amiyatosh Purnanandam & Daniel Weagley, 2016, "Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market," Journal of Finance, American Finance Association, volume 71, issue 1, pages 303-334, February.
  4. Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2016, "It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans," Journal of Finance, American Finance Association, volume 71, issue 4, pages 1779-1812, August.
  5. Clemens Sialm & T. Mandy Tham, 2016, "Spillover Effects in Mutual Fund Companies," Management Science, INFORMS, volume 62, issue 5, pages 1472-1486, May, DOI: 10.1287/mnsc.2015.2200.

2015

  1. William Fuchs, 2015, "Subjective Evaluations: Discretionary Bonuses and Feedback Credibility," American Economic Journal: Microeconomics, American Economic Association, volume 7, issue 1, pages 99-108, February.
  2. William Fuchs & Luis Garicano & Luis Rayo, 2015, "Optimal Contracting and the Organization of Knowledge," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 2, pages 632-658.
  3. Fuchs, William & Skrzypacz, Andrzej, 2015, "Government interventions in a dynamic market with adverse selection," Journal of Economic Theory, Elsevier, volume 158, issue PA, pages 371-406, DOI: 10.1016/j.jet.2015.04.009.
  4. Yen-Cheng Chang & Harrison Hong & Inessa Liskovich, 2015, "Regression Discontinuity and the Price Effects of Stock Market Indexing," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 1, pages 212-246.
  5. Clemens Sialm & Laura Starks & Hanjiang Zhang, 2015, "Defined Contribution Pension Plans: Mutual Fund Asset Allocation Changes," American Economic Review, American Economic Association, volume 105, issue 5, pages 432-436, May.
  6. Clemens Sialm & Laura T. Starks & Hanjiang Zhang, 2015, "Defined Contribution Pension Plans: Sticky or Discerning Money?," Journal of Finance, American Finance Association, volume 70, issue 2, pages 805-838, April.

2014

  1. Andrés Donangelo, 2014, "Labor Mobility: Implications for Asset Pricing," Journal of Finance, American Finance Association, volume 69, issue 3, pages 1321-1346, June.
  2. E. Han Kim & Amiyatosh Purnanandam, 2014, "Seasoned Equity Offerings, Corporate Governance, and Investments," Review of Finance, European Finance Association, volume 18, issue 3, pages 1023-1057.

2013

  1. Fuchs, William & Skrzypacz, Andrzej, 2013, "Bridging the gap: Bargaining with interdependent values," Journal of Economic Theory, Elsevier, volume 148, issue 3, pages 1226-1236, DOI: 10.1016/j.jet.2013.01.002.
  2. William Fuchs & Andrzej Skrzypacz, 2013, "Bargaining with Deadlines and Private Information," American Economic Journal: Microeconomics, American Economic Association, volume 5, issue 4, pages 219-243, November.

2012

  1. Clemens Sialm & Laura Starks, 2012, "Mutual Fund Tax Clienteles," Journal of Finance, American Finance Association, volume 67, issue 4, pages 1397-1422, August, DOI: j.1540-6261.2012.01751.x.

2011

  1. Chava, Sudheer & Purnanandam, Amiyatosh, 2011, "The effect of banking crisis on bank-dependent borrowers," Journal of Financial Economics, Elsevier, volume 99, issue 1, pages 116-135, January.
  2. Amiyatosh Purnanandam, 2011, "Originate-to-distribute Model and the Subprime Mortgage Crisis," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 6, pages 1881-1915.
  3. Jennifer Huang & Clemens Sialm & Hanjiang Zhang, 2011, "Risk Shifting and Mutual Fund Performance," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 8, pages 2575-2616.
  4. Sheridan Titman & Cristian Tiu, 2011, "Do the Best Hedge Funds Hedge?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 1, pages 123-168.

2010

  1. William Fuchs & Andrzej Skrzypacz, 2010, "Bargaining with Arrival of New Traders," American Economic Review, American Economic Association, volume 100, issue 3, pages 802-836, June.
  2. William Fuchs & Luis Garicano, 2010, "Matching Problems with Expertise in Firms and Markets," Journal of the European Economic Association, MIT Press, volume 8, issue 2-3, pages 354-364, 04-05.
  3. Chava, Sudheer & Purnanandam, Amiyatosh, 2010, "CEOs versus CFOs: Incentives and corporate policies," Journal of Financial Economics, Elsevier, volume 97, issue 2, pages 263-278, August.
  4. Sudheer Chava & Amiyatosh Purnanandam, 2010, "Is Default Risk Negatively Related to Stock Returns?," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2523-2559, June.
  5. Andy C.W. Chui & Sheridan Titman & K.C. John Wei, 2010, "Individualism and Momentum around the World," Journal of Finance, American Finance Association, volume 65, issue 1, pages 361-392, February, DOI: 10.1111/j.1540-6261.2009.01532.x.
  6. Andres Almazan & Adolfo De Motta & Sheridan Titman & Vahap Uysal, 2010, "Financial Structure, Acquisition Opportunities, and Firm Locations," Journal of Finance, American Finance Association, volume 65, issue 2, pages 529-563, April, DOI: 10.1111/j.1540-6261.2009.01543.x.
  7. Jay C. Hartzell & Tobias Mühlhofer & Sheridan D. Titman, 2010, "Alternative Benchmarks for Evaluating Mutual Fund Performance," Real Estate Economics, American Real Estate and Urban Economics Association, volume 38, issue 1, pages 121-154, March, DOI: 10.1111/j.1540-6229.2009.00253.x.
  8. Titman, Sheridan, 2010, "The leverage of hedge funds," Finance Research Letters, Elsevier, volume 7, issue 1, pages 2-7, March.
  9. Sheridan Titman & Sergey Tsyplakov, 2010, "Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 9, pages 3558-3594.

2009

  1. Sudheer Chava & Dmitry Livdan & Amiyatosh Purnanandam, 2009, "Do Shareholder Rights Affect the Cost of Bank Loans?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 2973-3004, August.
  2. Clemens Sialm, 2009, "Tax Changes and Asset Pricing," American Economic Review, American Economic Association, volume 99, issue 4, pages 1356-1383, September, DOI: 10.1257/aer.99.4.1356.
  3. David J. Brophy & Paige P. Ouimet & Clemens Sialm, 2009, "Hedge Funds as Investors of Last Resort?," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 2, pages 541-574, February.
  4. Sheridan Titman & K.C. John Wei & Feixue Xie, 2009, "Capital Investments and Stock Returns in Japan," International Review of Finance, International Review of Finance Ltd., volume 9, issue 1‐2, pages 111-131, March, DOI: 10.1111/j.1468-2443.2009.01087.x.
  5. Andres Almazan & Javier Suarez & Sheridan Titman, 2009, "Firms' Stakeholders and the Costs of Transparency," Journal of Economics & Management Strategy, Wiley Blackwell, volume 18, issue 3, pages 871-900, September, DOI: 10.1111/j.1530-9134.2009.00232.x.

2008

  1. Purnanandam, Amiyatosh, 2008, "Financial distress and corporate risk management: Theory and evidence," Journal of Financial Economics, Elsevier, volume 87, issue 3, pages 706-739, March.
  2. Ivković, Zoran & Sialm, Clemens & Weisbenner, Scott, 2008, "Portfolio Concentration and the Performance of Individual Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 3, pages 613-655, September.
  3. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2008, "Unobserved Actions of Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 6, pages 2379-2416, November.
  4. John Martin & Sheridan Titman, 2008, "Single vs. Multiple Discount Rates: How to Limit “Influence Costs” in the Capital Allocation Process," Journal of Applied Corporate Finance, Morgan Stanley, volume 20, issue 2, pages 79-83, March, DOI: 10.1111/j.1745-6622.2008.00182.x.
  5. Ron Kaniel & Gideon Saar & Sheridan Titman, 2008, "Individual Investor Trading and Stock Returns," Journal of Finance, American Finance Association, volume 63, issue 1, pages 273-310, February, DOI: 10.1111/j.1540-6261.2008.01316.x.

2007

  1. William Fuchs, 2007, "Contracting with Repeated Moral Hazard and Private Evaluations," American Economic Review, American Economic Association, volume 97, issue 4, pages 1432-1448, September, DOI: 10.1257/aer.97.4.1432.
  2. Chava, Sudheer & Purnanandam, Amiyatosh, 2007, "Determinants of the floating-to-fixed rate debt structure of firms," Journal of Financial Economics, Elsevier, volume 85, issue 3, pages 755-786, September.
  3. Purnanandam, Amiyatosh, 2007, "Interest rate derivatives at commercial banks: An empirical investigation," Journal of Monetary Economics, Elsevier, volume 54, issue 6, pages 1769-1808, September.
  4. R. Jarrow & A. Purnanandam, 2007, "The valuation of a firm’s investment opportunities: a reduced form credit risk perspective," Review of Derivatives Research, Springer, volume 10, issue 1, pages 39-58, January, DOI: 10.1007/s11147-007-9012-8.
  5. Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007, "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, volume 91, issue 10, pages 2014-2040, November.
  6. Murray Carlson & Zeigham Khokher & Sheridan Titman, 2007, "Equilibrium Exhaustible Resource Price Dynamics," Journal of Finance, American Finance Association, volume 62, issue 4, pages 1663-1703, August, DOI: 10.1111/j.1540-6261.2007.01254.x.
  7. Tim Adam & Sudipto Dasgupta & Sheridan Titman, 2007, "Financial Constraints, Competition, and Hedging in Industry Equilibrium," Journal of Finance, American Finance Association, volume 62, issue 5, pages 2445-2473, October, DOI: 10.1111/j.1540-6261.2007.01280.x.
  8. Kayhan, Ayla & Titman, Sheridan, 2007, "Firms' histories and their capital structures," Journal of Financial Economics, Elsevier, volume 83, issue 1, pages 1-32, January.
  9. Fritz Foley, C. & Hartzell, Jay C. & Titman, Sheridan & Twite, Garry, 2007, "Why do firms hold so much cash? A tax-based explanation," Journal of Financial Economics, Elsevier, volume 86, issue 3, pages 579-607, December.
  10. Sheridan Titman & Sergey Tsyplakov, 2007, "A Dynamic Model of Optimal Capital Structure," Review of Finance, European Finance Association, volume 11, issue 3, pages 401-451.

2006

  1. William Fuchs & Francesco Lippi, 2006, "Monetary Union with Voluntary Participation -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 2, pages 437-457.
  2. Sialm, Clemens, 2006, "Stochastic taxation and asset pricing in dynamic general equilibrium," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 3, pages 511-540, March.
  3. Kent Daniel & Sheridan Titman, 2006, "Market Reactions to Tangible and Intangible Information," Journal of Finance, American Finance Association, volume 61, issue 4, pages 1605-1643, August, DOI: 10.1111/j.1540-6261.2006.00884.x.
  4. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2006, "Feedback and the success of irrational investors," Journal of Financial Economics, Elsevier, volume 81, issue 2, pages 311-338, August.
  5. Hovakimian, Gayane & Titman, Sheridan, 2006, "Corporate Investment with Financial Constraints: Sensitivity of Investment to Funds from Voluntary Asset Sales," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 2, pages 357-374, March, DOI: 10.1353/mcb.2006.0034.

2005

  1. Jarrow, Robert A. & Purnanandam, Amiyatosh K., 2005, "A generalized coherent risk measure: The firm's perspective," Finance Research Letters, Elsevier, volume 2, issue 1, pages 23-29, March.
  2. Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005, "On the Industry Concentration of Actively Managed Equity Mutual Funds," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1983-2011, August, DOI: 10.1111/j.1540-6261.2005.00785.x.

2004

  1. Amiyatosh K. Purnanandam, 2004, "Are IPOs Really Underpriced?," The Review of Financial Studies, Society for Financial Studies, volume 17, issue 3, pages 811-848.
  2. Shoven, John B. & Sialm, Clemens, 2004, "Asset location in tax-deferred and conventional savings accounts," Journal of Public Economics, Elsevier, volume 88, issue 1-2, pages 23-38, January.
  3. Titman, Sheridan & Wei, K. C. John & Xie, Feixue, 2004, "Capital Investments and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 4, pages 677-700, December.

2003

  1. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2003, "Market Pricing of Deposit Insurance," Journal of Financial Services Research, Springer;Western Finance Association, volume 24, issue 2, pages 93-119, October, DOI: 10.1023/B:FINA.0000003319.53270.73.
  2. Andy C. W. Chui & Sheridan Titman & K. C. John Wei, 2003, "The Cross Section of Expected REIT Returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 31, issue 3, pages 451-479, September, DOI: 10.1111/1540-6229.00073.
  3. Chui, Andy C. W. & Titman, Sheridan & Wei, K. C. John, 2003, "Intra-industry momentum: the case of REITs," Journal of Financial Markets, Elsevier, volume 6, issue 3, pages 363-387, May.

2002

  1. Armen Hovakimian & Tim Opler & Sheridan Titman, 2002, "The Capital Structure Choice: New Evidence For A Dynamic Tradeoff Model," Journal of Applied Corporate Finance, Morgan Stanley, volume 15, issue 1, pages 24-30, March, DOI: 10.1111/j.1745-6622.2002.tb00338.x.
  2. Sherman, Ann E. & Titman, Sheridan, 2002, "Building the IPO order book: underpricing and participation limits with costly information," Journal of Financial Economics, Elsevier, volume 65, issue 1, pages 3-29, July.
  3. Sheridan Titman, 2002, "The Modigliani and Miller Theorem and the Integration of Financial Markets," Financial Management, Financial Management Association, volume 31, issue 1, Spring.
  4. Sheridan Titman, 2002, "Discussion of "Underreaction to Self-Selected News Events"," The Review of Financial Studies, Society for Financial Studies, volume 15, issue 2, pages 527-532, March.

2001

  1. Hovakimian, Armen & Opler, Tim & Titman, Sheridan, 2001, "The Debt-Equity Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 36, issue 1, pages 1-24, March.
  2. Chowdhry, Bhagwan & Titman, Sheridan, 2001, "Why real interest rates, cost of capital and price/earnings ratios vary across countries," Journal of International Money and Finance, Elsevier, volume 20, issue 2, pages 165-189, April.

2000

  1. Dickson, Joel M. & Shoven, John B. & Sialm, Clemens, 2000, "Tax Externalities of Equity Mutual Funds," National Tax Journal, National Tax Association;National Tax Journal, volume 53, issue 3, pages 607-628, September, DOI: 10.17310/ntj.2000.3S.01.
  2. Sheridan Titman, 2000, "Editorial," International Review of Finance, International Review of Finance Ltd., volume 1, issue 1, pages 1-1, March, DOI: 10.1111/1468-2443.00001.
  3. Gibson, Scott & Safieddine, Assem & Titman, Sheridan, 2000, "Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 3, pages 369-386, September.

1999

  1. Assem Safieddine & Sheridan Titman, 1999, "Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers," Journal of Finance, American Finance Association, volume 54, issue 2, pages 547-580, April, DOI: 10.1111/0022-1082.00117.
  2. Avanidhar Subrahmanyam & Sheridan Titman, 1999, "The Going‐Public Decision and the Development of Financial Markets," Journal of Finance, American Finance Association, volume 54, issue 3, pages 1045-1082, June, DOI: 10.1111/0022-1082.00136.
  3. Daniel C. Quan & Sheridan Titman, 1999, "Do Real Estate Prices and Stock Prices Move Together? An International Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 27, issue 2, pages 183-207, June, DOI: 10.1111/1540-6229.00771.
  4. Titman, Sheridan & John Wei, K. C., 1999, "Understanding stock market volatility: The case of Korea and Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 7, issue 1, pages 41-66, February.

1998

  1. Dasgupta, Sudipto & Titman, Sheridan, 1998, "Pricing Strategy and Financial Policy," The Review of Financial Studies, Society for Financial Studies, volume 11, issue 4, pages 705-737.

1997

  1. Tim C. Opler & Michael Saron & Sheridan Titman, 1997, "Designing Capital Structure To Create Shareholder Value," Journal of Applied Corporate Finance, Morgan Stanley, volume 10, issue 1, pages 21-32, March, DOI: 10.1111/j.1745-6622.1997.tb00122.x.
  2. Daniel, Kent & Titman, Sheridan, 1997, "Evidence on the Characteristics of Cross Sectional Variation in Stock Returns," Journal of Finance, American Finance Association, volume 52, issue 1, pages 1-33, March.

1995

  1. Grinblatt, Mark & Titman, Sheridan & Wermers, Russ, 1995, "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior," American Economic Review, American Economic Association, volume 85, issue 5, pages 1088-1105, December.
  2. Jegadeesh N. & Titman S., 1995, "Short-Horizon Return Reversals and the Bid-Ask Spread," Journal of Financial Intermediation, Elsevier, volume 4, issue 2, pages 116-132, April.
  3. Jegadeesh, Narasimhan & Titman, Sheridan, 1995, "Overreaction, Delayed Reaction, and Contrarian Profits," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 4, pages 973-993.

1994

  1. Opler, Tim C & Titman, Sheridan, 1994, "Financial Distress and Corporate Performance," Journal of Finance, American Finance Association, volume 49, issue 3, pages 1015-1040, July.
  2. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 1994, "Security Analysis and Trading Patterns When Some Investors Receive Information before Others," Journal of Finance, American Finance Association, volume 49, issue 5, pages 1665-1698, December.
  3. Grinblatt, Mark & Titman, Sheridan, 1994, "A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 29, issue 3, pages 419-444, September.

1993

  1. Jegadeesh, Narasimhan & Titman, Sheridan, 1993, "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance, American Finance Association, volume 48, issue 1, pages 65-91, March.
  2. Opler, Tim & Titman, Sheridan, 1993, "The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs," Journal of Finance, American Finance Association, volume 48, issue 5, pages 1985-1999, December.
  3. Grinblatt, Mark & Titman, Sheridan, 1993, "Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns," The Journal of Business, University of Chicago Press, volume 66, issue 1, pages 47-68, January, DOI: 10.1086/296593.

1992

  1. Titman, Sheridan, 1992, "Interest Rate Swaps and Corporate Financing Choices," Journal of Finance, American Finance Association, volume 47, issue 4, pages 1503-1516, September.
  2. Grinblatt, Mark & Titman, Sheridan, 1992, "The Persistence of Mutual Fund Performance," Journal of Finance, American Finance Association, volume 47, issue 5, pages 1977-1984, December.

1991

  1. Franks, Julian & Harris, Robert & Titman, Sheridan, 1991, "The postmerger share-price performance of acquiring firms," Journal of Financial Economics, Elsevier, volume 29, issue 1, pages 81-96, March.
  2. Maksimovic, Vojislav & Titman, Sheridan, 1991, "Financial Policy and Reputation for Product Quality," The Review of Financial Studies, Society for Financial Studies, volume 4, issue 1, pages 175-200.

1990

  1. Hirshleifer, David & Titman, Sheridan, 1990, "Share Tendering Strategies and the Success of Hostile Takeover Bids," Journal of Political Economy, University of Chicago Press, volume 98, issue 2, pages 295-324, April, DOI: 10.1086/261679.

1989

  1. Titman, Sheridan & Warga, Arthur, 1989, "Stock Returns as Predictors of Interest Rates and Inflation," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 24, issue 1, pages 47-58, March.
  2. Grinblatt, Mark & Titman, Sheridan D, 1989, "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," The Journal of Business, University of Chicago Press, volume 62, issue 3, pages 393-416, July, DOI: 10.1086/296468.

1987

  1. Grinblatt, Mark & Titman, Sheridan, 1987, "The Relation between Mean-Variance Efficiency and Arbitrage Pricing," The Journal of Business, University of Chicago Press, volume 60, issue 1, pages 97-112, January, DOI: 10.1086/296387.

1986

  1. Sheridan Titman & Arthur Warga, 1986, "Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach," Real Estate Economics, American Real Estate and Urban Economics Association, volume 14, issue 3, pages 414-431, September, DOI: 10.1111/1540-6229.00395.
  2. Titman, Sheridan & Trueman, Brett, 1986, "Information quality and the valuation of new issues," Journal of Accounting and Economics, Elsevier, volume 8, issue 2, pages 159-172, June.

1985

  1. Titman, Sheridan, 1985, "Urban Land Prices under Uncertainty," American Economic Review, American Economic Association, volume 75, issue 3, pages 505-514, June.
  2. Grinblatt, Mark & Titman, Sheridan, 1985, "Approximate Factor Structures: Interpretations and Implications for Empirical Tests," Journal of Finance, American Finance Association, volume 40, issue 5, pages 1367-1373, December.
  3. Titman, Sheridan, 1985, "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, Cambridge University Press, volume 20, issue 1, pages 19-27, March.

1984

  1. Titman, Sheridan, 1984, "The effect of capital structure on a firm's liquidation decision," Journal of Financial Economics, Elsevier, volume 13, issue 1, pages 137-151, March.
  2. Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan, 1984, "The valuation effects of stock splits and stock dividends," Journal of Financial Economics, Elsevier, volume 13, issue 4, pages 461-490, December.

1983

  1. Grinblatt, Mark & Titman, Sheridan, 1983, "Factor pricing in a finite economy," Journal of Financial Economics, Elsevier, volume 12, issue 4, pages 497-507, December.

1982

  1. Titman, Sheridan D, 1982, "The Effects of Anticipated Inflation on Housing Market Equilibrium," Journal of Finance, American Finance Association, volume 37, issue 3, pages 827-842, June.

Chapters

2022

  1. William Fuchs & Andrzej Skrzypacz, 2022, "Dynamic Bargaining with Private Information," Springer Books, Springer, chapter 0, in: Emin Karagözoğlu & Kyle B. Hyndman, "Bargaining", DOI: 10.1007/978-3-030-76666-5_4.

2013

  1. Andres Almazan & Adolfo de Motta & Sheridan Titman, 2013, "Debt, Labor Markets, and the Creation and Destruction of Firms," NBER Chapters, National Bureau of Economic Research, Inc, "New Perspectives on Corporate Capital Structure".

2008

  1. Darrell Duffie & Robert Jarrow & Amiyatosh Purnanandam & Wei Yang, 2008, "Market Pricing of Deposit Insurance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "Financial Derivatives Pricing Selected Works of Robert Jarrow".

2007

  1. Gene Amromin & Jennifer Huang & Clemens Sialm, 2007, "The Tradeoff between Mortgage Prepayments and Tax-deferred Retirement Savings," NBER Chapters, National Bureau of Economic Research, Inc, "Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES)".
  2. Andres Almazan & Javier Suarez & Sheridan Titman, 2007, "Firms' Stakeholders and the Costs of Transparency," NBER Chapters, National Bureau of Economic Research, Inc, "Entrepreneurship: Strategy and Structure".

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