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Jeffrey Pontiff · Study
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Author
Jeffrey Pontiff
22 works
· latest 2022
· 2 institutions
cluster: provisional
Works
22 shown
Do Cross-Sectional Predictors Contain Systematic Information?
Journal of Financial and Quantitative Analysis
·
2022
·
3 authors
·
Open access
39
citations
Anomalies and News
The Journal of Finance
·
2018
·
2 authors
·
Open access
318
citations
Analysts and Anomalies
Journal of Accounting and Economics
·
2017
·
2 authors
·
Open access
133
citations
Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle
Journal of Financial Economics
·
2016
·
2 authors
52
citations
Does Academic Research Destroy Stock Return Predictability?
The Journal of Finance
·
2015
·
2 authors
1,563
citations
The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades
Review of Financial Studies
·
2013
·
4 authors
91
citations
Investment taxation and portfolio performance
Journal of Public Economics
·
2012
·
2 authors
42
citations
Does Academic Research Destroy Stock Return Predictability?
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
59
citations
Share issuance and cross-sectional returns: International evidence☆
Journal of Financial Economics
·
2009
·
3 authors
186
citations
Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition
Review of Financial Studies
·
2008
·
2 authors
·
Open access
717
citations
Share Issuance and Cross‐sectional Returns
The Journal of Finance
·
2008
·
2 authors
638
citations
Share Issuance and Cross-Sectional Returns: International Evidence
SSRN Electronic Journal
·
2008
·
3 authors
·
preprint
·
Open access
66
citations
Costly arbitrage and the myth of idiosyncratic risk
Journal of Accounting and Economics
·
2006
·
1 author
·
Open access
659
citations
Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions
The Journal of Finance
·
2006
·
3 authors
·
Open access
64
citations
Long-Run Seasoned Equity Offering Returns: Data Snooping, Model Misspecification, or Mispricing? A Costly Arbitrage Approach
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
32
citations
How Are Derivatives Used? Evidence from the Mutual Fund Industry
The Journal of Finance
·
1999
·
2 authors
424
citations
Book-to-market ratios as predictors of market returns
Journal of Financial Economics
·
1998
·
1 author
571
citations
Excess Volatility and Closed-End Funds
SSRN Electronic Journal
·
1997
·
1 author
·
preprint
·
Open access
126
citations
Costly Arbitrage: Evidence from Closed-End Funds
The Quarterly Journal of Economics
·
1996
·
1 author
·
Open access
801
citations
Closed-end fund premia and returns implications for financial market equilibrium
Journal of Financial Economics
·
1995
·
1 author
192
citations
Private benefits from block ownership and discounts on closed-end funds
Journal of Financial Economics
·
1993
·
3 authors
259
citations
Reversions of Excess Pension Assets after Takeovers
The RAND Journal of Economics
·
1990
·
3 authors
175
citations