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R. David McLean

15 works· latest 2022· 3 institutionscluster: provisional

Works

15 shown

Do Cross-Sectional Predictors Contain Systematic Information?

Journal of Financial and Quantitative Analysis·2022·3 authors·Open access

39citations

Anomalies and News

The Journal of Finance·2018·2 authors·Open access

318citations

Cash savings and capital markets

Journal of Empirical Finance·2018·2 authors

27citations

Analysts and Anomalies

Journal of Accounting and Economics·2017·2 authors·Open access

133citations

Does Academic Research Destroy Stock Return Predictability?

The Journal of Finance·2015·2 authors

1,563citations

The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades

Review of Financial Studies·2013·4 authors

91citations

The Business Cycle, Investor Sentiment, and Costly External Finance

The Journal of Finance·2013·2 authors·Open access

370citations

Why Does the Law Matter? Investor Protection and Its Effects on Investment, Finance, and Growth

The Journal of Finance·2012·3 authors

482citations

Does Academic Research Destroy Stock Return Predictability?

SSRN Electronic Journal·2012·2 authors·preprint·Open access

59citations

Share issuance and cash savings☆

Journal of Financial Economics·2010·1 author

318citations

Idiosyncratic Risk, Long-Term Reversal, and Momentum

Journal of Financial and Quantitative Analysis·2010·1 author

158citations

Costly arbitrage and idiosyncratic risk: Evidence from short sellers

Journal of Financial Intermediation·2009·3 authors

116citations

Share issuance and cross-sectional returns: International evidence☆

Journal of Financial Economics·2009·3 authors

186citations

When Is Stock Picking Likely to Be Successful? Evidence from Mutual Funds

Financial Analysts Journal·2009·3 authors

41citations

Share Issuance and Cross-Sectional Returns: International Evidence

SSRN Electronic Journal·2008·3 authors·preprint·Open access

66citations