Found: 17

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  • Illiquidity and Price Informativeness.

    Published in:
    Management Science, 2020, v. 66, n. 1, p. 334, doi. 10.1287/mnsc.2018.3154
    By:
    • Kerr, Jon;
    • Sadka, Gil;
    • Sadka, Ronnie
    Publication type:
    Article

  • Liquidity Risk and Mutual Fund Performance.

    Published in:
    Management Science, 2019, v. 65, n. 3, p. 1020, doi. 10.1287/mnsc.2017.2851
    By:
    • Dong, Xi;
    • Feng, Shu;
    • Sadka, Ronnie
    Publication type:
    Article

  • Quantifying Narratives and Their Impact on Financial Markets.

    Published in:
    Journal of Portfolio Management, 2023, v. 49, n. 5, p. 82, doi. 10.3905/jpm.2023.1.472
    By:
    • Bhargava, Rajeev;
    • Lou, Xiaoxia;
    • Ozik, Gideon;
    • Sadka, Ronnie;
    • Whitmore, Travis
    Publication type:
    Article

  • Predicting Performance Using Consumer Big Data.

    Published in:
    Journal of Portfolio Management, 2022, v. 48, n. 3, p. 47, doi. 10.3905/jpm.2021.1.320
    By:
    • Froot, Kenneth;
    • Kang, Namho;
    • Ozik, Gideon;
    • Sadka, Ronnie
    Publication type:
    Article

  • Analyst Disagreement, Mispricing, and Liquidity.

    Published in:
    Journal of Finance (Wiley-Blackwell), 2007, v. 62, n. 5, p. 2367, doi. 10.1111/j.1540-6261.2007.01278.x
    By:
    • SADKA, RONNIE;
    • SCHERBINA, ANNA
    Publication type:
    Article

  • Are Momentum Profits Robust to Trading Costs?

    Published in:
    Journal of Finance (Wiley-Blackwell), 2004, v. 59, n. 3, p. 1039, doi. 10.1111/j.1540-6261.2004.00656.x
    By:
    • KORAJCZYK, ROBERT A.;
    • SADKA, RONNIE
    Publication type:
    Article

  • Competition Links and Stock Returns.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 9, p. 4300, doi. 10.1093/rfs/hhab133
    By:
    • Eisdorfer, Assaf;
    • Froot, Kenneth;
    • Ozik, Gideon;
    • Sadka, Ronnie
    Publication type:
    Article

  • Maturity Driven Mispricing of Options.

    Published in:
    Journal of Financial & Quantitative Analysis, 2022, v. 57, n. 2, p. 514, doi. 10.1017/S002210902100003X
    By:
    • Eisdorfer, Assaf;
    • Sadka, Ronnie;
    • Zhdanov, Alexei
    Publication type:
    Article

  • Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown.

    Published in:
    Journal of Financial & Quantitative Analysis, 2021, v. 56, p. 2356, doi. 10.1017/S0022109021000387
    By:
    • Ozik, Gideon;
    • Sadka, Ronnie;
    • Shen, Siyi
    Publication type:
    Article

  • Investor Protection and the Long-Run Performance of Activism.

    Published in:
    Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 1, p. 61, doi. 10.1017/S0022109018000674
    By:
    • Foroughi, Pouyan;
    • Kang, Namho;
    • Ozik, Gideon;
    • Sadka, Ronnie
    Publication type:
    Article

  • Horizon Pricing.

    Published in:
    Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 6, p. 1769, doi. 10.1017/S0022109016000685
    By:
    • Kamara, Avraham;
    • Korajczyk, Robert A.;
    • Lou, Xiaoxia;
    • Sadka, Ronnie
    Publication type:
    Article

  • Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows.

    Published in:
    Journal of Financial & Quantitative Analysis, 2015, v. 50, n. 6, p. 1293, doi. 10.1017/S0022109015000587
    By:
    • Ozik, Gideon;
    • Sadka, Ronnie
    Publication type:
    Article

  • Do Hedge Funds Reduce Idiosyncratic Risk?

    Published in:
    Journal of Financial & Quantitative Analysis, 2014, v. 49, p. 2
    By:
    • Kang, Namho;
    • Kondor, Péter;
    • Sadka, Ronnie
    Publication type:
    Article

  • Do Hedge Funds Reduce Idiosyncratic Risk?

    Published in:
    Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 843, doi. 10.1017/S0022109014000556
    By:
    • Kang, Namho;
    • Kondor, Péter;
    • Sadka, Ronnie
    Publication type:
    Article

  • Fed Members' Monetary Tones and Yields.

    Published in:
    Journal of Fixed Income, 2023, v. 33, n. 2, p. 6, doi. 10.3905/jfi.2023.1.166
    By:
    • Amadeus, Musa;
    • Bhargava, Rajeev;
    • Guidi, Michael;
    • Loh, Marvin;
    • Ozik, Gideon;
    • Sadka, Ronnie
    Publication type:
    Article

  • Central Bank Monetary Tones and Yields.

    Published in:
    Journal of Fixed Income, 2022, v. 31, n. 4, p. 5, doi. 10.3905/jfi.2022.1.132
    By:
    • Amadeus, Musa;
    • Bhargava, Rajeev;
    • Graf, Tim;
    • Guidi, Michael;
    • Metcalfe, Michael;
    • Ozik, Gideon;
    • Sadka, Ronnie
    Publication type:
    Article

  • Aggregate Earnings and Asset Prices.

    Published in:
    Journal of Accounting Research (Wiley-Blackwell), 2009, v. 47, n. 5, p. 1097, doi. 10.1111/j.1475-679X.2009.00351.x
    By:
    • BALL, RAY;
    • SADKA, GIL;
    • SADKA, RONNIE
    Publication type:
    Article