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Brad M. Barber

Global rank #2157 97%

Institution: University of California-Davis

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.bradmbarber.com/

First Publication: 1993

Most Recent: 2024

RePEc ID: pba1389 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.91 1.07 0.00 4.89
Last 10 Years 0.00 3.59 2.14 0.00 9.32
All Time 2.01 14.14 3.82 0.00 40.15

Publication Statistics

Raw Publications 27
Coauthorship-Adjusted Count 20.06

Publications (27)

Year Article Journal Tier Authors
2024 A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ Journal of Finance A 5
2024 Resolving a Paradox: Retail Trades Positively Predict Returns but Are Not Profitable Journal of Financial and Quantitative Analysis B 3
2023 Private Company Valuations by Mutual Funds* Review of Finance B 5
2022 Attention‐Induced Trading and Returns: Evidence from Robinhood Users Journal of Finance A 4
2021 What Explains Differences in Finance Research Productivity during the Pandemic? Journal of Finance A 6
2021 Impact investing Journal of Financial Economics A 3
2020 Learning, Fast or Slow Review of Asset Pricing Studies B 5
2018 Made poorer by choice: Worker outcomes in social security vs. private retirement accounts Journal of Banking & Finance B 3
2017 Interim fund performance and fundraising in private equity Journal of Financial Economics A 2
2016 Which Factors Matter to Investors? Evidence from Mutual Fund Flows The Review of Financial Studies A 3
2013 The earnings announcement premium around the globe Journal of Financial Economics A 4
2009 Do Retail Trades Move Markets? The Review of Financial Studies A 3
2009 Just How Much Do Individual Investors Lose by Trading? The Review of Financial Studies A 4
2008 All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors The Review of Financial Studies A 2
2007 Comparing the stock recommendation performance of investment banks and independent research firms Journal of Financial Economics A 3
2004 Are individual investors tax savvy? Evidence from retail and discount brokerage accounts Journal of Public Economics A 2
2002 Online Investors: Do the Slow Die First? The Review of Financial Studies A 2
2001 Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns Journal of Finance A 4
2001 Boys will be Boys: Gender, Overconfidence, and Common Stock Investment Quarterly Journal of Economics S 2
2000 Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors Journal of Finance A 2
1999 Improved Methods for Tests of Long‐Run Abnormal Stock Returns Journal of Finance A 3
1997 Firm Size, Book-to-Market Ratio, and Security Returns: A Holdout Sample of Financial Firms. Journal of Finance A 2
1997 Detecting long-run abnormal stock returns: The empirical power and specification of test statistics Journal of Financial Economics A 2
1996 Detecting abnormal operating performance: The empirical power and specification of test statistics Journal of Financial Economics A 2
1996 Product Reliability and Firm Value: The Experience of American and Japanese Automakers, 1973-1992. Journal of Political Economy S 2
1995 Determinants of conglomerate and predatory acquisitions: evidence from the 1960s Journal of Corporate Finance B 3
1993 The “Dartboard” Column: Second-Hand Information and Price Pressure Journal of Financial and Quantitative Analysis B 2