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Sheridan Titman

Global rank #534 99%

Institution: University of Texas-Austin

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1982

Most Recent: 2011

RePEc ID: pti51 ↗

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 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 3.69 31.50 9.72 0.00 87.47

Publication Statistics

Raw Publications 44
Coauthorship-Adjusted Count 45.10

Publications (44)

Year Article Journal Tier Authors
2011 Do the Best Hedge Funds Hedge? The Review of Financial Studies A 2
2010 Individualism and Momentum around the World Journal of Finance A 3
2010 Financial Structure, Acquisition Opportunities, and Firm Locations Journal of Finance A 4
2010 Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages The Review of Financial Studies A 2
2009 Firms' Stakeholders and the Costs of Transparency Journal of Economics & Management Strategy B 3
2008 Individual Investor Trading and Stock Returns Journal of Finance A 3
2007 Firms' histories and their capital structures Journal of Financial Economics A 2
2007 Equilibrium Exhaustible Resource Price Dynamics Journal of Finance A 3
2007 Financial Constraints, Competition, and Hedging in Industry Equilibrium Journal of Finance A 3
2007 Why do firms hold so much cash? A tax-based explanation Journal of Financial Economics A 4
2007 A Dynamic Model of Optimal Capital Structure Review of Finance B 2
2006 Market Reactions to Tangible and Intangible Information Journal of Finance A 2
2006 Feedback and the success of irrational investors Journal of Financial Economics A 3
2004 Capital Investments and Stock Returns Journal of Financial and Quantitative Analysis B 3
2002 Building the IPO order book: underpricing and participation limits with costly information Journal of Financial Economics A 2
2002 Discussion of "Underreaction to Self-Selected News Events" The Review of Financial Studies A 1
2001 The Debt-Equity Choice Journal of Financial and Quantitative Analysis B 3
2001 Why real interest rates, cost of capital and price/earnings ratios vary across countries Journal of International Money and Finance B 2
2000 Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings Journal of Financial and Quantitative Analysis B 3
1999 Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers Journal of Finance A 2
1999 The Going‐Public Decision and the Development of Financial Markets Journal of Finance A 2
1998 Pricing Strategy and Financial Policy. The Review of Financial Studies A 2
1997 Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. Journal of Finance A 2
1995 Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. American Economic Review S 3
1995 Short-Horizon Return Reversals and the Bid-Ask Spread Journal of Financial Intermediation B 2
1995 Overreaction, Delayed Reaction, and Contrarian Profits. The Review of Financial Studies A 2
1994 A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques Journal of Financial and Quantitative Analysis B 2
1994 Financial Distress and Corporate Performance. Journal of Finance A 2
1994 Security Analysis and Trading Patterns When Some Investors Receive Information before Others. Journal of Finance A 3
1993 Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. Journal of Finance A 2
1993 The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs. Journal of Finance A 2
1992 The Persistence of Mutual Fund Performance. Journal of Finance A 2
1992 Interest Rate Swaps and Corporate Financing Choices. Journal of Finance A 1
1991 Financial Policy and Reputation for Product Quality. The Review of Financial Studies A 2
1991 The postmerger share-price performance of acquiring firms Journal of Financial Economics A 3
1990 Share Tendering Strategies and the Success of Hostile Takeover Bids. Journal of Political Economy S 2
1989 Stock Returns as Predictors of Interest Rates and Inflation Journal of Financial and Quantitative Analysis B 2
1985 Approximate Factor Structures: Interpretations and Implications for Empirical Tests. Journal of Finance A 2
1985 Urban Land Prices under Uncertainty. American Economic Review S 1
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 B 1
1984 The valuation effects of stock splits and stock dividends Journal of Financial Economics A 3
1984 The effect of capital structure on a firm's liquidation decision Journal of Financial Economics A 1
1983 Factor pricing in a finite economy Journal of Financial Economics A 2
1982 The Effects of Anticipated Inflation on Housing Market Equilibrium. Journal of Finance A 1