Jeffrey Pontiff

Finance · 2006–2017

A researcher in the Science corpus: 6 papers; trusts 23 researchers and is trusted by 44 researchers here, as inferred from the citation graph.

Subfields

• Finance — 82 citations into it; #788 of 10,518 by trust here, #516 by citations
• Accounting — 62 citations into it; #633 of 8,970 by trust here, #571 by citations
• Economics and Econometrics — 46 citations into it; #11,040 of 23,481 by trust here, #8,121 by citations
• Strategy and Management — 14 citations into it
• Management Science and Operations Research — 8 citations into it

Whom Jeffrey Pontiff trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eugene F. Fama
2. David A. Hirshleifer
3. Nicholas Barberis
4. Malcolm P. Baker
5. Richard R. Mendenhall
6. Jeffrey Wurgler
7. Kenneth R. French
8. Patricia M. Dechow
9. Brad M. Barber
10. Richard H. Thaler

Who trusts Jeffrey Pontiff overall

1. R. D. McLean
2. Kenneth R. Ahern
3. Campbell R. Harvey
4. Heiko Jacobs
5. Rob Stambaugh
6. Kewei Hou
7. Eugene F. Fama
8. Dongmei Li
9. M. Bradley
10. Alon Brav

Papers from Jeffrey Pontiff's perspective

Ordered by how strongly the researchers Jeffrey Pontiff trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Cross-Section of Volatility and Expected Returns
2. Does Arbitrage Flatten Demand Curves for Stocks
3. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
4. Value and Momentum Everywhere: Value and Momentum Everywhere
5. Efficient Capital Markets : II
6. Costly arbitrage and the myth of idiosyncratic risk
7. The Cross‐Section of Expected Stock Returns
8. Time Series Momentum
9. Investor Psychology and Asset Pricing
10. New Evidence and Perspectives on Mergers

Their papers

• Idiosyncratic Return Volatility, Cash Flows, and Product Market Competition (2009) — 651 citations
• Anomalies and News (2017) — 248 citations
• Does Academic Research Destroy Stock Return Predictability (2016) — 878 citations
• Share Issuance and Cross-Sectional Returns: International Evidence (2009) — 173 citations
• Share Issuance and Cross‐sectional Returns (2008) — 581 citations
• Costly arbitrage and the myth of idiosyncratic risk (2006) — 588 citations