Ronnie Sadka
Finance · 2004–2020
A researcher in the Science corpus: 13 papers; trusts 42 researchers and is trusted by 31 researchers here, as inferred from the citation graph.
Subfields
- Finance — 162 citations into it; #1,492 of 10,518 by trust here, #569 by citations
- Accounting — 107 citations into it; #1,580 of 8,970 by trust here, #884 by citations
- Economics and Econometrics — 96 citations into it; #4,914 of 23,481 by trust here, #4,275 by citations
- Strategy and Management — 20 citations into it
- Management Science and Operations Research — 13 citations into it
Whom Ronnie Sadka trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tarun Chordia
- Y. Amihud
- Eugene F. Fama
- Robert A. Korajczyk
- William Fung
- Narasimhan Jegadeesh
- Richard Roll
- George O. Aragon
- Kenneth R. French
- Mark L. Mitchell
Who trusts Ronnie Sadka overall
- Christopher Krauss
- Melvyn Teo
- Kuan-Hui Lee
- Tarun Chordia
- Xuan Anh Do
- Vikas Agarwal
- Mark H. Lang
- Craig W. Holden
- Azi Ben-Rephael
- N. Karnaukh
Papers from Ronnie Sadka's perspective
Ordered by how strongly the researchers Ronnie Sadka trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Evidence of Predictable Behavior of Security Returns
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Generalized autoregressive conditional heteroskedasticity
- Characteristics of Risk and Return in Risk Arbitrage
- The market for borrowing stock
- Hedge Fund Benchmarks: A Risk-Based Approach (Financial analysts journal)
- Investor Sophistication and Patterns in Stock Returns after Earnings Announcements
- Institutional Investors and Equity Prices
- Earnings and Price Momentum
Their papers
- Episodic Liquidity Crises: Cooperative and Predatory Trading (2007) — 298 citations
- Pricing the commonality across alternative measures of liquidity (2008) — 597 citations
- Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (2020) — 123 citations
- Does Academic Research Destroy Stock Return Predictability (2016) — 878 citations
- Media and Investment Management (2012) — 12 citations
- Liquidity Risk and the Cross-Section of Hedge-Fund Returns (2010) — 351 citations
- Intraday Patterns in the Cross-Section of Stock Returns (2010) — 175 citations
- Aggregate Earnings and Asset Prices (2009) — 175 citations
- Liquidity and the Post-Earnings-Announcement Drift (2009) — 186 citations
- Predictability and the Earnings-Returns Relation (2009) — 159 citations
- The Divergence of Liquidity Commonality in the Cross-Section of Stocks (2007) — 283 citations
- Liquidity Risk and Asset Pricing (2006) — 182 citations
- Are Momentum Profits Robust to Trading Costs (2004) — 610 citations