Richard W Sias

  • 2333 Citations
  • 17 h-Index
19962019
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Fingerprint Dive into the research topics where Richard W Sias is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Institutional investors Business & Economics
Individual investors Business & Economics
Stock returns Business & Economics
Institutional ownership Business & Economics
Hedge funds Business & Economics
Investors Business & Economics
Herding Business & Economics
Closed-end funds Business & Economics

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Research Output 1996 2019

  • 2333 Citations
  • 17 h-Index
  • 27 Article
4 Citations (Scopus)

Sentiment Metrics and Investor Demand

DeVAULT, L. U. K. E., Sias, R. W. & Starks, L., Apr 1 2019, In : Journal of Finance. 74, 2, p. 985-1024 40 p.

Research output: Contribution to journalArticle

Investors
Sentiment
Institutional investment
Individual investors
Economics

Reconsidering hedge fund contagion

Sias, R. W., Turtle, H. J. & Zykaj, B., Jun 1 2018, In : Journal of Alternative Investments. 21, 1, p. 27-38 12 p.

Research output: Contribution to journalArticle

Hedge funds
Contagion

Hedge fund politics and portfolios

DeVault, L. & Sias, R. W., Feb 1 2017, In : Journal of Banking and Finance. 75, p. 80-97 18 p.

Research output: Contribution to journalArticle

Hedge funds
Psychological
Equity markets
Lottery
Exit
1 Citation (Scopus)

Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals?

Sias, R. W., Turtle, H. J. & Zykaj, B., Oct 2 2017, (Accepted/In press) In : Journal of Financial and Quantitative Analysis. p. 1-25 25 p.

Research output: Contribution to journalArticle

Model misspecification
Hedge funds
Liquidity
Clustering
Liquidity shocks
24 Citations (Scopus)

Hedge fund crowds and mispricing

Sias, R. W., Turtle, H. J. & Zykaj, B., Mar 1 2016, In : Management Science. 62, 3, p. 764-784 21 p.

Research output: Contribution to journalArticle

Hedge funds
Mispricing
Demand shocks
Equity
Risk-adjusted returns