Richard W Sias

  • 2306 Citations
  • 17 h-Index
19962019
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Research Output 1996 2019

  • 2306 Citations
  • 17 h-Index
  • 27 Article
2019
3 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
2018

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
2017

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
2016
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
2012
37 Citations (Scopus)

Why does financial strength forecast stock returns? evidence from subsequent demand by institutional investors

Choi, N. Y. & Sias, R. W., May 2012, In : Review of Financial Studies. 25, 5, p. 1550-1587 38 p.

Research output: Contribution to journalArticle

Institutional investors
Stock returns
Investors
Turnover
Financial information
2010
26 Citations (Scopus)

Insider trades and demand by institutional and individual investors

Sias, R. W. & Whidbee, D. A., Apr 2010, In : Review of Financial Studies. 23, 4, p. 1544-1595 52 p.

Research output: Contribution to journalArticle

Individual investors
Institutional investors
Insider
Factors
Stock returns
4 Citations (Scopus)

Style timing with insiders

Knewtson, H. S., Sias, R. W. & Whidbee, D. A., Jul 2010, In : Financial Analysts Journal. 66, 4, p. 46-66 21 p.

Research output: Contribution to journalArticle

Insider
Value premium
Investors
Growth stocks
Aggregate demand
6 Citations (Scopus)

Why Susie owns Starbucks: The name letter effect in security selection

Knewtson, H. S. & Sias, R. W., Dec 2010, In : Journal of Business Research. 63, 12, p. 1324-1327 4 p.

Research output: Contribution to journalArticle

Security selection
Institutional investors
Psychological
Endowments
Undergraduate students
2009
111 Citations (Scopus)

Institutional industry herding

Choi, N. & Sias, R. W., Dec 2009, In : Journal of Financial Economics. 94, 3, p. 469-491 23 p.

Research output: Contribution to journalArticle

Industry
Herding
Institutional investors
Traders
Correlated signals
2007
22 Citations (Scopus)

Causes and seasonality of momentum profits

Sias, R. W., Mar 2007, In : Financial Analysts Journal. 63, 2, p. 48-54 7 p.

Research output: Contribution to journalArticle

Institutional trading
Seasonality
Momentum profits
Momentum strategies
Tax-loss selling
25 Citations (Scopus)

Reconcilable differences: Momentum trading by institutions

Sias, R. W., Jan 1 2007, In : Financial Review. 42, 1, p. 1-22 22 p.

Research output: Contribution to journalArticle

Momentum trading
Lag
Factors
Weighting
Institutional investors
2006
137 Citations (Scopus)

Changes in institutional ownership and stock returns: Assessment and methodology

Sias, R. W., Starks, L. T. & Titman, S., Nov 2006, In : Journal of Business. 79, 6, p. 2869-2910 42 p.

Research output: Contribution to journalArticle

Stock Returns
Methodology
Low Frequency
Estimate
Institutional ownership
24 Citations (Scopus)

Why company-specific risk changes over time

Bennett, J. A. & Sias, R. W., Sep 2006, In : Financial Analysts Journal. 62, 5, p. 89-100 12 p.

Research output: Contribution to journalArticle

Factors
Capitalization
Empirical test
Industry
Measurement error
2004
6 Citations (Scopus)

Informed trading and order type

Cooney, J. W. & Sias, R. W., Jul 2004, In : Journal of Banking and Finance. 28, 7, p. 1711-1743 33 p.

Research output: Contribution to journalArticle

Informed trading
Broker
Traders
Investors
Market order
324 Citations (Scopus)

Institutional Herding

Sias, R. W., Mar 2004, In : Review of Financial Studies. 17, 1, p. 165-206 42 p.

Research output: Contribution to journalArticle

Institutional investors
Herding
Lag
Traders
Momentum
2003
253 Citations (Scopus)

Greener Pastures and the Impact of Dynamic Institutional Preferences

Bennett, J. A., Sias, R. W. & Starks, L. T., Dec 2003, In : Review of Financial Studies. 16, 4, p. 1203-1238 36 p.

Research output: Contribution to journalArticle

Institutional investors
Institutional investment
Capitalization
Liquidity
324 Citations (Scopus)

Voting with their feet: Institutional ownership changes around forced CEO turnover

Parrino, R., Sias, R. W. & Starks, L. T., Apr 1 2003, In : Journal of Financial Economics. 68, 1, p. 3-46 44 p.

Research output: Contribution to journalArticle

CEO turnover
Institutional investors
Ownership change
Institutional ownership
Voting
2001
7 Citations (Scopus)

Can Money Flows Predict Stock Returns?

Bennett, J. A. & Sias, R. W., Nov 2001, In : Financial Analysts Journal. 57, 6, p. 64-77 14 p.

Research output: Contribution to journalArticle

Stock returns
Money flows
Block trades
Inclusion
Trading volume
31 Citations (Scopus)

Is noise trader risk priced?

Sias, R. W., Starks, L. T. & Tiniç, S. M., Jan 1 2001, In : Journal of Financial Research. 24, 3, p. 311-329 19 p.

Research output: Contribution to journalArticle

Noise traders
Assets
Closed-end funds
Shareholders
Mean reversion
1999
552 Citations (Scopus)

Herding and feedback trading by institutional and individual investors

Nofsinger, J. R. & Sias, R. W., Dec 1999, In : Journal of Finance. 54, 6, p. 2263-2295 33 p.

Research output: Contribution to journalArticle

Individual investors
Institutional investors
Herding
Feedback trading
Institutional ownership
1997
109 Citations (Scopus)

Institutions and individuals at the turn-of-the-year

Sias, R. W. & Starks, L. T., Sep 1997, In : Journal of Finance. 52, 4, p. 1543-1562 20 p.

Research output: Contribution to journalArticle

Tax-loss selling
Individual investors
Institutional investors
Capitalization
Window dressing
10 Citations (Scopus)

Is there a neglected-firm effect?

Beard, C. G. & Sias, R. W., Sep 1997, In : Financial Analysts Journal. 53, 5, p. 19-23 5 p.

Research output: Contribution to journalArticle

Firm effects
Premium
Security analysts
Neglect
Investors
28 Citations (Scopus)

Price pressure and the role of institutional investors in closed-end funds

Sias, R. W., Jan 1 1997, In : Journal of Financial Research. 20, 2, p. 211-229 19 p.

Research output: Contribution to journalArticle

Institutional investors
Price pressure
Closed-end funds
Demand curve
Individual investors
166 Citations (Scopus)

Return autocorrelation and institutional investors

Sias, R. W. & Starks, L. T., Oct 1997, In : Journal of Financial Economics. 46, 1, p. 103-131 29 p.

Research output: Contribution to journalArticle

Return autocorrelation
Institutional investors
Serial correlation
Institutional trading
Time-varying
3 Citations (Scopus)
Closed-end funds
Individual investors
Institutional investors
Market conditions
Bond market
1996
73 Citations (Scopus)

Volatility and the institutional investor

Sias, R. W., Mar 1996, In : Financial Analysts Journal. 52, 2, p. 13-20 8 p.

Research output: Contribution to journalArticle

Institutional investors
Institutional ownership
Capitalization
Empirical results
Return volatility