Ronnie Sadka
22 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-6936-584X
Boston College
Publications
- Competition Links and Stock Returns — The Review of Financial Studies 2022
- Maturity Driven Mispricing of Options — Journal of Financial and Quantitative Analysis 2022
- Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown — Journal of Financial and Quantitative Analysis 2021
- Illiquidity and Price Informativeness — Management Science 2020
- Liquidity Risk and Mutual Fund Performance — Management Science 2019
- Investor Protection and the Long-Run Performance of Activism — Journal of Financial and Quantitative Analysis 2019
- What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? — Journal of Financial Economics 2017
- Horizon Pricing — Journal of Financial and Quantitative Analysis 2016
- Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows — Journal of Financial and Quantitative Analysis 2015
- Do Hedge Funds Reduce Idiosyncratic Risk? — Journal of Financial and Quantitative Analysis 2014
- Liquidity risk and accounting information☆ — Journal of Accounting and Economics 2011
- Intraday Patterns in the Cross-section of Stock Returns — The Journal of Finance 2010
- Liquidity risk and the cross-section of hedge-fund returns — Journal of Financial Economics 2010
- Seasonality in the Cross Section of Stock Returns: The International Evidence — Journal of Financial and Quantitative Analysis 2010
- Aggregate Earnings and Asset Prices — Journal of Accounting Research 2009
- Predictability and the earnings–returns relation — Journal of Financial Economics 2009
- Pricing the commonality across alternative measures of liquidity — Journal of Financial Economics 2008
- Seasonality in the cross-section of stock returns — Journal of Financial Economics 2008
- The divergence of liquidity commonality in the cross-section of stocks — Journal of Financial Economics 2008
- Analyst Disagreement, Mispricing, and Liquidity* — The Journal of Finance 2007
- Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk — Journal of Financial Economics 2006
- Are Momentum Profits Robust to Trading Costs? — The Journal of Finance 2004