Sheridan Titman
74 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-0935-7394
McCombs School of Business Administration, University of Texas at Austin, and the National Bureau of Economic Research
Publications
- Short-Term Reversals and Longer-Term Momentum around the World: Theory and Evidence — The Review of Financial Studies 2025
- Swimming Upstream: Struggling Firms in Corrupt Cities — Journal of Financial and Quantitative Analysis 2025
- Hedging Commodity Price Risk — Journal of Financial and Quantitative Analysis 2023
- ESG Preference, Institutional Trading, and Stock Return Patterns — Journal of Financial and Quantitative Analysis 2023
- Investor Tastes, Corporate Behavior, and Stock Returns: An Analysis of Corporate Social Responsibility — Management Science 2022
- Corporate actions and the manipulation of retail investors in China: An analysis of stock splits — Journal of Financial Economics 2022
- The Geography of Value Creation — The Review of Financial Studies 2022
- Momentum, Reversals, and Investor Clientele — Review of Finance 2022
- Risk Transmission Across Supply Chains — Production and Operations Management 2021
- Momentum and Reversals When Overconfident Investors Underestimate Their Competition — The Review of Financial Studies 2021
- Geographic Lead-Lag Effects — The Review of Financial Studies 2020
- A Dynamic Model of Characteristic-Based Return Predictability — The Journal of Finance 2019
- Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance — Journal of Financial and Quantitative Analysis 2018
- The Geography of Financial Misconduct — The Journal of Finance 2018
- Short-Term Reversals: The Effects of Past Returns and Institutional Exits — Journal of Financial and Quantitative Analysis 2017
- Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting — The Journal of Finance 2017
- Debt, labor markets, and the creation and destruction of firms — Journal of Financial Economics 2015
- Urban Vibrancy and Corporate Growth — The Journal of Finance 2015
- Financial Market Shocks and the Macroeconomy — The Review of Financial Studies 2013
- Financial Markets and Investment Externalities — The Journal of Finance 2013
- Market Development and the Asset Growth Effect: International Evidence — Journal of Financial and Quantitative Analysis 2013
- Individual Investor Trading and Return Patterns around Earnings Announcements — The Journal of Finance 2012
- Are Corporate Default Probabilities Consistent with the Static Trade-off Theory? — The Review of Financial Studies 2012
- An International Comparison of Capital Structure and Debt Maturity Choices — Journal of Financial and Quantitative Analysis 2012
- Do the Best Hedge Funds Hedge? — The Review of Financial Studies 2011
- Individualism and Momentum around the World — The Journal of Finance 2010
- Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages — The Review of Financial Studies 2010
- Financial Structure, Acquisition Opportunities, and Firm Locations — The Journal of Finance 2010
- Individual Investor Trading and Stock Returns — The Journal of Finance 2008
- Equilibrium Exhaustible Resource Price Dynamics — The Journal of Finance 2007
- Financial Constraints, Competition, and Hedging in Industry Equilibrium — The Journal of Finance 2007
- Firms’ histories and their capital structures — Journal of Financial Economics 2007
- Why do firms hold so much cash? A tax-based explanation — Journal of Financial Economics 2007
- Firm Location and the Creation and Utilization of Human Capital — The Review of Economic Studies 2007
- A Dynamic Model of Optimal Capital Structure — Review of Finance 2007
- Feedback and the success of irrational investors — Journal of Financial Economics 2006
- Market Reactions to Tangible and Intangible Information — The Journal of Finance 2006
- Capital Investments and Stock Returns — Journal of Financial and Quantitative Analysis 2004
- Market Imperfections, Investment Flexibility, and Default Spreads — The Journal of Finance 2004
- Building the IPO order book: underpricing and participation limits with costly information — Journal of Financial Economics 2002
- Discussion of “Underreaction to Self-Selected News Events” — The Review of Financial Studies 2002
- Cross-Sectional and Time-Series Determinants of Momentum Returns — The Review of Financial Studies 2002
- The Debt-Equity Choice — Journal of Financial and Quantitative Analysis 2001
- Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? — The Journal of Finance 2001
- Profitability of Momentum Strategies: An Evaluation of Alternative Explanations — The Journal of Finance 2001
- Feedback from Stock Prices to Cash Flows — The Journal of Finance 2001
- Tax-Motivated Trading and Price Pressure:An Analysis of Mutual Fund Holdings — Journal of Financial and Quantitative Analysis 2000
- The Going-Public Decision and the Development of Financial Markets — The Journal of Finance 1999
- Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers — The Journal of Finance 1999
- Pricing Strategy and Financial Policy — The Review of Financial Studies 1998
- Measuring Mutual Fund Performance with Characteristic-Based Benchmarks — The Journal of Finance 1997
- Evidence on the Characteristics of Cross Sectional Variation in Stock Returns — The Journal of Finance 1997
- Overreaction, Delayed Reaction, and Contrarian Profits — The Review of Financial Studies 1995
- A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques — Journal of Financial and Quantitative Analysis 1994
- Security Analysis and Trading Patterns When Some Investors Receive Information Before Others — The Journal of Finance 1994
- Financial Distress and Corporate Performance — The Journal of Finance 1994
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency — The Journal of Finance 1993
- The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs — The Journal of Finance 1993
- The Persistence of Mutual Fund Performance — The Journal of Finance 1992
- Interest Rate Swaps and Corporate Financing Choices — The Journal of Finance 1992
- The postmerger share-price performance of acquiring firms — Journal of Financial Economics 1991
- Financial Policy and Reputation for Product Quality — The Review of Financial Studies 1991
- Share Tendering Strategies and the Success of Hostile Takeover Bids — Journal of Political Economy 1990
- Portfolio Performance Evaluation: Old Issues and New Insights — The Review of Financial Studies 1989
- Stock Returns as Predictors of Interest Rates and Inflation — Journal of Financial and Quantitative Analysis 1989
- Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt — The Journal of Finance 1989
- The Determinants of Capital Structure Choice — The Journal of Finance 1988
- Information quality and the valuation of new issues — Journal of Accounting and Economics 1986
- The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms — Journal of Financial and Quantitative Analysis 1985
- Approximate Factor Structures: Interpretations and Implications for Empirical Tests — The Journal of Finance 1985
- The valuation effects of stock splits and stock dividends — Journal of Financial Economics 1984
- The effect of capital structure on a firm's liquidation decision — Journal of Financial Economics 1984
- Factor pricing in a finite economy — Journal of Financial Economics 1983
- The Effects of Anticipated Inflation on Housing Market Equilibrium — The Journal of Finance 1982