Sergei Sarkissian

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6945-7285

McGill University, 1001 Sherbrooke Street West, Montreal, QC H3A 1G5, Canada; University of Edinburgh, Edinburgh EH8 9JS, United Kingdom

Publications

• Liquidity picking and fund performance — Journal of Financial Economics 2025
• Portfolio Pumping and Managerial Structure — The Review of Financial Studies 2021
• Global Liquidity Provision and Risk Sharing — Journal of Financial and Quantitative Analysis 2021
• Cross-Listings and the Dynamics between Credit and Equity Returns — The Review of Financial Studies 2020
• Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization — The Review of Financial Studies 2018
• To Group or Not to Group? Evidence from Mutual Fund Databases — Journal of Financial and Quantitative Analysis 2017
• Cross-Listing Waves — Journal of Financial and Quantitative Analysis 2016
• Treasury Bond Illiquidity and Global Equity Returns — Journal of Financial and Quantitative Analysis 2014
• City size and fund performance — Journal of Financial Economics 2009
• Are There Permanent Valuation Gains to Overseas Listing? — The Review of Financial Studies 2009
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression — Journal of Financial and Quantitative Analysis 2008
• The Overseas Listing Decision: New Evidence of Proximity Preference — The Review of Financial Studies 2004
• Industry Risk and Market Integration — Management Science 2004
• Spurious Regressions in Financial Economics? — The Journal of Finance 2003
• Incomplete Consumption Risk Sharing and Currency Risk Premiums — The Review of Financial Studies 2003