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Pontiff, Jeffrey
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1

Investor Demand for Leverage: Evidence from Equity Closed-E..:

Dam, Robert ; Davies, Shaun William ; Moon, S Katie.
The Review of Asset Pricing Studies.  14 (2023)  1 - p. 1-39 , 2023
Link: https://doi.org/10.1093/..
 
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2

A New Value Strategy:

Wang, Baolian ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  14 (2023)  1 - p. 40-83 , 2023
Link: https://doi.org/10.1093/..
 
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3

The Other Insiders: Personal Trading by Brokers, Analysts, ..:

Berkman, Henk ; Koch, Paul ; Westerholm, P Joakim.
The Review of Asset Pricing Studies.  13 (2023)  3 - p. 481-522 , 2023
Link: https://doi.org/10.1093/..
 
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4

Factor Timing with Portfolio Characteristics:

Kagkadis, Anastasios ; Nolte, Ingmar ; Nolte, Sandra..
The Review of Asset Pricing Studies.  14 (2023)  1 - p. 84-118 , 2023
Link: https://doi.org/10.1093/..
 
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5

Equity Risk Premium Predictability from Cross-Sectoral Down..:

Faias, José Afonso ; Zambrano, Juan Arismendi ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  12 (2022)  3 - p. 808-842 , 2022
Link: https://doi.org/10.1093/..
 
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6

The Marketing Capability Premium:

Ang, Tze Chuan (Chewie) ; Chordia, Tarun ; Mai, Vivian Van-Anh..
The Review of Asset Pricing Studies.  12 (2022)  4 - p. 918-959 , 2022
Link: https://doi.org/10.1093/..
 
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7

Short Selling ETFs:

Li, Frank Weikai ; Zhu, Qifei ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  12 (2022)  4 - p. 960-998 , 2022
Link: https://doi.org/10.1093/..
 
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8

A Closer Look at the Effects of Equity Market Liberalizatio..:

McLean, R. David ; Pontiff, Jeffrey ; Zhao, Mengxin
Review of Corporate Finance Studies, Forthcoming.  , 2022
Link: https://ssrn.com/abstrac..
 
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9

Asset Pricing Implications of Firms' Government Sales Depen..:

Parajuli, Bharat Raj ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  13 (2022)  1 - p. 146-180 , 2022
Link: https://doi.org/10.1093/..
 
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10

Capital Structure Priority Effects in Durations, Stock-Bond..:

Choi, Jaewon ; Richardson, Matthew ; Whitelaw, Robert F.
The Review of Asset Pricing Studies.  12 (2022)  3 - p. 706-753 , 2022
Link: https://doi.org/10.1093/..
 
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11

A Closer Look at the Effects of Equity Market Liberalizatio..:

McLean, R David ; Pontiff, Jeffrey ; Zhao, Mengxin
The Review of Corporate Finance Studies.  , 2022
Link: https://doi.org/10.1093/..
 
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12

The Cross-Section of Cryptocurrency Returns:

Borri, Nicola ; Shakhnov, Kirill ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  12 (2022)  3 - p. 667-705 , 2022
Link: https://doi.org/10.1093/..
 
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13

What Drives the Size and Value Factors?:

Li, Jiacui ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  12 (2022)  4 - p. 845-885 , 2022
Link: https://doi.org/10.1093/..
 
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14

Why Do Predicted Stock Issuers Earn Low Returns?:

Lee, Charles M C ; Li, Ken ; Pontiff, Jeffrey
The Review of Asset Pricing Studies.  13 (2022)  1 - p. 181-221 , 2022
Link: https://doi.org/10.1093/..
 
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15

Do Cross-Sectional Predictors Contain Systematic Informatio..:

Engelberg, Joseph ; McLean, R. David ; Pontiff, Jeffrey.
Journal of Financial and Quantitative Analysis.  58 (2022)  3 - p. 1172-1201 , 2022
Link: https://doi.org/10.1017/..
 
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