Ivo Welch | Academic Influence

Ivo Welch's AcademicInfluence.com Rankings

Ivo Welch

Economics

#1653

World Rank

#1899

Historical Rank

#694

USA Rank

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Economics

Ivo Welch's Degrees

PhD Finance Stanford University
Masters Finance Stanford University
Bachelors Economics Stanford University

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Why Is Ivo Welch Influential?

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According to Wikipedia, Ivo Welch, a German-born economist and finance academic. He is the J. Fred Weston Professor of Finance at UCLA Anderson School of Management. He completed his BA in computer science in 1985 at Columbia University, and both his MBA and PhD in finance at the University of Chicago.

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Ivo Welch's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades (1992) (6419)
Earnings Management and the Long-Run Market Performance of Initial Public Offerings (1998) (2189)
Learning from the behavior of others : conformity, fads, and informational cascades (1998) (1902)
Earnings management and the underperformance of seasoned equity offerings (1998) (1859)
Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings (1989) (1416)
A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II (2004) (1280)
Sequential Sales, Learning, and Cascades (1992) (1262)
Rational herding in financial economics (1996) (1183)
Capital Structure and Stock Returns (2003) (1180)
A Theory of Dividends Based on Tax Clienteles (1998) (928)
A Review of IPO Activity, Pricing and Allocations (2002) (816)
Herding among security analysts (2000) (782)
The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization (2006) (623)
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures (2004) (558)
On the Evolution of Overconfidence and Entrepreneurs (2001) (494)
Issuer Expenses and Legal Liability in Initial Public Offerings (1996) (493)
The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott (1995) (488)
An empirical investigation of IPO returns and subsequent equity offerings (1993) (464)
Views of Financial Economists on the Equity Premium and on Professional Controversies (1999) (406)
Corporate research & development investments international comparisons (1995) (388)
Investor Sentiment Measures (2004) (366)
Culture, Information, and Screening Discrimination (1996) (351)
BONDHOLDER LOSSES IN LEVERAGED BUYOUTS (1993) (334)
Two Common Problems in Capital Structure Research: The Financial-Debt-To-Asset Ratio and Issuing Activity Versus Leverage Changes (2011) (256)
Liquidity and Financial Market Runs (2003) (246)
Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs (1997) (168)
A Theory of Legal Presumptions (1999) (147)
Earnings Management and the Post-Issue Underperformance in Seasoned Equity Offerings (1998) (121)
The Equity Premium Consensus Forecast Revisited (2001) (119)
Reconciling Estimates of the Speed of Adjustment of Leverage Ratios (2010) (114)
An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness (2001) (111)
Equity offerings following the IPO theory and evidence (1996) (78)
The Consensus Estimate for the Equity Premium by Academic Financial Economists in December 2007 (2008) (72)
Common Flaws in Empirical Capital Structure Research (2006) (62)
The Wisdom of the Robinhood Crowd (2020) (58)
Corporate Finance: An Introduction (2008) (49)
Best Practice for Cost-of-Capital Estimates (2016) (47)
A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond (2012) (42)
An Empirical Examination of Models of Contract Choice in Initial Public Offerings (1991) (34)
On the Evolution of Overconé dence and Entrepreneurs (2001) (33)
Columbus&Apos; Egg: The Real Determinant of Capital Structure (2002) (33)
Referee Recommendations (2013) (32)
Extended Stock Returns in Response to S&P 500 Index Changes (2016) (28)
Who Should Pay for Bankruptcy Costs? (2004) (27)
The Costs of Bankruptcy (2005) (26)
The Costs of Bankruptcy Chapter 7 Cash Auctions vs. Chapter 11 Bargaining (2004) (23)
Do Powerful Politicians Really Cause Corporate Downsizing? (2015) (21)
The (Time-Varying) Importance of Disaster Risk (2016) (21)
Why is Bank Debt Senior? A Theory of Priority Based on Influence Costs (1996) (20)
Financial Market Runs (2002) (20)
The Cross-Sectional Determinants of Corporate Capital Expenditures: A Multinational Comparison (1994) (19)
A Different Way to Estimate the Equity Premium (for CAPM and One-Factor Model Use Only) (2007) (17)
How Firms Make Capital Expenditure Decisions: Financial Signals, Internal Cash Flows, Income Taxes and the Tax Reform Act of 1986 (1997) (15)
Long-Term Capital Budgeting (2014) (15)
Retail Raw: Wisdom of the Robinhood Crowd and the COVID Crisis (2020) (15)
The Link between Fama-French Time-Series Tests and Fama-Macbeth Cross-Sectional Tests (2008) (14)
A Note on 'Predicting Returns with Financial Ratios' (2003) (13)
Symmetric and Asymmetric Market Betas and Downside Risk (2020) (13)
Optimized vs. Sort-Based Portfolios (2009) (13)
Simply Better Market Betas (2019) (12)
Research Roundtable Discussion: The Market Risk Premium (2000) (12)
Aged and Recent Market Betas in Securities Pricing (2007) (12)
Lending in Social Networks (2013) (12)
Information Cascades and Social Learning (2021) (12)
Common Problems in Capital Structure Research: The Financial-Debt-To-Asset Ratio, and Issuing Activity vs. Leverage Changes (2010) (11)
Leverage and Preemptive Selling of Financial Institutions (2010) (10)
Why is Bank Debt Senior? A Theory of Priority Among Creditors (1994) (10)
Information Cascades and Observational Learning (2005) (9)
Estimation of Heterogeneous Autoregressive Parameters with Short Panel Data (2015) (8)
The Top Achievements, Challenges, and Failures of Finance (2001) (8)
A Model of Operational Slack: The Short-Run, Medium-Run, and Long-Run Consequences of Limited Attention Capacity (2013) (8)
Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling (2019) (7)
Simpler Better Market Betas (2019) (7)
Designing Corporate Bailouts (2014) (6)
A Model of Optimal Government Bailouts (2011) (6)
Asymmetry and Power: Can Ethnic Dominance Minimize Conflict? (1998) (5)
Contracting Externalities and Mandatory Menus in the U.S. Corporate Bankruptcy Code (2014) (5)
Ratios of Changes: How Real Estate Shocks Did Not Affect Corporate Investment (2020) (5)
Are Interest Rates Really Low? (2018) (4)
Institutional Memory, Inertia, and Impulsiveness (1999) (4)
Information Cascades; Entry Written for the New Palgrave Dictionary of Economics (2005) (4)
Information Cascades; Entry Written for the New Palgrave Dictionary of Economics (2005) (4)
Initial Public Offerings (IPOs) (2015) (4)
A Primer on Capital Structure (1996) (4)
Market-Beta and Downside Risk (2018) (3)
Asset Redeployability, Liquidation Value, and Endogenous Capital Structure Heterogeneity (2018) (3)
Plausibility: A Fair & Balanced View of 30 Years of Progress in Ecologics (2016) (3)
A Model of Operational Slack: The Short-Run, Medium-Run, and Long-Run Consequences of Limited Attention (2008) (3)
Leverage- and Cash-Based Tests of Risk and Reward with Improved Identification (2018) (2)
SEASONED OFFERING, IMITATION COSTS, AND THE UNDERPRICING OF IPO (1989) (2)
Chapter 9: The Capital Asset Pricing Model (2011) (1)
The Results of the Equity Premium January 2009 Survey (2009) (1)
Stock Return Outliers (2017) (1)
A Model of Optimal Corporate Bailouts (2011) (1)
Better Factor Portfolios and Pricing Book-to-Market Characteristics with the Fama-French Factor Model (2009) (1)
Are Interest Rates Really Low (2018) (1)
Capital Structure with Endogenous Liquidation Values (2015) (1)
The Cost of Capital: If Not the CAPM, Then What? (2021) (0)
Some Quantitative Limits For Disaster Risk and Equity Premium Estimates (2013) (0)
Disaggregating the Increase in Tropical Cyclone Intensity in Kossin et al. (PNAS 2020) (2022) (0)
Levered Returns (2016) (0)
A Quasi-Experimental Test of the Risk-Reward Paradigm (2016) (0)
Voluntary Self-Sustaining Reciprocity (2019) (0)
Video: Structural Estimation Drawbacks (2012) (0)
The Closed-Form Solution to Bertrand Competition with Exogenous Entry Costs or Participation (2017) (0)
Section 16.3: Modigliani and Miller: The Formal Way (2011) (0)
A Personal FAQ on the Financial Crisis of 2008 (2008) (0)
Legal Liability and Issuer Expenses in IPOs (1994) (0)
Chapter 13: From Financial Statements to Economic Cash Flows (2011) (0)
Section 4.4: The Payback Capital Budgeting Rule (2011) (0)
Financial Market Runs - eScholarship (2002) (0)
Section 16.4: The Weighted Average Cost of Capital (WACC) (2011) (0)
Solutions manual to accompany : corporate finance : an introduction (2009) (0)
Section 6.1: An Introduction to Statistics (2011) (0)
Section 2.4: Time Value, Future Value, and Compounding (2011) (0)
A Protocol for Factor Identification by Kuntara Pukthuanthong and Richard Roll (2015) (0)
Ethics (Web Chapter) (2011) (0)
Note on Credit Markets (2002) (0)
G-Iii Apparel Group, Inc. (1997) (0)
Noise in Stock Returns as Natural Experiments: Forward- and Backward-Looking Market-Betas, Momentum, and Reversals (2009) (0)
Section 2.3: Returns, Net Returns, and Rates of Return (2011) (0)
UC Irvine UC Irvine Previously (2014) (0)
Editorial: An Opinionated FAQ (2019) (0)
The Value of Financial Flexibility: Equilibrium Liquidation Values and Endogenous Capital Structure Heterogeneity (2016) (0)
Optimal Debt Financing and the Pricing of Illiquid Assets (2011) (0)
Section 2.6: Net Present Value (2011) (0)
Section 4.3: The Profitability Index (2011) (0)
Editorial (1998) (0)
NBER WORKING PAPER SERIES THE WISDOM OF THE ROBINHOOD CROWD (2020) (0)
Introduction (1972) (0)
Introduction (2019) (0)

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