Sheridan Titman | Academic Influence

Sheridan Titman's AcademicInfluence.com Rankings

Sheridan Titman

Business

#93

World Rank

#107

Historical Rank

#59

USA Rank

Finance

#8

World Rank

#8

Historical Rank

#5

USA Rank

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Business

Sheridan Titman's Degrees

PhD Finance Carnegie Mellon University
Masters Finance Carnegie Mellon University
Bachelors Mathematics University of Colorado

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Why Is Sheridan Titman Influential?

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According to Wikipedia, Sheridan Dean Titman is a professor of finance at the University of Texas at Austin, where he holds the McAllister Centennial Chair in Financial Services at the McCombs School of Business. He received a B.S. degree from the University of Colorado and an M.S. and Ph.D. from Carnegie Mellon University.

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Sheridan Titman'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

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993) (10543)
The Persistence of Mutual Fund Performance (1992) (8070)
The Determinants of Capital Structure Choice (1988) (6061)
Measuring mutual fund performance with characteristic-based benchmarks (1997) (2898)
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1996) (2101)
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1994) (1959)
The Debt-Equity Choice (2001) (1953)
Financial Distress and Corporate Performance (1994) (1535)
The effect of capital structure on a firm's liquidation decision☆ (1984) (1470)
Capital Investments and Stock Returns (2001) (1367)
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989) (1367)
Information quality and the valuation of new issues (1986) (1261)
Individualism and Momentum Around the World (2009) (1113)
Market Reactions to Tangible and Intangible Information (2001) (1035)
An International Comparison of Capital Structure and Debt Maturity Choices (2010) (958)
An Explanation for Accounting Income Smoothing (1988) (899)
Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993) (833)
Why Do Firms Hold so Much Cash? A Tax-Based Explanation (2006) (827)
Individual Investor Trading and Stock Returns (2006) (804)
The Going‐Public Decision and the Development of Financial Markets (1999) (786)
Security Analysis and Trading Patterns When Some Investors Receive Information Before Others (1994) (707)
The Valuation Effects of Stock Splits and Stock Dividends (1984) (656)
Urban Land Prices under Uncertainty (1985) (641)
Portfolio Performance Evaluation: Old Issues and New Insights (1989) (565)
The postmerger share-price performance of acquiring firms (1991) (559)
Financial markets and corporate strategy (1997) (550)
Financial Policy and Reputation for Product Quality (1991) (519)
A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques (1994) (505)
The determinants of leveraged buyout activity : Free cash flow vs. financial distress costs (1993) (503)
The Cross-Section of Expected REIT Returns (2003) (501)
Overreaction, Delayed Reaction, and Contrarian Profits (1995) (439)
Building the IPO Order Book: Underpricing and Participation Limits with Costly Information (2000) (423)
A Dynamic Model of Optimal Capital Structure (2005) (391)
Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? (1999) (387)
Individual Investor Trading and Return Patterns Around Earnings Announcements (2010) (381)
Changes in Institutional Ownership and Stock Returns: Assessment and Methodology (2006) (343)
Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1998) (306)
Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt (1989) (288)
Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets (2000) (274)
Feedback from Stock Prices to Cash Flows (2001) (271)
Cross-Sectional and Time-Series Determinants of Momentum Returns (2002) (266)
Do the Best Hedge Funds Hedge? (2008) (255)
Short-Horizon Return Reversals and the Bid-Ask Spread (1995) (245)
Urban Vibrancy and Corporate Growth (2014) (226)
Adverse risk incentives and the design of performance-bases contracts (1989) (225)
Financial Structure, Acquisition Opportunities, and Firm Locations (2009) (193)
Empirical Capital Structure: A Review (2009) (188)
Leverage and Corporate Performance: Evidence from Unsuccessful Takeovers (1999) (187)
Factor pricing in a finite economy (1983) (167)
Financial Management: Principles and Applications (2001) (165)
Testing Factor-Model Explanations of Market Anomalies (2012) (163)
Feedback and the Success of Irrational Investors (2003) (159)
Share Tendering Strategies and the Success of Hostile Takeover Bids (1990) (159)
Pricing Strategy and Financial Policy (1996) (158)
The Effect of Corporate Governance on Investment: Evidence from Real Estate Investment Trusts (2006) (155)
The Debt-Equity Choice: An Analysis of Issuing Firms (1994) (155)
The Price Impact of Institutional Trading (2001) (153)
Financial Constraints, Competition and Hedging in Industry Equilibrium (2006) (153)
Interest Rate Swaps and Corporate Financing Choices (1992) (146)
Intra-Industry Momentum: The Case of Reits (2001) (140)
Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach (1986) (140)
The Relation between Mean-Variance Efficiency and Arbitrage Pricing (1987) (135)
Market Development and the Asset Growth Effect: International Evidence (2013) (121)
The Geography of Financial Misconduct (2014) (117)
The Geography of Financial Misconduct: The Geography of Financial Misconduct (2018) (113)
Firm Location and the Creation and Utilization of Human Capital (2003) (111)
Individual Investor Sentiment and Stock Returns (2004) (107)
Institutional Investors as Monitors of Corporate Diversification Decisions: Evidence from Real Estate Investment Trusts (2012) (104)
The evaluation of mutual fund performance: An analysis of monthly returns (1989) (100)
Equilibrium Exhaustible Resource Price Dynamics (2006) (97)
Commercial Real Estate Prices and Stock Market Returns: An International Analysis (1997) (90)
Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings (2000) (86)
Characteristics or Covariances? (1998) (84)
The Modigliani and Miller Theorem and the Integration of Financial Markets (2002) (84)
Originator Performance, CMBS Structures, and the Risk of Commercial Mortgages (2010) (83)
Determinants of Credit Spreads in Commercial Mortgages (2005) (83)
REIT and Commercial Real Estate Returns: A Postmortem of the Financial Crisis (2015) (81)
An Analysis of the Recommendations of the " Superstar " Money Managers at Barron ' s Annual Roundtable (1999) (76)
Alternative Benchmarks for Evaluating Mutual Fund Performance (2010) (75)
Valuation: The Art and Science of Corporate Investment Decisions (2007) (71)
Financial Constraints, Competition, andHedging in Industry Equilibrium (2007) (66)
Capital Structure and Corporate Strategy (2007) (66)
Stock Returns as Predictors of Interest Rates and Inflation (1989) (66)
Credit Rating Targets (2009) (65)
The Effects of Anticipated Inflation on Housing Market Equilibrium (1982) (62)
Geographic Lead-Lag Effects (2018) (61)
Market Imperfections, Investment Flexibility, and Default Spreads (2004) (61)
Stakeholder, Transparency and Capital Structure (2003) (57)
Managing Oil Price Risk in Developing Countries (2004) (53)
Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory (2012) (52)
Short-Term Reversals: The Effects of Past Returns and Institutional Exits (2017) (52)
Financial Policy and a Firm's Reputation for Product Quality (1989) (51)
The Valuation of American Exchange Options with Application to Real Options (1995) (50)
Chapter 23 Financing investment under asymmetric information (1995) (49)
DESIGNING CAPITAL STRUCTURE TO CREATE SHAREHOLDER VALUE (1997) (46)
ESG Preference, Institutional Trading, and Stock Return Patterns (2020) (38)
Taxes and Dividend Policy (1990) (38)
A Primer on the Economics of Shale Gas Production Just How Cheap is Shale Gas? (2013) (38)
Understanding stock market volatility: The case of Korea and Taiwan (1999) (32)
THE CAPITAL STRUCTURE CHOICE: NEW EVIDENCE FOR A DYNAMIC TRADEOFF MODEL (2002) (32)
Financial Market Shocks and the Macroeconomy (2013) (30)
Approximate Factor Structures: Interpretations and Implications for Empirical Tests (1985) (29)
Access to Equity Markets, Corporate Investments and Stock Returns: International Evidence (2010) (28)
Capital Investments and Stock Returns in Japan (2009) (28)
Firms' Stakeholders and the Costs of Transparency (2007) (27)
The Dynamics of Housing Prices (2013) (26)
Investor Tastes, Corporate Behavior and Stock Returns: An Analysis of Corporate Social Responsibility (2015) (26)
Financial Structure, Liquidity, and Firm Locations (2007) (25)
How clients can win the gaming game (1987) (22)
Underinvestment or Overinvestment: The Effects of Financial Leverage on Investment (2006) (22)
Debt and Corporate Performance: Evidence from Unsuccessful Takeovers (1997) (22)
Momentum and Reversals when Overconfident Investors Underestimate Their Competition (2019) (22)
Why does the reaction to news announcements vary across countries (2008) (20)
Financial Markets and Investment Externalities (2013) (18)
Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits (2021) (18)
Financial markets and corporate strategy: European edition (2008) (18)
Predicting systematic risk: Implications from growth options (2010) (17)
Discussion of “Underreaction to Self-Selected News Events” (2002) (17)
The Effect of Forward Markets on the Debt-Equity Mix of Investor Portfolios and the Optimal Capital Structure of Firms (1985) (16)
Growth Opportunities and Assets in Place: Implications for Equity Betas (2001) (16)
Combining Value and Momentum (2015) (15)
Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance (2015) (15)
The Indirect Costs of Financial Distress (1993) (15)
The Returns of Private and Public Real Estate ∗ (2010) (15)
Should You Tilt Your Equity Portfolio to Smaller Countries? (2017) (14)
Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting (2011) (13)
A Dynamic Model of Characteristic-Based Return Predictability (2018) (13)
Urban Vibrancy and Firm Value Creation (2018) (13)
The Effect of Corporate Governance on Investment: Evidence from Real Estate Investment Trusts (Reits) (2005) (13)
Swimming Upstream: Struggling Firms in Corrupt Cities (2014) (12)
American Finance Association Returns to Buying Winners and Selling Losers : Implications for Stock Market Efficiency Author ( s ) : (2008) (12)
Solutions manual to accompany Financial markets and corporate strategy (2002) (11)
Another Look at Market Responses to Tangible and Intangible Information (2016) (11)
Corporate groups, financial liberalization and growth: The case of Indonesia (2002) (11)
Unexpected Investment, Overinvestment and Stock Returns (2009) (10)
Originator Performance, CMBS Structures and Yield Spreads of Commercial Mortgages (2007) (10)
How Do Managers Target Their Credit Ratings? A Study of Credit Ratings and Managerial Discretion (2009) (10)
Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries (2001) (10)
REIT and Commercial Real Estate Returns: A Post Mortem of the Financial Crisis (2013) (9)
The Characteristics of Leveraged Buyout Firms (1991) (9)
Decomposing Fundamental Indexation (2015) (9)
How Does CDS Trading Affect Bank Lending Relationships?* (2016) (9)
Chapter 9. Evidence on the Characteristics of Cross-sectional Variation in Stock Returns (2005) (9)
Does Ownership Structure Matter? (2017) (9)
SENSE AND NONSENSE IN CORPORATE-FINANCE - LOWENSTEIN,L (1993) (9)
Urban density , law and the duration of real estate leases (2015) (9)
Single vs. Multiple Discount Rates: How to Limit Influence Costs in the Capital Allocation Process (2008) (9)
The leverage of hedge funds (2010) (8)
Stakeholders , Transparency and Capital Structure (2003) (8)
Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns (1991) (8)
Debt, Labor Markets and the Creation and Destruction of Firms (2012) (8)
Accounting for Sovereign Risk When Investing in Emerging Markets (2011) (8)
Peer Effects and Corporate Corruption ∗ (2014) (8)
Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory? (2011) (8)
Corporate Groups, Capital Investments and Stock Returns in Japan (2002) (7)
Short-Term Reversals and the Efficiency of Liquidity Provision (2013) (7)
Alternative Benchmarks for Evaluating REIT Mutual Fund Performance (2008) (7)
Short-Term Reversals: The Effects of Institutional Exits and Past Returns (2014) (7)
Market Imperfections, Investment Optionality and Default Spreads (2001) (7)
Sorting out \Sorting out Sorts" (1999) (7)
Speculative Trading and Stock Market Volatility (1990) (7)
Location Density, Systematic Risk, and Cap Rates: Evidence from REITs (2021) (7)
Urban Density, Law and the Duration of Real Estate Leases (2012) (6)
Is the Chinese Stock Market Really Different? Evidence from Stock Splits in the U.S. and China (2017) (6)
Capital Structure and Transparency (2003) (6)
An Entrepreneur's Guide to Understanding the Cost of Venture Capital (2012) (5)
Risk Transmission Across Supply Chains (2021) (5)
Stock Price Patterns When Overconfident Traders Underestimate Their Competition (2017) (5)
ESG Preference and Market Efficiency: Evidence from Mispricing and Institutional Trading (2019) (5)
The Impact of Performance-Based Fees on Pension Fund Management (1996) (5)
Corporate Actions and the Manipulation of Retail Investors in China (2018) (5)
Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting: Firm Investment and Stakeholder Choices (2017) (5)
Smart Investments by Smart Money: Evidence from Acquirers’ Projected Synergies (2019) (5)
The Debt-Equity Choice: An Empirical Analysis (1994) (4)
Sovereign Risk and Investing in Emerging Markets (2010) (4)
Agency Costs , Credit Constraints and Default Spreads (1999) (4)
Chapter 19 Performance evaluation (1995) (4)
Stock Price Manipulation: Corporate Actions and the Exploitation of Retail Investors in China (2020) (4)
Stock Price Dynamics With Overconfident Investors (4)
Financial Management: Principles and Applications Pearson new international edition (2014) (3)
Analyst Long-Term Growth Forecasts, Accounting Fundamentals and Stock Returns (2016) (3)
The Informational Impact of Auditor Choice (1984) (3)
An Equlibrium Analysis of Exhaustible Resource Investments (2002) (3)
A Parsimonious Model of Momentum and Reversals in Financial Markets (2019) (2)
Hedge Fund Compensation: Incentive Fees and Performance Intervals (2019) (2)
Investor Composition and Stock Return Patterns: A Study of Momentum in the Chinese A- and B-Shares Markets (2017) (2)
Should We Maintain Current Oil Production Levels (2015) (2)
Are Chinese Investors Really Different? Evidence from Stock Splits in the U.S. and China (2016) (2)
Valuation Analyzing Global Investment Opportunities (2008) (2)
Financial Management: Principles and Applications, Global Edition, 13/E. (2018) (2)
Investor Protection and Governance in the Valuation of Emerging Markets Investments (2017) (2)
Feedback from Stock Prices to Cash Flows” (formerly called “Real Effects of Financial Market Trading) (1998) (2)
Single vs. Multiple Discount Rates: How to Limit 'Influence Costs' in the Capital Allocation Process (2008) (2)
Feedback and the Success of Irrational Investors - eScholarship (2002) (1)
Momentum (2011) (1)
ESG Spillovers (2022) (1)
Welcome Market Reactions to Tangible and Intangible Information (2001) (1)
Predation, Stock Prices and Financial Structure (2008) (1)
University of Texas Roundtable on the Role of Private Equity in the Financing and Restructuring of Oil and Gas Companies (2017) (1)
Momentum, Reversals, and Investor Clientele (2020) (1)
Financial Development, Real Estate Development and Economic Development (2000) (1)
Short Horizon Reversals and the Bid-Ask Spread (1990) (1)
Hedging Input Commodity Price Risk: An Equilibrium View (2019) (1)
Momentum and Short-Term Reversals: Theory and Evidence (2022) (1)
Financial management : principles and applications . Keown, John D. Martin (2011) (1)
Capital Structure, Corporate Investment, and Investor-Level Taxes: Evidence from a Natural Experiment in Europe (2020) (1)
Stock Price Patterns When Overconfident Traders Overestimate Their Ability and Underestimate the Competition (2017) (1)
The Transmission of Risk in the Energy Supply Chain (2010) (1)
Investor Composition and Liquidity: An Analysis of Japanese Stocks (2014) (1)
The Determinants of Office Rents and Yields: The International Evidence (2019) (1)
A Primer on the Economics of Shale Gas Production: Just how Cheap is Shale Gas? (2012) (1)
Hedging Commodity Price Risk (2022) (1)
The Jensen Measure and Errors in Variables: A Note (1984) (0)
Credit contagion and the amplification of the Crisis of 2007-2009 (2010) (0)
Financial Management: Principles and -12/E (2017) (0)
The Effects of the Bond Investor Base Stability on the Leverage of the Firm (2008) (0)
Transmission of Risk in a Supply Chain (2012) (0)
The Informational Impact of Auditor Choice - eScholarship (1984) (0)
Dynamic Systematic Risk Preference of Institutional Investors∗ (2016) (0)
Creative Destruction, Investor Beliefs and the Evolution of Stock Returns (2016) (0)
Crack Spreads and Capacity Utilization in the US Refinery (2021) (0)
Investment under Uncertainty with Endogenous Costs (2019) (0)
Momentum (2001) (0)
The Determinants of Office Rental Yields: The International Evidence (2021) (0)
Welcome Testing Factor-Model Explanations of Market Anomalies (2004) (0)
Should You Tilt Your Equity Portfolio to Smaller Countries (2017) (0)
Welcome Market E ffi ciency in an Irrational World ∗ (1999) (0)
The determinants of office cap rates: The international evidence (2023) (0)
Chapter 10. Momentum (2005) (0)
City Characteristics, Land Prices and Volatility (2018) (0)
The World Bank Research Observer 19 (1), March 2004 (2004) (0)
The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future (2021) (0)
Susser Petroleum Partners, LP: IPO of a Master Limited Partnership (2022) (0)
Innovation, Creative Destruction, and the Cross-Section of Stock Returns (2016) (0)
Do Growth Expectations Help Explain Characteristic-Sorted Portfolio Returns? (2019) (0)
Financial Management Edisi 11 (2012) (0)
Social Ties, Comovements, and Predictable Returns (2022) (0)
Note on Master Limited Partnerships (2018) (0)
Progressive Exploration and Production Company (2007) (0)
Real Options and Endogenous Investment Costs: Evidence from Oil Rig Rates (2018) (0)

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