Sheridan Titman - Publications

Affiliations: 
University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
Finance, Energy

118 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Luo J, Subrahmanyam A, Titman S. Momentum and Reversals When Overconfident Investors Underestimate Their Competition Review of Financial Studies. DOI: 10.2139/Ssrn.2997001  0.386
2020 Parsons CA, Sabbatucci R, Titman S. Geographic Lead-Lag Effects Review of Financial Studies. 33: 4721-4770. DOI: 10.2139/Ssrn.2780139  0.546
2019 Alti A, Titman S. A Dynamic Model of Characteristic-Based Return Predictability Journal of Finance. 74: 3187-3216. DOI: 10.1111/Jofi.12839  0.442
2019 Ismail A, Khalil S, Safieddine A, Titman S. Smart Investments by Smart Money: Evidence from Acquirers’ Projected Synergies Journal of Corporate Finance. 56: 343-363. DOI: 10.1016/J.Jcorpfin.2019.03.003  0.519
2018 Hwang C, Titman S, Wang Y. Is it Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance Journal of Financial and Quantitative Analysis. 53: 2491-2523. DOI: 10.2139/Ssrn.2648732  0.45
2018 Parsons CA, Sulaeman J, Titman S. The Geography of Financial Misconduct: The Geography of Financial Misconduct Journal of Finance. 73: 2087-2137. DOI: 10.1111/Jofi.12704  0.787
2017 Fisher GS, Shah R, Titman S. Should You Tilt Your Equity Portfolio to Smaller Countries The Journal of Portfolio Management. 44: 127-141. DOI: 10.3905/Jpm.2017.44.1.127  0.513
2017 Almazan A, Chen Z, Titman S. Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting: Firm Investment and Stakeholder Choices Journal of Finance. 72: 2179-2228. DOI: 10.1111/Jofi.12526  0.559
2017 Atwi L, Safieddine A, Titman S. Investor Protection and Governance in the Valuation of Emerging Markets Investments Journal of Applied Corporate Finance. 29: 89-100. DOI: 10.1111/Jacf.12253  0.565
2017 Titman S. Does Ownership Structure Matter European Financial Management. 23: 357-375. DOI: 10.1111/Eufm.12120  0.408
2017 Cheng S, Hameed A, Subrahmanyam A, Titman S. Short-Term Reversals: The Effects of Past Returns and Institutional Exits Journal of Financial and Quantitative Analysis. 52: 143-173. DOI: 10.1017/S0022109016000958  0.431
2016 Parsons CA, Sulaeman J, Titman S. The Geography of Financial Misconduct Journal of Finance. 73: 2087-2137. DOI: 10.2139/Ssrn.2412970  0.766
2016 Adkins M, Beard G, Clark B“, Shepherd G, Vaughan G, Titman S. University of Texas Roundtable on Financing and Managing Energy Investments in a Low-Price Environment Journal of Applied Corporate Finance. 28: 30-45. DOI: 10.1111/Jacf.12157  0.499
2015 Fisher GS, Shah R, Titman S. Decomposing Fundamental Indexation The Journal of Index Investing. 6: 10-19. DOI: 10.3905/Jii.2015.6.3.010  0.453
2015 Dougal C, Parsons CA, Titman S. Urban vibrancy and corporate growth Journal of Finance. 70: 163-210. DOI: 10.1111/Jofi.12215  0.56
2015 Sun L, Titman SD, Twite GJ. REIT and Commercial Real Estate Returns: A Postmortem of the Financial Crisis Real Estate Economics. 43: 8-36. DOI: 10.1111/1540-6229.12055  0.545
2015 Almazan A, De Motta A, Titman S. Debt, labor markets, and the creation and destruction of firms Journal of Financial Economics. 118: 636-657. DOI: 10.1016/J.Jfineco.2015.06.009  0.58
2014 Titman S, Wang K, Yang J. The dynamics of housing prices Journal of Real Estate Research. 36: 283-317. DOI: 10.2139/Ssrn.2199115  0.507
2014 Hartzell JC, Sun L, Titman S. Institutional investors as monitors of corporate diversification decisions: Evidence from real estate investment trusts Journal of Corporate Finance. 25: 61-72. DOI: 10.1016/J.Jcorpfin.2013.10.006  0.481
2013 Titman S, Twite G. Urban density, law and the duration of real estate leases Journal of Urban Economics. 74: 99-112. DOI: 10.2139/Ssrn.1747939  0.321
2013 Titman S. Financial markets and investment externalities Journal of Finance. 68: 1307-1329. DOI: 10.1111/Jofi.12072  0.592
2013 Lake LW, Martin J, Ramsey JD, Titman S. A Primer on the Economics of Shale Gas Production: Just how Cheap is Shale Gas? Journal of Applied Corporate Finance. 25: 87-96. DOI: 10.1111/Jacf.12045  0.346
2013 Subrahmanyam A, Titman S. Financial market shocks and the macroeconomy Review of Financial Studies. 26: 2687-2717. DOI: 10.1093/Rfs/Hht058  0.628
2013 Titman S, Wei KCJ, Xie F. Market development and the asset growth effect: International evidence Journal of Financial and Quantitative Analysis. 48: 1405-1432. DOI: 10.1017/S0022109013000495  0.592
2012 Anshuman VR, Martin J, Titman S. An Entrepreneur's Guide to Understanding the Cost of Venture Capital Journal of Applied Corporate Finance. 24: 75-83. DOI: 10.1111/J.1745-6622.2012.00391.X  0.496
2012 Kaniel R, Liu S, Saar G, Titman S. Individual Investor Trading and Return Patterns around Earnings Announcements Journal of Finance. 67: 639-680. DOI: 10.1111/J.1540-6261.2012.01727.X  0.658
2012 Hovakimian A, Kayhan A, Titman S. Are corporate default probabilities consistent with the static trade-off theory? Review of Financial Studies. 25: 315-340. DOI: 10.1093/Rfs/Hhr101  0.752
2012 Fan JPH, Titman S, Twite G. An international comparison of capital structure and debt maturity choices Journal of Financial and Quantitative Analysis. 47: 23-56. DOI: 10.1017/S0022109011000597  0.515
2011 Almazan A, Chen Z, Titman S. Firm Investment and Stakeholder Choices: A Top-Down Theory of Capital Budgeting Journal of Finance. 72: 2179-2228. DOI: 10.2139/Ssrn.1967292  0.528
2011 Anshuman VR, Martin J, Titman S. Accounting for Sovereign Risk When Investing in Emerging Markets Journal of Applied Corporate Finance. 23: 41-49. DOI: 10.1111/J.1745-6622.2011.00325.X  0.408
2011 Titman S, Tiu C. Do the best hedge funds hedge? Review of Financial Studies. 24: 123-168. DOI: 10.1093/Rfs/Hhq105  0.365
2010 Almazan A, De Motta A, Titman S, Uysal V. Financial structure, acquisition opportunities, and firm locations Journal of Finance. 65: 529-563. DOI: 10.1111/J.1540-6261.2009.01543.X  0.493
2010 Chui ACW, Titman S, Wei KCJ. Individualism and momentum around the world Journal of Finance. 65: 361-392. DOI: 10.1111/J.1540-6261.2009.01532.X  0.49
2010 Hartzell JC, Mühlhofer T, Titman SD. Alternative benchmarks for evaluating mutual fund performance Real Estate Economics. 38: 121-154. DOI: 10.1111/j.1540-6229.2009.00253.x  0.348
2010 Titman S, Tsyplakov S. Originator performance, CMBS structures, and the risk of commercial mortgages Review of Environmental Economics and Policy. 23: 3558-3594. DOI: 10.1093/Rfs/Hhq055  0.543
2010 Jacquier E, Titman S, Yalçin A. Predicting systematic risk: Implications from growth options Journal of Empirical Finance. 17: 991-1005. DOI: 10.1016/J.Jempfin.2010.05.003  0.5
2010 Titman S. The leverage of hedge funds Finance Research Letters. 7: 2-7. DOI: 10.1016/J.Frl.2009.12.003  0.495
2009 Almazan A, Suarez J, Titman S. Firms' stakeholders and the costs of transparency Journal of Economics and Management Strategy. 18: 871-900. DOI: 10.1111/J.1530-9134.2009.00232.X  0.529
2009 Titman S, Wei KCJ, Xie F. Capital Investments and Stock Returns in Japan International Review of Finance. 9: 111-131. DOI: 10.1111/J.1468-2443.2009.01087.X  0.593
2008 Parsons C, Titman S. Empirical capital structure: A review Foundations and Trends in Finance. 3: 1-93. DOI: 10.1561/0500000018  0.435
2008 Martin JD, Titman S. Single vs. Multiple Discount Rates: How to Limit Influence Costs in the Capital Allocation Process Journal of Applied Corporate Finance. 20: 79-83. DOI: 10.1111/J.1745-6622.2008.00182.X  0.458
2008 Kaniel R, Saar G, Titman S. Individual investor trading and stock returns Journal of Finance. 63: 273-310. DOI: 10.1111/J.1540-6261.2008.01316.X  0.507
2007 Adam T, Dasgupta S, Titman S. Financial constraints, competition, and hedging in industry equilibrium Journal of Finance. 62: 2445-2473. DOI: 10.2139/Ssrn.550021  0.576
2007 Almazan A, Motta AD, Titman S, Uysal VB. Financial Structure, Liquidity, and Firm Locations National Bureau of Economic Research. DOI: 10.2139/Ssrn.1108839  0.492
2007 Carlson M, Khokher Z, Titman S. Equilibrium exhaustible resource price dynamics Journal of Finance. 62: 1663-1703. DOI: 10.1111/J.1540-6261.2007.01254.X  0.735
2007 Almazan A, De Motta A, Titman S. Firm location and the creation and utilization of human capital Review of Economic Studies. 74: 1305-1327. DOI: 10.1111/J.1467-937X.2007.00453.X  0.478
2007 Titman S, Tsyplakov S. A dynamic model of optimal capital structure Review of Finance. 11: 401-451. DOI: 10.1093/Rof/Rfm017  0.56
2007 Fritz Foley C, Hartzell JC, Titman S, Twite G. Why do firms hold so much cash? A tax-based explanation Journal of Financial Economics. 86: 579-607. DOI: 10.1016/J.Jfineco.2006.11.006  0.535
2007 Kayhan A, Titman S. Firms' histories and their capital structures Journal of Financial Economics. 83: 1-32. DOI: 10.1016/J.Jfineco.2005.10.007  0.735
2007 Parsons C, Titman S. Capital Structure and Corporate Strategy Handbook of Empirical Corporate Finance Set. 1: 203-234. DOI: 10.1016/B978-0-444-53265-7.50005-6  0.441
2006 Hovakimian G, Titman S. Corporate investment with financial constraints: Sensitivity of investment to funds from voluntary asset sales Journal of Money, Credit and Banking. 38: 357-374. DOI: 10.1353/Mcb.2006.0034  0.62
2006 Daniel K, Titman S. Market reactions to tangible and intangible information Journal of Finance. 61: 1605-1643. DOI: 10.1111/J.1540-6261.2006.00884.X  0.48
2006 Hartzell JC, Sun L, Titman S. The effect of corporate governance on investment: Evidence from real estate investment trusts Real Estate Economics. 34: 343-376. DOI: 10.1111/J.1540-6229.2006.00170.X  0.554
2006 Sias RW, Starks LT, Titman S. Changes in institutional ownership and stock returns: Assessment and methodology Journal of Business. 79: 2869-2910. DOI: 10.1086/508002  0.421
2006 Hirshleifer D, Subrahmanyam A, Titman S. Feedback and the success of irrational investors Journal of Financial Economics. 81: 311-338. DOI: 10.1016/J.Jfineco.2005.05.006  0.59
2005 Daniel K, Titman S. Evidence on the characteristics of crosssectional variation in stock returns Advances in Behavioral Finance. 2: 317-352. DOI: 10.1111/J.1540-6261.1997.Tb03806.X  0.614
2005 Titman S, Tompaidis S, Tsyplakov S. Determinants of credit spreads in commercial mortgages Real Estate Economics. 33: 711-738. DOI: 10.1111/J.1540-6229.2005.00136.X  0.514
2004 Titman S, Tompaidis S, Tsyplakov S. Market Imperfections, Investment Flexibility, and Default Spreads Journal of Finance. 59: 165-205. DOI: 10.1111/J.1540-6261.2004.00630.X  0.543
2004 Devlin J, Titman S. Managing oil price risk in developing countries World Bank Research Observer. 19: 119-139. DOI: 10.1093/Wbro/Lkh015  0.44
2004 Titman S, Wei KCJ, Xie F. Capital investments and stock returns Journal of Financial and Quantitative Analysis. 39: 677-700. DOI: 10.1017/S0022109000003173  0.614
2003 Almazan A, Suarez J, Titman S. Stakeholder, Transparency and Capital Structure National Bureau of Economic Research. DOI: 10.3386/W10101  0.578
2003 Chui ACW, Titman S, Wei KCJ. The Cross Section of Expected REIT Returns Real Estate Economics. 31: 451-479. DOI: 10.1111/1540-6229.00073  0.486
2003 Chui ACW, Titman S, Wei KCJ. Intra-industry momentum: The case of REITs Journal of Financial Markets. 6: 363-387. DOI: 10.1016/S1386-4181(03)00002-8  0.381
2002 Titman S. The Modigliani and Miller theorem and the integration of financial markets Financial Management. 31: 101-115. DOI: 10.2307/3666323  0.592
2002 Hovakimian A, Opler T, Titman S. The Capital Structure Choice: New Evidence For A Dynamic Tradeoff Model Journal of Applied Corporate Finance. 15: 24-30. DOI: 10.1111/J.1745-6622.2002.Tb00338.X  0.537
2002 Titman S. Discussion of “Underreaction to Self-Selected News Events” Review of Financial Studies. 15: 527-532. DOI: 10.1093/Rfs/15.2.527  0.44
2002 Jegadeesh N, Titman S. Cross-Sectional and Time-Series Determinants of Momentum Returns Review of Financial Studies. 15: 143-157. DOI: 10.1093/Rfs/15.1.143  0.387
2002 Sherman AE, Titman S. Building the IPO order book: Underpricing and participation limits with costly information Journal of Financial Economics. 65: 3-29. DOI: 10.1016/S0304-405X(02)00133-2  0.522
2001 Titman S. The Modigliani and Miller Theorem and Market Efficiency National Bureau of Economic Research. DOI: 10.3386/W8641  0.573
2001 Hovakimian A, Opler T, Titman S. The debt-equity choice Journal of Financial and Quantitative Analysis. 36: 1-24. DOI: 10.2307/2676195  0.51
2001 Subrahmanyam A, Titman S. Feedback from stock prices to cash flows Journal of Finance. 56: 2389-2413. DOI: 10.1111/0022-1082.00409  0.581
2001 Daniel K, Titman S, Wei KCJ. Explaining the cross-section of stock returns in Japan: Factors or characteristics? Journal of Finance. 56: 743-766. DOI: 10.1111/0022-1082.00344  0.471
2001 Jegadeesh N, Titman S. Profitability of momentum strategies: An evaluation of alternative explanations Journal of Finance. 56: 699-720. DOI: 10.1111/0022-1082.00342  0.397
2001 Chowdhry B, Titman S. Why real interest rates, cost of capital and price/earnings ratios vary across countries Journal of International Money and Finance. 20: 165-189. DOI: 10.1016/S0261-5606(00)00044-9  0.545
2000 Gibson S, Safieddine A, Titman S. Tax-motivated trading and price pressure: An analysis of mutual fund holdings Journal of Financial and Quantitative Analysis. 35: 369-386. DOI: 10.2307/2676209  0.474
1999 Daniel K, Titman S. Market Efficiency in an Irrational World Financial Analysts Journal. 55: 28-40. DOI: 10.2469/Faj.V55.N6.2312  0.587
1999 Quan DC, Titman S. Do real estate prices and stock prices move together? An international analysis Real Estate Economics. 27: 183-207. DOI: 10.1111/1540-6229.00771  0.564
1999 Subrahmanyam A, Titman S. The going-public decision and the development of financial markets Journal of Finance. 54: 1045-1082. DOI: 10.1111/0022-1082.00136  0.597
1999 Safieddine A, Titman S. Leverage and corporate performance: Evidence from unsuccessful takeovers Journal of Finance. 54: 547-580. DOI: 10.1111/0022-1082.00117  0.468
1999 Titman S, John Wei KC. Understanding stock market volatility: The case of Korea and Taiwan Pacific Basin Finance Journal. 7: 41-46. DOI: 10.1016/S0927-538X(98)00026-2  0.577
1998 Daniel K, Titman S. Characteristics or Covariances The Journal of Portfolio Management. 24: 24-33. DOI: 10.3905/Jpm.1998.24  0.478
1998 Dasgupta S, Titman S. Pricing strategy and financial policy Review of Financial Studies. 11: 705-737. DOI: 10.1093/Rfs/11.4.705  0.639
1997 Quan DC, Titman S. Commercial real estate prices and stock market returns: An international analysis Financial Analysts Journal. 53: 21-34. DOI: 10.2469/Faj.V53.N3.2082  0.534
1997 Opler TC, Saron M, Titman S. Designing Capital Structure To Create Shareholder Value Journal of Applied Corporate Finance. 10: 21-32. DOI: 10.1111/J.1745-6622.1997.Tb00122.X  0.555
1997 Daniel K, Grinblatt M, Titman S, Wermers R. Measuring mutual fund performance with characteristic-based benchmarks Journal of Finance. 52: 1035-1058. DOI: 10.1111/J.1540-6261.1997.Tb02724.X  0.487
1997 Daniel K, Titman S. Evidence on the characteristics of cross sectional variation in stock returns Journal of Finance. 52: 1-33.  0.48
1995 Jegadeesh N, Titman S. Overreaction, Delayed Reaction, and Contrarian Profits Review of Financial Studies. 8: 973-993. DOI: 10.1093/Rfs/8.4.973  0.533
1995 Daniel K, Titman S. Chapter 23 Financing investment under asymmetric information Handbooks in Operations Research and Management Science. 9: 721-766. DOI: 10.1016/S0927-0507(05)80067-2  0.466
1995 Grinblatt M, Titman S. Chapter 19 Performance evaluation Handbooks in Operations Research and Management Science. 9: 581-609. DOI: 10.1016/S0927-0507(05)80063-5  0.368
1995 Jegadeesh N, Titman S. Short-Horizon Return Reversals and the Bid-Ask Spread Journal of Financial Intermediation. 4: 116-132. DOI: 10.1006/Jfin.1995.1006  0.556
1994 Grinblatt M, Titman S. A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques Journal of Financial and Quantitative Analysis. 29: 419-444. DOI: 10.2307/2331338  0.406
1994 Hirshleifer DA, Subrahmanyam A, Titman S. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others Journal of Finance. 49: 1665-1698. DOI: 10.1111/J.1540-6261.1994.Tb04777.X  0.397
1994 Opler TC, Titman S. Financial Distress and Corporate Performance Journal of Finance. 49: 1015-1040. DOI: 10.1111/J.1540-6261.1994.Tb00086.X  0.624
1993 Opler T, Titman S. The determinants of leveraged buyout activity : Free cash flow vs. financial distress costs Journal of Finance. 48: 1985-1999. DOI: 10.1111/J.1540-6261.1993.Tb05138.X  0.516
1993 Jegadeesh N, Titman S. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency Journal of Finance. 48: 65-91. DOI: 10.1111/J.1540-6261.1993.Tb04702.X  0.554
1993 Grinblatt M, Titman S. Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns The Journal of Business. 66: 47-68. DOI: 10.1086/296593  0.432
1992 Grinblatt M, Titman S. The Persistence of Mutual Fund Performance Journal of Finance. 47: 1977-1984. DOI: 10.1111/J.1540-6261.1992.Tb04692.X  0.411
1992 TITMAN S. Interest Rate Swaps and Corporate Financing Choices The Journal of Finance. 47: 1503-1516. DOI: 10.1111/J.1540-6261.1992.Tb04667.X  0.559
1991 Maksimovic V, Titman S. Financial Policy and Reputation for Product Quality Review of Financial Studies. 4: 175-200. DOI: 10.1093/Rfs/4.1.175  0.452
1991 Franks J, Harris R, Titman S. The postmerger share-price performance of acquiring firms Journal of Financial Economics. 29: 81-96. DOI: 10.1016/0304-405X(91)90014-B  0.521
1990 Talmor E, Titman S. Taxes and Dividend Policy Financial Management. 19: 32. DOI: 10.2307/3665632  0.522
1990 Hirshleifer D, Titman S. Share Tendering Strategies and the Success of Hostile Takeover Bids Journal of Political Economy. 98: 295-324. DOI: 10.1086/261679  0.444
1989 Titman S, Warga A. Stock Returns as Predictors of Interest Rates and Inflation Journal of Financial and Quantitative Analysis. 24: 47-58. DOI: 10.2307/2330747  0.484
1989 Grinblatt M, Titman S. Adverse risk incentives and the design of performance-bases contracts Management Science. 35: 807-822. DOI: 10.1287/Mnsc.35.7.807  0.411
1989 TITMAN S, TOROUS W. Valuing Commercial Mortgages: An Empirical Investigation of the Contingent‐Claims Approach to Pricing Risky Debt The Journal of Finance. 44: 345-373. DOI: 10.1111/J.1540-6261.1989.Tb05061.X  0.333
1989 Grinblatt M, Titman S. Portfolio Performance Evaluation: Old Issues and New Insights Review of Financial Studies. 2: 393-421. DOI: 10.1093/Rfs/2.3.393  0.429
1988 Trueman B, Titman S. An Explanation for Accounting Income Smoothing Journal of Accounting Research. 26: 127. DOI: 10.2307/2491184  0.601
1988 TITMAN S, WESSELS R. The Determinants of Capital Structure Choice The Journal of Finance. 43: 1-19. DOI: 10.1111/J.1540-6261.1988.Tb02585.X  0.364
1987 Grinblatt M, Titman S. How clients can win the gaming game The Journal of Portfolio Management. 13: 14-20. DOI: 10.3905/Jpm.1987.409114  0.432
1987 Grinblatt M, Titman S. The Relation between Mean-Variance Efficiency and Arbitrage Pricing The Journal of Business. 60: 97-112. DOI: 10.1086/296387  0.571
1986 Titman S, Warga A. Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach Real Estate Economics. 14: 414-431. DOI: 10.1111/1540-6229.00395  0.457
1986 Titman S, Trueman B. Information quality and the valuation of new issues Journal of Accounting and Economics. 8: 159-172. DOI: 10.1016/0165-4101(86)90016-9  0.495
1985 Titman S. 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. 20: 19-27. DOI: 10.2307/2330675  0.619
1985 GRINBLATT M, TITMAN S. Approximate Factor Structures: Interpretations and Implications for Empirical Tests The Journal of Finance. 40: 1367-1373. DOI: 10.1111/J.1540-6261.1985.Tb02388.X  0.383
1984 Titman S. The effect of capital structure on a firm's liquidation decision Journal of Financial Economics. 13: 137-151. DOI: 10.1016/0304-405X(84)90035-7  0.42
1984 Grinblatt MS, Masulis RW, Titman S. The valuation effects of stock splits and stock dividends Journal of Financial Economics. 13: 461-490. DOI: 10.1016/0304-405X(84)90011-4  0.585
1983 Grinblatt M, Titman S. Factor pricing in a finite economy Journal of Financial Economics. 12: 497-507. DOI: 10.1016/0304-405X(83)90046-6  0.496
1982 TITMAN S. The Effects of Anticipated Inflation on Housing Market Equilibrium The Journal of Finance. 37: 827-842. DOI: 10.1111/j.1540-6261.1982.tb02226.x  0.476
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