Sarkissian, Sergei: search on Z-Library

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1

Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression

Wayne E. Ferson, Sergei Sarkissian and Timothy Simin

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 2.24 MB

english, 2008

2

Spurious Regressions in Financial Economics?

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin

Journal:

The Journal of Finance

Year:

2003

Language:

english

File:

PDF, 184 KB

english, 2003

3

Spurious Regressions in Financial Economics?

Wayne E. Ferson, Sergei Sarkissian and Timothy T. Simin

Journal:

The Journal of Finance

Year:

2003

Language:

english

File:

PDF, 2.63 MB

english, 2003

4

Treasury Bond Illiquidity and Global Equity Returns

Goyenko, Ruslan, Sarkissian, Sergei

Journal:

Journal of Financial and Quantitative Analysis

Year:

2014

Language:

english

File:

PDF, 184 KB

english, 2014

5

To Group or Not to Group? Evidence from Mutual Fund Databases

Patel, Saurin, Sarkissian, Sergei

Journal:

Journal of Financial and Quantitative Analysis

Year:

2017

Language:

english

File:

PDF, 391 KB

english, 2017

6

The nature of the foreign listing premium: A cross-country examination

Sergei Sarkissian, Michael J. Schill

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 431 KB

english, 2012

7

Industry Risk and Market Integration

Francesca Carrieri, Vihang Errunza and Sergei Sarkissian

Journal:

Management Science

Year:

2004

Language:

english

File:

PDF, 2.98 MB

english, 2004

8

Industry Risk and Market Integration

Carrieri, Francesca, Errunza, Vihang, Sarkissian, Sergei

Journal:

Management Science

Year:

2004

Language:

english

File:

PDF, 232 KB

english, 2004

9

Cross-Listings and the Dynamics between Credit and Equity Returns

Augustin, Patrick, Jiao, Feng, Sarkissian, Sergei, Schill, Michael J

Journal:

Review of Financial Studies

Year:

2019

Language:

english

File:

PDF, 461 KB

english, 2019

10

Are There Permanent Valuation Gains to Overseas Listing?

Sarkissian, Sergei, Schill, Michael J.

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 755 KB

english, 2009

11

Cross-Listing Waves

Sarkissian, Sergei, Schill, Michael J.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2016

Language:

english

File:

PDF, 887 KB

english, 2016

12

City size and fund performance

Susan E.K. Christoffersen, Sergei Sarkissian

Journal:

Journal of Financial Economics

Year:

2009

Language:

english

File:

PDF, 585 KB

english, 2009

13

The Overseas Listing Decision: New Evidence of Proximity Preference

Sarkissian, Sergei, Schill, Michael J.

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 246 KB

english, 2004

14

Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression

Ferson, Wayne E., Sarkissian, Sergei, Simin, Timothy

Journal:

Journal of Financial and Quantitative Analysis

Year:

2008

Language:

english

File:

PDF, 282 KB

english, 2008

15

The alpha factor asset pricing model: A parable

Wayne E. Ferson, Sergei Sarkissian, Timothy Simin

Journal:

Journal of Financial Markets

Year:

1999

Language:

english

File:

PDF, 142 KB

english, 1999

16

The demographics of fund turnover

Susan E.K. Christoffersen, Sergei Sarkissian

Journal:

Journal of Financial Intermediation

Year:

2011

Language:

english

File:

PDF, 344 KB

english, 2011

17

SPIE Proceedings [SPIE Moscow - DL tentative - Moscow, Russia (Wednesday 1 August 1990)] Laser Applications in Life Sciences - Study of aggregation phenomenon of hematoporphyrin derivative by laser microphotolysis

Arutunian, A. H., Hovanessian, Vladimir A., Sarkissian, K. A., Akhmanov, Sergei A., Poroshina, Marina Y.

Year:

1991

Language:

english

File:

PDF, 76 KB

english, 1991

18

The Overseas Listing Decision: New Evidence of Proximity Preference

Sarkissian, Sergei, Schill, Michael J.

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 478 KB

english, 2003

19

Incomplete Consumption Risk Sharing and Currency Risk Premiums

Sergei Sarkissian

Journal:

Review of Financial Studies

Year:

2003

Language:

english

File:

PDF, 622 KB

english, 2003

20

Do Foreign Listings in the U.S. Affect U.S. Firms?

Sarkissian, Sergei, Wang, Yan

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 390 KB

english, 2012

21

Cross-Country Competitive Effects of Cross-Listings

Sarkissian, Sergei, Wang, Yan

Journal:

Review of Corporate Finance Studies

Year:

2019

Language:

english

File:

PDF, 454 KB

english, 2019

22

Flight-to-Liquidity and Global Equity Returns

Goyenko, Ruslan, Sarkissian, Sergei

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 188 KB

english, 2008

23

Cross-Country Competitive Effects of Cross-Listings

Sarkissian, Sergei, Wang, Yan

Journal:

Review of Corporate Finance Studies

Year:

2019

File:

PDF, 454 KB

2019

24

The Overseas Listing Decision: New Evidence of Proximity Preference

Sarkissian, Sergei, Schill, Michael J.

Journal:

SSRN Electronic Journal

Year:

2003

File:

PDF, 478 KB

2003

25

An algorithm for “Ulam's Game” and its application to error correcting codes

Eugene L. Lawler, Sergei Sarkissian

Journal:

Information Processing Letters

Year:

1995

Language:

english

File:

PDF, 448 KB

english, 1995

26

The Demographics of Fund Turnover

Christoffersen, Susan Kerr, Sarkissian, Sergei

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 179 KB

english, 2009

27

Portfolio Pumping and Managerial Structure

Patel, Saurin, Sarkissian, Sergei

Journal:

Review of Financial Studies

Year:

2020

File:

PDF, 332 KB

2020

28

Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization

Chambers, David, Sarkissian, Sergei, Schill, Michael J.

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 622 KB

english, 2018

29

Cross-sectional variations in the degree of global integration: the case of Russian equities

Pavel Fedorov, Sergei Sarkissian

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2000

Language:

english

File:

PDF, 168 KB

english, 2000

30

SPIE Proceedings [SPIE USSR - DL tentative - Koshice-Prague, Slovak Republic (Sunday 1 July 1990)] USSR-CSFR Joint Seminar on Nonlinear Optics in Control, Diagnostics, and Modeling of Biophysical Processes - Laser microphotolysis of biological objects with the application of UV solid state lasers

Arutunian, A. H., Hovanessian, Vladimir A., Sarkissian, K. A., Akhmanov, Sergei A., Zadkov, Victor N.

Year:

1991

Language:

english

File:

PDF, 124 KB

english, 1991

31

City Size and Fund Performance

Christoffersen, Susan Kerr, Sarkissian, Sergei

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 165 KB

english, 2005

32

Deception and Managerial Structure: A Joint Study of Portfolio Pumping and Window Dressing Practices

Patel, Saurin, Sarkissian, Sergei

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 318 KB

english, 2012

33

SPIE Proceedings [SPIE USSR - DL tentative - Koshice-Prague, Slovak Republic (Sunday 1 July 1990)] USSR-CSFR Joint Seminar on Nonlinear Optics in Control, Diagnostics, and Modeling of Biophysical Processes - Nonlinear absorption of organic compounds in the picosecond laser radiation field

Arutunian, A. H., Hovanessian, Vladimir A., Sarkissian, K. A., Akhmanov, Sergei A., Zadkov, Victor N.

Year:

1991

Language:

english

File:

PDF, 219 KB

english, 1991

34

The Dynamics of Geographic Versus Sectoral Diversification: Is There a Link to the Real Economy?

Carrieri, Francesca, Sarkissian, Sergei, Errunza, Vihang R.

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 285 KB

english, 2005

35

Inhibition of Na+,K+-ATPase by ouabain triggers epithelial cell death independently of inversion of the [Na+]i/[K+]i ratio

Dimitri Pchejetski, Sebastien Taurin, Shant Der Sarkissian, Olga D Lopina, Alexei V Pshezhetsky, Johanne Tremblay, Denis deBlois, Pavel Hamet, Sergei N Orlov

Journal:

Biochemical and Biophysical Research Communications

Year:

2003

Language:

english

File:

PDF, 434 KB

english, 2003

36

Spurious Regressions in Financial Economics?

Ferson, Wayne E., Sarkissian, Sergei, Simin, Timothy T.

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 134 KB

english, 2000

37

The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?

Carrieri, Francesca, Errunza, Vihang, Sarkissian, Sergei

Journal:

The Quarterly Journal of Finance

Year:

2012

Language:

english

File:

PDF, 466 KB

english, 2012

38

Are There Permanent Valuation Gains to Overseas Listing?

Sergei Sarkissian and Michael J. Schill

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 4.06 MB

english, 2009

39

Cross-Sectional Variations in the Degree of Global Integration: The Case of Russian Equities

Fedorov, Pavel, Sarkissian, Sergei

Journal:

SSRN Electronic Journal

Year:

1999

Language:

english

File:

PDF, 138 KB

english, 1999

40

The Overseas Listing Decision: New Evidence of Proximity Preference

Sergei Sarkissian and Michael J. Schill

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 1.39 MB

english, 2004

41

Are There Permanent Valuation Gains to Overseas Listings?

Sarkissian, Sergei, Schill, Michael J.

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 221 KB

english, 2007

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