פרופ' שמעון קוגן

« The Asymmetry in Responsible Investing Preferences », with Jacquelyn Humphrey, Jacob Sagi, and Laura Starks. Management Science, forthcoming.

« Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns », with Marco Di Maggio, Francesco A. Franzoni, and Ran Xing, Journal of Finance, forthcoming.

« Self-serving biases in beliefs about collective outcomes », with Florian Schneider and Roberto Weber. Games and Economic Behavior, forthcoming.

« Are Cryptos Different? Evidence from Retail Trading », with Igor Makarov, Marina Niessner, and Antoinette Schoar. Journal of Financial Economics, forthcoming.

« Social Media and Financial News Manipulation » with Toby Moskowitz and Marina Niessner. Review of Finance, Oct 2022.

« Information, Trading, and Volatility: Evidence from Firm-Specific News», with Jacob Boudoukh, Ronen Feldman, and Matthew Richardson, AQR Research Excellence Award Finalist. The Review of Financial Studies, Volume 32, Issue 3, 1 2019, Pages 992–1033

« Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry », with Vincent Glode, Burton Hollifield, and Marcin Kacperczyk, Behavioral Finance: Where do Investors Bi- ases Come From?, Itzhak Venezia [ed.], World Scientific Publishing Co., 2016, pp. 67-113.

« Business Microloans for U.S. Subprime Borrowers », with Cesare Fracassi, Mark J. Garmaise, and Gabriel Natividad, Journal of Financial and Quantitative Analysis, 2016, 51 (1), pp. 55-83.

« Trading Complex Assets », with Bruce Carlin and Richard Lowery, Journal of Finance, 2013, 68(5), 1937-1960.

« Investor Inattention and the Market Impact of Summary Statistics », with Thomas Gilbert, Lars Lochstoer, and Ataman Ozyildirim, Management Science, Special Issue on Behavioral Eco- nomics and Finance, 2012, 58(2), pp. 336-350.

« Coordination in the Presence of Asset Markets », with Anthony Kwasnica and Roberto Weber,
American Economic Review, 2011, 101(2) , pp. 927-947.

« Securities Auctions under Moral Hazard: Theory and Experiments », with John Morgan, Re- view of Finance, 2010, 14 (3), pp. 477-520.

« Predicting Risk from Financial Reports with Regression », with Dimitry Levin, Bryan Rout- ledge, Jacob Sagi, and Noah Smith, Proceedings of the North American Association for Compu- tational Linguistics Human Language Technologies Conference, Boulder, CO, May/June 2009.

« Distinguishing the Effect of Overconfidence from Rational Best-Response on Information Ag- gregation », Review of Financial Studies, 2009, 22(5), pp. 1889-1914.

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