Travis Sapp
Cited by
Cited by
Does stock return momentum explain the “smart money” effect?
T Sapp, A Tiwari
The Journal of Finance 59 (6), 2605-2622, 2004
Mutual fund flows and investor returns: An empirical examination of fund investor timing ability
GC Friesen, TRA Sapp
Journal of Banking & Finance 31 (9), 2796-2816, 2007
Shell games: On the value of shell companies
IV Floros, TRA Sapp
Journal of Corporate Finance 17 (4), 850-867, 2011
Security concentration and active fund management: do focused funds offer superior performance?
T Sapp, X Yan
Financial Review 43 (1), 27-49, 2008
Why do firms issue private equity repeatedly? On the motives and information content of multiple PIPE offerings
IV Floros, TRA Sapp
Journal of Banking & Finance 36 (12), 3469-3481, 2012
Characterizing the risk of IPO long‐run returns: the impact of momentum, liquidity, skewness, and investment
RB Carter, FH Dark, IV Floros, TRA Sapp
Financial Management 40 (4), 1067-1086, 2011
Insider trading ahead of cyber breach announcements
Z Lin, TRA Sapp, JR Ulmer, R Parsa
Journal of Financial Markets 50, 100527, 2020
The 52-week high, momentum, and predicting mutual fund returns
TRA Sapp
Review of Quantitative Finance and Accounting 37, 149-179, 2011
Underwriter reputation and IPO issuer alignment 1981–2005
RB Carter, FH Dark, TRA Sapp
The Quarterly Review of Economics and Finance 50 (4), 443-455, 2010
The Nasdaq‐Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms
TRA Sapp, X Yan
Journal of Financial Research 26 (2), 225-242, 2003
Investor timing and fund distribution channels
M Bullard, GC Friesen, T Sapp
Available at SSRN 1070545, 2008
Money funds or markets? Valuing intermediary services
GD Koppenhaver, TRA Sapp
Journal of Financial Services Research 27, 51-76, 2005
Stock return momentum and investor fund choices
T Sapp, A Tiwari
Journal of Investment Management 4 (3), 73, 2006
Pricing cyber security insurance
Z Lin, T Sapp, R Parsa, J Rees Ulmer, C Cao
Lin, Zhaoxin, Travis Sapp, Rahul Parsa, Jackie Rees-Ulmer, and Chengxin Cao …, 2018
Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter
TRA Sapp
Review of Quantitative Finance and Accounting 33, 303-326, 2009
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
T Sapp
Journal of Mathematical Finance 6, 626-659, 2016
Capacity overhang and corporate disinvestment decisions
I Karaca, TRA Sapp
Journal of Financial Research 46 (3), 825-847, 2023
Capacity Overhang and Corporate Disinvestment Decisions
T Sapp, I Karaca
Available at SSRN 4876549, 2019
CFA Institute Magazine
C Finance
Financial Analysts Journal 69 (3), 14-18, 2013
Shell Games: On the Stock Price Performance of Shell Companies
IV Floros, T Sapp
Available at SSRN 1433864, 2009
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