Main Content

Unusual News Flow and the Cross-Section of Stock Returns

Economic Linkages Inferred from News Stories and the Predictability of Stock Returns

Performance Isn't Everything: Personal Characteristics and Career Outcomes of Mutual Fund Managers

Cross-Firm Information Flows and the Predictability of Stock Returns

Asset Price Bubbles: A Survey

Market Reaction to Corporate Press Releases

Real Estate Prices During the Roaring Twenties and the Great Depression

Asset Price Bubbles: A Selective Survey

Asset Price Bubbles: An Application to Residential Real Estate

Inheriting Losers

Mispricing and Costly Arbitrage

Suppressed Negative Information and Future Underperformance

Analyst Disagreement, Mispricing and Liquidity

Differences of Opinion and the Cross-Section of Stock Returns

The Declining U.S. Equity Premium

Anna Scherbina

Publication Details:
Scherbina, Anna. "Unusual News Flow and the Cross-Section of Stock Returns." Management Science (2018). (forthcoming)

Publication Details:
Scherbina, Anna, Bernd Schlusche. "Economic Linkages Inferred from News Stories and the Predictability of Stock Returns.

Publication Details:
Scherbina, Anna, Brad Barber, Bernd Schlusche. "Performance Isn't Everything: Personal Characteristics and Career Outcomes of Mutual Fund Managers.

Publication Details:
Scherbina, Anna. "Cross-Firm Information Flows and the Predictability of Stock Returns." Review of Finance, Conditionally Accepted (2018)

Publication Details:
Scherbina, Anna, Bernd Schlusche. "Asset Price Bubbles: A Survey." Quantitative Finance (2014).

Publication Details:
Scherbina, Anna, Andreas Neuhierl and Bernd Schlusche. "Market Reaction to Corporate Press Releases." Journal of Financial and Quantitative Analysis (2013).

Publication Details:
Scherbina, Anna, Tom Nicholas. "Real Estate Prices During the Roaring Twenties and the Great Depression." Real Estate Economics (2013).

Publication Details:
Scherbina, Anna. "Asset Price Bubbles: A Selective Survey." IMF Staff Papers (2013).

Publication Details:
Scherbina, Anna, Bernd Schlusche. "Asset Price Bubbles: An Application to Residential Real Estate." European Financial Management (2012).

Publication Details:
Scherbina, Anna. "Inheriting Losers." Review of Financial Studies (2011).

Publication Details:
Scherbina, Anna, Ronnie Sadka. "Mispricing and Costly Arbitrage." Journal of Investment Management (2009).

Publication Details:
Scherbina, Anna. "Suppressed Negative Information and Future Underperformance." Review of Finance (2008).

Publication Details:
Scherbina, Anna, Ronnie Sadka. "Analyst Disagreement, Mispricing and Liquidity." Journal of Finance (2007).

Publication Details:
Scherbina, Anna, Karl Diether, Chris Malloy. "Differences of Opinion and the Cross-Section of Stock Returns." Journal of Finance (2002).

Publication Details:
Scherbina, Anna, Ravi Jagannathan, Ellen McGrattan. "The Declining U.S. Equity Premium." Quarterly Review (2000).