Michael J. Schill

From Bogleheads
Jump to navigation Jump to search
Michael J. Schill
MichaelSchill.jpg
NationalityAmerican
OccupationAcademic
Academic background
Alma materUniversity of Washington
Academic work
DisciplineFinancial economics
InstitutionsUniversity of Virginia
Main interestsCorporate finance
Investments
WebsiteHome page

Michael J. Schill is an Associate Professor of Business Administration at the Darden School of Business, University of Virginia. Research interests include corporate finance and investments.

Papers

Schill is the author/coauthor of the following most cited works, listed from most to least cited.

Year Study
2004 The Illusory Nature of Momentum Profits[1]
2008 Asset Growth and the Cross-Section of Stock Returns[2]
2004 The Overseas Listing Decision: New Evidence of Proximity Preference[3]
1999 Conditional Market Timing with Benchmark Investors[4]
2006 Asset Pricing When Returns Are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments[5]
2009 Are There Permanent Valuation Gains to Overseas Listings?[6]

See also

References

  1. Lesmond, David A.; Schill, Michael J.; Zhou, Chunsheng (February 2004). The Illusory Nature of Momentum Profits. Journal of Financial Economics Volume 71 (2): North-Holland. pp. 349–380.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  2. Cooper, Michael J.; Gulen, Huseyin: Schill, Michael J. (July 2008). Asset Growth and the Cross-Section of Stock Returns. The Journal of Finance Volume 63 (4): Blackwell Publishing Inc. pp. 1609–1651.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  3. Sarkissian, Sergei: Schill, Michael J. (July 2004). The Overseas Listing Decision: New Evidence of Proximity Preference. Review of Financial Studies Volume 17 (3): Oxford University Press. pp. 769–809.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  4. Becker, Connie L.; Ferson, Wayne E.; Myers, David Hobson; Schill, Michael J. (April 1999). Conditional Market Timing with Benchmark Investor. Journal of Financial Economics Volume 52 (1): North-Holland. pp. 119–148.CS1 maint: uses authors parameter (link) CS1 maint: location (link)
  5. Chung, Y. Peter; Johnson, Herb, Schill, Michael J. (March 2006). Asset Pricing When Returns Are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments. pp. 923–940.CS1 maint: uses authors parameter (link)
  6. Sarkissian, Sergei: Schill, Michael J. (January 2009). Are There Permanent Valuation Gains to Overseas Listings?. Review of Financial Studies Volume 22 (1): Oxford University Press. pp. 371–412.CS1 maint: uses authors parameter (link) CS1 maint: location (link)

External links