Aydogan Alti

University of Texas at Austin - Department of Finance

Assistant Professor of Finance

Red McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 17,687

SSRN RANKINGS

Top 17,687

in Total Papers Downloads

3,782

SSRN CITATIONS
Rank 6,818

SSRN RANKINGS

Top 6,818

in Total Papers Citations

158

CROSSREF CITATIONS

35

Scholarly Papers (9)

1.

How Persistent is the Impact of Market Timing on Capital Structure?

Number of pages: 35 Posted: 12 Dec 2004
Aydogan Alti
University of Texas at Austin - Department of Finance
Downloads 1,072 (26,730)
Citation 67

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market timing, capital structure, IPOs, hot markets

How Sensitive is Investment to Cash Flow When Financing is Frictionless?

Number of pages: 54 Posted: 11 Nov 2001
Aydogan Alti
University of Texas at Austin - Department of Finance
Downloads 707 (47,002)
Citation 70

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How Sensitive is Investment to Cash Flow When Financing is Frictionless?

Posted: 25 Sep 2003
Aydogan Alti
University of Texas at Austin - Department of Finance

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3.

Biased Beliefs, Asset Prices, and Investment: A Structural Approach

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 12 May 2011 Last Revised: 31 Oct 2013
Aydogan Alti and Paul C. Tetlock
University of Texas at Austin - Department of Finance and Columbia Business School - Finance
Downloads 465 (80,852)
Citation 24

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mispricing, market efficiency, behavioral biases, overconfidence, extrapolation, investment efficiency

4.

Clustering Patterns in Initial Public Offerings

Number of pages: 54 Posted: 27 Mar 2002
Aydogan Alti
University of Texas at Austin - Department of Finance
Downloads 435 (87,525)
Citation 2

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IPO clustering, hot markets, IPO timing

5.

When Do High Stock Returns Trigger Equity Issues?

AFA 2008 New Orleans Meetings Paper
Number of pages: 82 Posted: 21 Mar 2007 Last Revised: 31 Mar 2011
Aydogan Alti and Johan Sulaeman
University of Texas at Austin - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 407 (94,533)
Citation 15

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A Dynamic Model of Characteristic-Based Return Predictability

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 18 Sep 2016 Last Revised: 31 Mar 2019
Aydogan Alti and Sheridan Titman
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 227 (174,841)
Citation 2

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A Dynamic Model of Characteristic-Based Return Predictability

NBER Working Paper No. w25777
Number of pages: 50 Posted: 30 Apr 2019 Last Revised: 08 Dec 2021
Aydogan Alti and Sheridan Titman
University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
Downloads 25 (642,889)
Citation 1

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7.
Downloads 204 (193,645)
Citation 9

Why Do Institutional Investors Chase Return Trends?

Number of pages: 41 Posted: 10 Nov 2006 Last Revised: 10 Apr 2012
Aydogan Alti, Uzi Yoeli and Ron Kaniel
University of Texas at Austin - Department of Finance, University of Texas at Austin - Department of Finance and University of Rochester - Simon Business School
Downloads 201 (196,160)
Citation 3

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Why Do Institutional Investors Chase Return Trends?

Number of pages: 46 Posted: 20 Jan 2012
Aydogan Alti, Ron Kaniel and Uzi Yoeli
University of Texas at Austin - Department of Finance, University of Rochester - Simon Business School and University of Texas at Austin - Department of Finance
Downloads 3 (826,155)
Citation 1
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Institutional Investors, momentum, mutual funds, return trends

8.

Information Spillovers and House Prices

Number of pages: 39 Posted: 20 Mar 2011
University of Texas at Austin - Department of Finance, University of California, San Diego (UCSD) - Rady School of Management and Marshall School of Business, University of Southern California
Downloads 177 (219,703)
Citation 5

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House prices, information spillovers, housing market liquidity

9.

The Performance of Characteristic-Sorted Portfolios: Evaluating the Past and Predicting the Future

Number of pages: 50 Posted: 23 Nov 2021
University of Texas at Austin - Department of Finance, The University of Texas at Austin and University of Texas at Austin - Department of Finance
Downloads 63 (443,547)

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Portfolio returns, time-variation, autocorrelation, value strategies, return predictability, Bayesian