Mikhail Simutin

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

http://www.rotman.utoronto.ca/simutin

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 3,549

in Total Papers Downloads

13,941

SSRN CITATIONS
Rank 6,105

SSRN RANKINGS

Top 6,105

in Total Papers Citations

119

CROSSREF CITATIONS

100

Scholarly Papers (20)

1.

Managerial Activeness and Mutual Fund Performance

Review of Asset Pricing Studies, Forthcoming
Number of pages: 44 Posted: 20 Apr 2014 Last Revised: 09 May 2015
Hitesh Doshi, Redouane Elkamhi and Mikhail Simutin
University of Houston - C.T. Bauer College of Business, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 1,128 (24,309)
Citation 17

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Mutual fund performance, Portfolio management, closet indexing

2.

Excess Cash and Stock Returns

Financial Management, 2010, 39 (3), p. 1197-1222
Number of pages: 49 Posted: 15 Jan 2009 Last Revised: 31 May 2013
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 1,100 (25,232)
Citation 4

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Cash holdings, stock returns, investment, growth options

3.

Cash Holdings and Mutual Fund Performance

Review of Finance, Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 52 Posted: 02 Dec 2009 Last Revised: 08 Jul 2013
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 1,058 (26,680)
Citation 12

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Mutual fund, cash holdings, fund liquidity, fire sales, stock selection skills

4.

The Best of Both Worlds: Accessing Emerging Economies via Developed Markets

Journal of Finance, Forthcoming, Rotman School of Management Working Paper No. 2633557
Number of pages: 87 Posted: 22 Jul 2015 Last Revised: 23 Aug 2018
Joon Woo Bae, Redouane Elkamhi and Mikhail Simutin
Case Western Reserve University - Weatherhead School of Management, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 958 (30,770)
Citation 5

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International diversification, emerging markets, developed markets, diversification benefits, performance, export links, market integration

5.

Levered Noise and the Limits of Arbitrage Pricing: Implications for the Term Structure of Equity Risk Premia

Number of pages: 52 Posted: 21 Sep 2011 Last Revised: 02 Apr 2019
Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management
Downloads 916 (32,779)
Citation 37

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equity risk premium, dividend strips, term structure of equity risk premia, limits to arbitrage, microstructure frictions

6.

Leverage Constraints and Asset Prices: Insights from Mutual Fund Risk Taking

Rotman School of Management Working Paper No. 2517704
Number of pages: 43 Posted: 02 Nov 2014 Last Revised: 26 Aug 2016
Oliver Boguth and Mikhail Simutin
Arizona State University (ASU) - Finance Department and University of Toronto - Rotman School of Management
Downloads 878 (34,715)
Citation 23

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Leverage constraints, asset prices, betting-against-beta, mutual fund performance, cross-section of stock returns

7.

A Labor Capital Asset Pricing Model

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 01 Sep 2012 Last Revised: 14 Feb 2017
Carnegie Mellon University - David A. Tepper School of Business, University of Toronto - Rotman School of Management and Arizona State University (ASU) - W.P. Carey School of Business
Downloads 862 (35,641)
Citation 5

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Cross-sectional asset pricing, labor search frictions, matching efficiency

8.

On the Demand for High-Beta Stocks: Evidence from Mutual Funds

Number of pages: 40 Posted: 15 Mar 2012 Last Revised: 24 Feb 2017
Susan Kerr Christoffersen and Mikhail Simutin
University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 775 (41,270)
Citation 9

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Retirement saving, agency costs, risk-taking, mutual funds, beta-return relation, volatility anomaly

9.

Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds

Rotman School of Management Working Paper No. 2912511
Number of pages: 46 Posted: 09 Feb 2017 Last Revised: 02 Sep 2021
Jinfei Sheng, Mikhail Simutin and Terry Zhang
University of California, Irvine - Paul Merage School of Business, University of Toronto - Rotman School of Management and Australian National University (ANU)
Downloads 762 (42,190)
Citation 1

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Mutual fund performance, fee-performance relation, factor models, valuation cost

10.

Conditional Risk and Performance Evaluation: Volatility Timing, Overconditioning, and New Estimates of Momentum Alphas

Journal of Financial Economics (JFE), 102 (2), 363-389, November 2011.
Number of pages: 54 Posted: 04 Jul 2007 Last Revised: 07 May 2013
Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management
Downloads 754 (42,801)
Citation 24

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Overconditioning, Conditional CAPM, Performance Evaluation, Momentum

11.

The Origins and Real Effects of the Gender Gap: Evidence from CEOs' Formative Years

Review of Financial Studies
Number of pages: 99 Posted: 07 May 2018 Last Revised: 20 Jul 2020
Ran Duchin, Mikhail Simutin and Denis Sosyura
Boston College - Carroll School of Management, University of Toronto - Rotman School of Management and Arizona State University
Downloads 730 (44,711)
Citation 15

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CEO, gender, family descent, formative years

12.

Horizon Effects in Average Returns: The Role of Slow Information Diffusion

Number of pages: 57 Posted: 16 Mar 2011 Last Revised: 01 Apr 2015
Arizona State University (ASU) - Finance Department, University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Toronto - Rotman School of Management
Downloads 666 (50,505)
Citation 9

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13.

Dissecting Conglomerate Valuations

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 22 Nov 2015 Last Revised: 29 Mar 2021
Oliver Boguth, Ran Duchin and Mikhail Simutin
Arizona State University (ASU) - Finance Department, Boston College - Carroll School of Management and University of Toronto - Rotman School of Management
Downloads 606 (57,046)
Citation 2

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boundaries of the firm, segment valuation, conglomerate investment, internal capital markets, quantile regressions

14.

Noisy Factors

Number of pages: 53 Posted: 28 Sep 2021
Pat Akey, Adriana Robertson and Mikhail Simutin
University of Toronto - Rotman School of Management, University of Toronto - Faculty of Law and University of Toronto - Rotman School of Management
Downloads 517 (69,898)

Abstract:

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Fama French factors, asset pricing, performance evaluation, equities, mutual funds, model fit

15.

Of Age, Sex, and Money: Insights from Corporate Officer Compensation on the Wage Inequality between Genders

Management Science, Forthcoming
Number of pages: 43 Posted: 30 Apr 2014 Last Revised: 16 May 2014
David Newton and Mikhail Simutin
Concordia University, Quebec - Department of Finance and University of Toronto - Rotman School of Management
Downloads 447 (83,088)
Citation 7

Abstract:

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gender, officer compensation, wage inequality, pay gap, discrimination

16.

Feedback Loops in Industry Trade Networks and the Term Structure of Momentum Profits

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 10 Dec 2016 Last Revised: 28 Aug 2020
Ali Sharifkhani and Mikhail Simutin
Northeastern University and University of Toronto - Rotman School of Management
Downloads 428 (87,473)
Citation 3

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Industry trade networks, echo, stock returns, information diffusion, inter-sectoral input-output links, momentum, customer-supplier product market networks

17.

The Fragility of Organization Capital

Rotman School of Management Working Paper No. 2667882, 27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 50 Posted: 02 Oct 2015 Last Revised: 02 Mar 2018
Oliver Boguth, David Newton and Mikhail Simutin
Arizona State University (ASU) - Finance Department, Concordia University, Quebec - Department of Finance and University of Toronto - Rotman School of Management
Downloads 424 (88,457)
Citation 1

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Organization capital, intangibles, fragility, top management team, executives, CEO deaths, stock returns, cross-sectional asset pricing

18.

Standing Out in the Fund Family: Deviation from a Family Portfolio Predicts Mutual Fund Performance

Number of pages: 51 Posted: 01 Sep 2011 Last Revised: 22 Jun 2013
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 423 (88,695)
Citation 2

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Mutual fund performance, value of active management, fund family, fund company

19.

Closet Active Management of Passive Funds

Rotman School of Management Working Paper No. 3874582
Number of pages: 56 Posted: 08 Jul 2021
Pat Akey, Adriana Robertson and Mikhail Simutin
University of Toronto - Rotman School of Management, University of Toronto - Faculty of Law and University of Toronto - Rotman School of Management
Downloads 313 (124,275)
Citation 3

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20.

IPO Offer Prices and Firm Performance

Number of pages: 51 Posted: 02 Dec 2009
Mikhail Simutin
University of Toronto - Rotman School of Management
Downloads 196 (197,282)

Abstract:

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IPOs, performance, offer prices