Michael J. Schill

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Michael J. Schill
MichaelSchill.jpg
Nationality American
Occupation Academic
Website Home page
Academic background
Alma mater University of Washington
Academic work
Discipline Financial economics
Institutions University of Virginia
Main interests Corporate finance
Investments

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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=XTCXX6IAAAAJ&citation_for_view=XTCXX6IAAAAJ:u5HHmVD_uO8C.
  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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=XTCXX6IAAAAJ&citation_for_view=XTCXX6IAAAAJ:d1gkVwhDpl0C.
  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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=XTCXX6IAAAAJ&citation_for_view=XTCXX6IAAAAJ:u-x6o8ySG0sC.
  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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=XTCXX6IAAAAJ&citation_for_view=XTCXX6IAAAAJ:9yKSN-GCB0IC.
  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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=XTCXX6IAAAAJ&citation_for_view=XTCXX6IAAAAJ:2osOgNQ5qMEC.
  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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=XTCXX6IAAAAJ&citation_for_view=XTCXX6IAAAAJ:qjMakFHDy7sC.

External links