Welcome to Jeffrey Pontiff's Home Page!

Name: Jeffrey Pontiff
Electronic Mail: pontiff@bc.edu

For information on the Financial Research Association

My Resume

My published and forthcoming papers

“Anomalies and News,” with Joey Englberg and David McLean, Forthcoming, Journal of Finance

"Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle," with Clifford G. Holderness, 2016, Journal of Financial Economics 120, 252-268

"Does Academic Publication Destroy Stock Return Predictability?," with R. David McLean, 2016, Journal of Finance.
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“The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades,” with Gang Hu, R. David McLean, and Qinghai Wang, 2014, Review of Financial Studies 14, 1593-1614

“Investment Taxation and Portfolio Performance,” with Daniel Bergstresser, 2013, Journal of Public Economics 97, 245-257.

“Hierarchies and the Survival of POWs during WWII,” with Clifford G. Holderness, 2012, Management Science 58, 1873-1886.

“Share Issuance and Cross-Sectional Returns: International Evidence,” with David Mclean and Akiko Watanabe, 2009, Journal of Financial Economics, 94, 1-17.

“Idiosyncratic return volatility, cash flows, and product market competition,” with Paul J. Irvine, 2009, Review of Financial Studies, Vol 22, 1149-1177.

“Shares Issuance and Cross-Sectional Returns,” 2008, with Artemiza Woodgate, Journal of Finance, Vol. 43, No. 2, 921-945.

“Costly Arbitrage and the Myth of Idiosyncratic Risk, ” 2006, Journal and Accounting and Economics, Vol. 42, 35-52.

“Market Valuation of Tax-Timing Options: Evidence from Capital Gains Distributions,” 2006, With J. B. Chay and Dosoung Choi, Journal of Finance, Vol. 61, No. 2, 837-865.

“How are derivatives used? Evidence from the mutual fund industry,” 1999, With Jennifer Lynch Koski, Journal of Finance, April, Volume 54, Number 2. 791-816.

“Book-to-market as a predictor of market returns,” 1998, With Lawrence Schall. Journal of Financial Economics, August, Volume 49, Issue 2. 141-160.

“Excess Volatility and Closed-End Funds,” 1997, American Economic Review, March, Volume 87, Number 1, 155-169.

“Costly Arbitrage: Evidence from Closed-End Funds,” 1996, Quarterly Journal of Economics, November, Volume 111, Issue 4, 1135-1151.

“Closed-End Fund Premia and Returns: Implications for Financial Market Equilibrium,” 1995, Journal of Financial Economics, Volume 37.

“Private Benefits from Block Ownership and Discounts on Closed-End Funds,” 1993, With Michael Barclay and Clifford G. Holderness, Journal of Financial Economics, Volume 33, Number 3.

“Reversions of Excess Pension Assets After Takeovers,” 1990, With Andrei Shleifer and Michael S. Weisbach, RAND Journal of Economics, Volume 21, Number 4.


Working Papers

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“Damages in Corporate Lawsuits: The Impact of Deep Pockets”

“Long-run seasoned-equity offering returns: Data snooping, model misspecification, or mispricing? A costly arbitrage approach,” with Michael Schill.