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Sergei Sarkissian

Personal Details

First Name:Sergei
Middle Name:
Last Name:Sarkissian
Suffix:
RePEc Short-ID:psa127
[This author has chosen not to make the email address public]
http://sergei-sarkissian.com
Terminal Degree:1999 (from RePEc Genealogy)

Affiliation

McGill University

https://www.mcgill.ca
Montreal, Canada

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sara B. Holland & Sergei Sarkissian & Michael Schill & Francis E. Warnock, 2021. "Nonlinearities and a Pecking Order in Cross-border Investment," NBER Working Papers 29432, National Bureau of Economic Research, Inc.
  2. patel, saurin & sarkissian, sergei, 2012. "To Group or Not to Group? Evidence from Mutual Funds," MPRA Paper 38496, University Library of Munich, Germany.
  3. Sarkissian, Sergei & Schill, Michael, 2010. "Why are U.S. firms listed in foreign markets worth more?," MPRA Paper 27543, University Library of Munich, Germany.
  4. Sarkissian, Sergei & Schill, Michael, 2010. "Cross listing waves," MPRA Paper 27545, University Library of Munich, Germany.
  5. Goyenko, Ruslan & Sarkissian, Sergei, 2010. "Flight to Liquidity and Global Equity Returns," MPRA Paper 27546, University Library of Munich, Germany.
  6. Christoffersen, Susan E. K. & Sarkissian, Sergei, 2010. "The demographics of fund turnover," MPRA Paper 28651, University Library of Munich, Germany.
  7. Carrieri, Francesca & Errunza, Vihang & Sarkissian, Sergei, 2006. "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Working Papers 06-4, University of Pennsylvania, Wharton School, Weiss Center.
  8. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers 12658, National Bureau of Economic Research, Inc.
  9. Sarkissian, Sergei & Schill, Michael J., 2004. "Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection," Working Papers 05-4, University of Pennsylvania, Wharton School, Weiss Center.
  10. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc.

Articles

  1. Patrick Augustin & Feng Jiao & Sergei Sarkissian & Michael J Schill, 2020. "Cross-Listings and the Dynamics between Credit and Equity Returns," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 112-154.
  2. David Chambers & Sergei Sarkissian & Michael J Schill, 2018. "Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization," The Review of Financial Studies, Society for Financial Studies, vol. 31(10), pages 4063-4098.
  3. Patel, Saurin & Sarkissian, Sergei, 2017. "To Group or Not to Group? Evidence from Mutual Fund Databases," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 1989-2021, October.
  4. Sarkissian, Sergei & Schill, Michael J., 2016. "Cross-Listing Waves," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(1), pages 259-306, February.
  5. Goyenko, Ruslan & Sarkissian, Sergei, 2014. "Treasury Bond Illiquidity and Global Equity Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(5-6), pages 1227-1253, December.
  6. Sarkissian, Sergei & Schill, Michael J., 2012. "The nature of the foreign listing premium: A cross-country examination," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2494-2511.
  7. Francesca Carrieri & Vihang Errunza & Sergei Sarkissian, 2012. "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 2(04), pages 1-41.
  8. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2011. "The demographics of fund turnover," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 414-440, July.
  9. Sergei Sarkissian & Michael J. Schill, 2009. "Are there permanent valuation gains to overseas listing?," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 371-412, January.
  10. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2009. "City size and fund performance," Journal of Financial Economics, Elsevier, vol. 92(2), pages 252-275, May.
  11. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008. "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 331-353, June.
  12. Sergei Sarkissian, 2004. "The Overseas Listing Decision: New Evidence of Proximity Preference," The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 769-809.
  13. Francesca Carrieri & Vihang Errunza & Sergei Sarkissian, 2004. "Industry Risk and Market Integration," Management Science, INFORMS, vol. 50(2), pages 207-221, February.
  14. Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1413, August.
  15. Sergei Sarkissian, 2003. "Incomplete Consumption Risk Sharing and Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 983-1005, July.
  16. Fedorov, Pavel & Sarkissian, Sergei, 2000. "Cross-sectional variations in the degree of global integration: the case of Russian equities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 131-150, June.
  17. Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 1999. "The alpha factor asset pricing model: A parable," Journal of Financial Markets, Elsevier, vol. 2(1), pages 49-68, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Simple Impact Factor
  3. Number of Journal Pages, Weighted by Recursive Impact Factor
  4. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (3) 2011-01-03 2011-01-03 2011-01-03
  2. NEP-ECM: Econometrics (2) 2002-09-11 2006-11-18
  3. NEP-CFN: Corporate Finance (1) 2006-11-18
  4. NEP-ETS: Econometric Time Series (1) 2002-09-11
  5. NEP-FIN: Finance (1) 2002-09-11
  6. NEP-FMK: Financial Markets (1) 2012-05-08
  7. NEP-HRM: Human Capital and Human Resource Management (1) 2012-05-08
  8. NEP-INT: International Trade (1) 2021-11-22
  9. NEP-OPM: Open Economy Macroeconomics (1) 2021-11-22
  10. NEP-RMG: Risk Management (1) 2002-09-11
  11. NEP-SOC: Social Norms and Social Capital (1) 2012-05-08

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