Alok Kumar

Professor

  • 2797 Citations
1993 …2020

Research output per year

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Research Output

  • 2797 Citations
  • 46 Article
  • 5 Conference contribution
  • 1 Chapter
2020

Prozac for depressed states? Effect of mood on local economic recessions

Chhaochharia, V., Korniotis, G. M. & Kumar, A., Jan 1 2020, (Accepted/In press) In : Review of Financial Economics.

Research output: Contribution to journalArticle

2019

An analyst by any other surname: Surname favorability and market reaction to analyst forecasts

Jung, J. H., Kumar, A., Lim, S. S. & Yoo, C. Y., Jan 1 2019, In : Journal of Accounting and Economics.

Research output: Contribution to journalArticle

Income Hedging, Dynamic Style Preferences, and Return Predictability

Addoum, J. M., Delikouras, S., Korniotis, G. & Kumar, A., Jan 1 2019, In : Journal of Finance.

Research output: Contribution to journalArticle

Investor sophistication and asset prices

Korniotis, G. M., Kumar, A. & Page, J. K., Jan 1 2019, (Accepted/In press) In : Review of Financial Economics.

Research output: Contribution to journalArticle

2018

Mood, firm behavior, and aggregate economic outcomes

Chhaochharia, V., Kim, D., Korniotis, G. M. & Kumar, A., Jan 1 2018, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticle

1 Scopus citations

Underreaction to Political Information and Price Momentum

Addoum, J. M., Delikouras, S., Ke, D. & Kumar, A., Jan 1 2018, (Accepted/In press) In : Financial Management.

Research output: Contribution to journalArticle

1 Scopus citations
2017

Cosearch attention and stock return predictability in supply chains

Agarwal, A., Leung, A. C. M., Konana, P. & Kumar, A., Jun 1 2017, In : Information Systems Research. 28, 2, p. 265-288 24 p.

Research output: Contribution to journalArticle

3 Scopus citations

Network analysis of search dynamics: The case of stock habitats

Leung, A. C. M., Agarwal, A., Konana, P. & Kumar, A., Aug 1 2017, In : Management Science. 63, 8, p. 2667-2687 21 p.

Research output: Contribution to journalArticle

8 Scopus citations

Political climate, optimism, and investment decisions

Bonaparte, Y., Kumar, A. & Page, J. K., Jun 1 2017, In : Journal of Financial Markets. 34, p. 69-94 26 p.

Research output: Contribution to journalArticle

5 Scopus citations

Stature, obesity, and portfolio choice

Addoum, J. M., Korniotis, G. & Kumar, A., Oct 1 2017, In : Management Science. 63, 10, p. 3393-3413 21 p.

Research output: Contribution to journalArticle

7 Scopus citations
2016

Analysts, macroeconomic news, and the benefit of active in-house economists

Hugon, A., Kumar, A. & Lin, A. P., Mar 1 2016, In : Accounting Review. 91, 2, p. 513-534 22 p.

Research output: Contribution to journalArticle

5 Scopus citations

Gambling and Comovement

Kumar, A., Page, J. K. & Spalt, O. G., Feb 1 2016, In : Journal of Financial and Quantitative Analysis. 51, 1, p. 85-111 27 p.

Research output: Contribution to journalArticle

16 Scopus citations

Political contributions and analyst behavior

Jiang, D., Kumar, A. & Law, K. K. F., Mar 1 2016, In : Review of Accounting Studies. 21, 1, p. 37-88 52 p.

Research output: Contribution to journalArticle

14 Scopus citations

Political sentiment and predictable returns

Addoum, J. M. & Kumar, A., 2016, In : Review of Financial Studies. 29, 12, p. 3471-3518 48 p.

Research output: Contribution to journalArticle

10 Scopus citations
2015

A study of search attention and stock returns cross predictability

Leung, A. C. M., Konana, P., Agarwal, A. & Kumar, A., 2015, 2015 Americas Conference on Information Systems, AMCIS 2015. Americas Conference on Information Systems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Home away from Home: Geography of Information and Local Investors

Bernile, G., Kumar, A. & Sulaeman, J., Jul 1 2015, In : Review of Financial Studies. 28, 7, p. 2009-2049 41 p.

Research output: Contribution to journalArticle

20 Scopus citations

Local Business Cycles and Local Liquidity

Bernile, G., Korniotis, G., Kumar, A. & Wang, Q., Dec 11 2015, (Accepted/In press) In : Journal of Financial and Quantitative Analysis. p. 1-24 24 p.

Research output: Contribution to journalArticle

5 Scopus citations

Political values, culture, and corporate litigation

Hutton, I., Jiang, D. & Kumar, A., Dec 1 2015, In : Management Science. 61, 12, p. 2905-2925 21 p.

Research output: Contribution to journalArticle

22 Scopus citations

Weather-induced mood, institutional investors, and stock returns

Goetzmann, W. N., Kim, D., Kumar, A. & Wang, Q., Jan 1 2015, In : Review of Financial Studies. 28, 1, p. 73-111 39 p.

Research output: Contribution to journalArticle

42 Scopus citations

What's in a Name? Mutual Fund Flows When Managers Have Foreign-Sounding Names

Kumar, A., Niessen-Ruenzi, A. & Spalt, O. G., Aug 1 2015, In : Review of Financial Studies. 28, 8, p. 2281-2321 41 p.

Research output: Contribution to journalArticle

12 Scopus citations
2014

Corporate policies of republican managers

Hutton, I., Jiang, D. & Kumar, A., Jul 7 2014, In : Journal of Financial and Quantitative Analysis. 49, 5-6, p. 1279-1310 32 p.

Research output: Contribution to journalArticle

63 Scopus citations

Deviations from norms and informed trading

Kumar, A. & Page, J. K., Aug 5 2014, In : Journal of Financial and Quantitative Analysis. 49, 4, p. 1005-1037 33 p.

Research output: Contribution to journalArticle

12 Scopus citations

Income hedging and portfolio decisions

Bonaparte, Y., Korniotis, G. & Kumar, A., 2014, In : Journal of Financial Economics. 113, 2, p. 300-324 25 p.

Research output: Contribution to journalArticle

18 Scopus citations
2013
36 Scopus citations

Information valuation and confirmation bias in virtual communities: Evidence from stock message boards

Park, J., Konana, P., Gu, B., Kumar, A. & Raghunathan, R., Oct 22 2013, In : Information Systems Research. 24, 4, p. 1050-1067 18 p.

Research output: Contribution to journalArticle

32 Scopus citations

Investor sentiment and return comovements: Evidence from stock splits and headquarters changes

Kumar, A., Page, J. K. & Spalt, O. G., Jul 2013, In : Review of Finance. 17, 3, p. 921-953 33 p.

Research output: Contribution to journalArticle

32 Scopus citations

Political activism, information costs, and stock market participation

Bonaparte, Y. & Kumar, A., Mar 2013, In : Journal of Financial Economics. 107, 3, p. 760-786 27 p.

Research output: Contribution to journalArticle

20 Scopus citations

Speculative retail trading and asset prices

Han, B. & Kumar, A., Apr 2013, In : Journal of Financial and Quantitative Analysis. 48, 2, p. 377-404 28 p.

Research output: Contribution to journalArticle

82 Scopus citations

State-Level Business Cycles and Local Return Predictability

Korniotis, G. & Kumar, A., Jun 2013, In : Journal of Finance. 68, 3, p. 1037-1096 60 p.

Research output: Contribution to journalArticle

42 Scopus citations
2012

Local investors and corporate governance

Chhaochharia, V., Kumar, A. & Niessen-Ruenzi, A., Aug 2012, In : Journal of Accounting and Economics. 54, 1, p. 42-67 26 p.

Research output: Contribution to journalArticle

62 Scopus citations

Online search: Identifying new investment habitats

Leung, A., Agarwal, A., Konana, P. & Kumar, A., 2012, International Conference on Information Systems, ICIS 2012. Vol. 2. p. 965-980 16 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2011

Behavioral biases of mutual fund investors

Bailey, W., Kumar, A. & Ng, D., Oct 2011, In : Journal of Financial Economics. 102, 1, p. 1-27 27 p.

Research output: Contribution to journalArticle

92 Scopus citations

Cognitive Abilities and Financial Decisions

Korniotis, G. & Kumar, A., Nov 29 2011, Behavioral Finance: Investors, Corporations, and Markets. John Wiley and Sons, p. 559-576 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

4 Scopus citations

Do behavioral biases adversely affect the macro-economy?

Korniotis, G. & Kumar, A., May 2011, In : Review of Financial Studies. 24, 5, p. 1513-1559 47 p.

Research output: Contribution to journalArticle

19 Scopus citations

Do older investors make better investment decisions?

Korniotis, G. & Kumar, A., Feb 2011, In : Review of Economics and Statistics. 93, 1, p. 244-265 22 p.

Research output: Contribution to journalArticle

132 Scopus citations

Religious beliefs, gambling attitudes, and financial market outcomes

Kumar, A., Page, J. K. & Spalt, O. G., Dec 2011, In : Journal of Financial Economics. 102, 3, p. 671-708 38 p.

Research output: Contribution to journalArticle

166 Scopus citations
2010

Self-selection and the forecasting abilities of female equity analysts

Kumar, A., May 2010, In : Journal of Accounting Research. 48, 2, p. 393-435 43 p.

Research output: Contribution to journalArticle

56 Scopus citations

The idiosyncratic volatility puzzle: Time trend or speculative episodes

Brandt, M. W., Brav, A., Graham, J. R. & Kumar, A., Feb 2010, In : Review of Financial Studies. 23, 2, p. 863-899 37 p.

Research output: Contribution to journalArticle

146 Scopus citations
2009

Dynamic style preferences of individual investors and stock returns

Kumar, A., Jun 2009, In : Journal of Financial and Quantitative Analysis. 44, 3, p. 607-640 34 p.

Research output: Contribution to journalArticle

31 Scopus citations

Hard-to-value stocks, behavioral biases, and informed trading

Kumar, A., Dec 2009, In : Journal of Financial and Quantitative Analysis. 44, 6, p. 1375-1401 27 p.

Research output: Contribution to journalArticle

98 Scopus citations

Who gambles in the stock market?

Kumar, A., Aug 2009, In : Journal of Finance. 64, 4, p. 1889-1933 45 p.

Research output: Contribution to journalArticle

364 Scopus citations
2008

Equity portfolio diversification

Goetzmann, W. N. & Kumar, A., 2008, In : Review of Finance. 12, 3, p. 433-463 31 p.

Research output: Contribution to journalArticle

343 Scopus citations

Foreign investments of U.S. individual investors: Causes and consequences

Bailey, W., Kumar, A. & Ng, D., Mar 2008, In : Management Science. 54, 3, p. 443-459 17 p.

Research output: Contribution to journalArticle

32 Scopus citations

How do decision frames influence the stock investment choices of individual investors?

Kumar, A. & Sonya, S. L., Jun 2008, In : Management Science. 54, 6, p. 1052-1064 13 p.

Research output: Contribution to journalArticle

56 Scopus citations
2007

Do the diversification choices of individual investors influence stock returns?

Kumar, A., Nov 2007, In : Journal of Financial Markets. 10, 4, p. 362-390 29 p.

Research output: Contribution to journalArticle

17 Scopus citations
2006

Do dividend clienteles exist? Evidence on dividend preferences of retail investors

Graham, J. R. & Kumar, A., Jun 2006, In : Journal of Finance. 61, 3, p. 1305-1336 32 p.

Research output: Contribution to journalArticle

159 Scopus citations

Retail investor sentiment and return comovements

Kumar, A. & Lee, C. M. C., Oct 2006, In : Journal of Finance. 61, 5, p. 2451-2486 36 p.

Research output: Contribution to journalArticle

443 Scopus citations
2003

A computational analysis of core convergence in a multiple equilibria economy

Kumar, A. & Shubik, M., Feb 2003, In : Games and Economic Behavior. 42, 2, p. 253-266 14 p.

Research output: Contribution to journalArticle

2 Scopus citations
2001

Towards understanding the predictability of stock markets from the perspective of computational complexity

Aspnes, J., Fischer, D. F., Fischer, M. J., Kao, M. Y. & Kumar, A., 2001, Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms. p. 745-754 10 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations
1998

The Dow Theory: William Peter Hamilton's track record reconsidered

Brown, S. J., Goetzmann, W. N. & Kumar, A., Aug 1998, In : Journal of Finance. 53, 4, p. 1311-1333 23 p.

Research output: Contribution to journalArticle

62 Scopus citations