Alok Kumar

Professor

  • 2907 Citations
1993 …2020

Research output per year

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Research Output

  • 2907 Citations
  • 50 Article
  • 5 Conference contribution
  • 1 Chapter
1993

Generating autonomous dynamic behavior for computer animation: a constrained optimal control approach

Singh, S. K., Kumar, A. & Shi, L., Dec 1 1993, 1993 IEEE Annual Virtual Reality International Symposium. Anon (ed.). Publ by IEEE, p. 422-428 7 p. (1993 IEEE Annual Virtual Reality International Symposium).

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

Intelligent control of autonomous systems using a constrained optimal control approach

Kumar, A. & Singh, S. K., Dec 1 1993, Proceedings of the IEEE Conference on Decision and Control. Publ by IEEE, p. 1252-1257 6 p. (Proceedings of the IEEE Conference on Decision and Control; vol. 2).

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

2 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

61 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., Dec 1 2001, Proceedings of the 12th Annual ACM-SIAM Symposium on Discrete Algorithms. p. 745-754 10 p. (Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms).

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

3 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
2006

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

Graham, J. R. & Kumar, A., Jun 1 2006, In : Journal of Finance. 61, 3, p. 1305-1336 32 p.

Research output: Contribution to journalArticle

161 Scopus citations

Retail investor sentiment and return comovements

Kumar, A. & Lee, C. M. C., Oct 1 2006, In : Journal of Finance. 61, 5, p. 2451-2486 36 p.

Research output: Contribution to journalArticle

462 Scopus citations
2007

Do the diversification choices of individual investors influence stock returns?

Kumar, A., Nov 1 2007, In : Journal of Financial Markets. 10, 4, p. 362-390 29 p.

Research output: Contribution to journalArticle

17 Scopus citations
2008

Equity portfolio diversification

Goetzmann, W. N. & Kumar, A., Aug 11 2008, In : Review of Finance. 12, 3, p. 433-463 31 p.

Research output: Contribution to journalArticle

356 Scopus citations

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

Bailey, W., Kumar, A. & Ng, D., Mar 1 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 1 2008, In : Management science. 54, 6, p. 1052-1064 13 p.

Research output: Contribution to journalArticle

58 Scopus citations
2009

Dynamic style preferences of individual investors and stock returns

Kumar, A., Jun 1 2009, In : Journal of Financial and Quantitative Analysis. 44, 3, p. 607-640 34 p.

Research output: Contribution to journalArticle

32 Scopus citations

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

Kumar, A., Dec 1 2009, In : Journal of Financial and Quantitative Analysis. 44, 6, p. 1375-1401 27 p.

Research output: Contribution to journalArticle

102 Scopus citations

Who gambles in the stock market?

Kumar, A., Aug 1 2009, In : Journal of Finance. 64, 4, p. 1889-1933 45 p.

Research output: Contribution to journalArticle

380 Scopus citations
2010

Self-selection and the forecasting abilities of female equity analysts

Kumar, A., May 1 2010, In : Journal of Accounting Research. 48, 2, p. 393-435 43 p.

Research output: Contribution to journalArticle

58 Scopus citations

The idiosyncratic volatility puzzle: Time trend or speculative episodes

Brandt, M. W., Brav, A., Graham, J. R. & Kumar, A., Feb 1 2010, In : Review of Financial Studies. 23, 2, p. 863-899 37 p.

Research output: Contribution to journalArticle

147 Scopus citations
2011

Behavioral biases of mutual fund investors

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

Research output: Contribution to journalArticle

95 Scopus citations

Cognitive Abilities and Financial Decisions

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

Research output: Contribution to journalArticle

136 Scopus citations

Religious beliefs, gambling attitudes, and financial market outcomes

Kumar, A., Page, J. K. & Spalt, O. G., Dec 1 2011, In : Journal of Financial Economics. 102, 3, p. 671-708 38 p.

Research output: Contribution to journalArticle

175 Scopus citations
2012

Local investors and corporate governance

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

Research output: Contribution to journalArticle

66 Scopus citations

Online search: Identifying new investment habitats

Leung, A., Agarwal, A., Konana, P. & Kumar, A., Dec 1 2012, International Conference on Information Systems, ICIS 2012. p. 965-980 16 p. (International Conference on Information Systems, ICIS 2012; vol. 2).

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

2013
37 Scopus citations

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

Park, J. H., 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

34 Scopus citations

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

Kumar, A., Page, J. K. & Spalt, O. G., Jul 1 2013, In : Review of Finance. 17, 3, p. 921-953 33 p.

Research output: Contribution to journalArticle

33 Scopus citations

Political activism, information costs, and stock market participation

Bonaparte, Y. & Kumar, A., Mar 1 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

85 Scopus citations

State-Level Business Cycles and Local Return Predictability

Korniotis, G. M. & Kumar, A., Jun 1 2013, In : Journal of Finance. 68, 3, p. 1037-1096 60 p.

Research output: Contribution to journalArticle

44 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

65 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

13 Scopus citations

Income hedging and portfolio decisions

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

Research output: Contribution to journalArticle

19 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

23 Scopus citations

Local Business Cycles and Local Liquidity

Bernile, G., Korniotis, G., Kumar, A. & Wang, Q., Dec 9 2015, In : Journal of Financial and Quantitative Analysis. 50, 5, p. 987-1010 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

23 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

48 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

13 Scopus citations
2016

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

Hugon, A., Kumar, A. & Lin, A. P., Mar 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

17 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

15 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
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

9 Scopus citations
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
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

Has local informational advantage disappeared?

Bernile, G., Kumar, A., Sulaeman, J. & Wang, Q., Jan 1 2019, In : Review of Financial Economics. 37, 1, p. 38-60 23 p.

Research output: Contribution to journalArticle

Open Access
3 Scopus citations

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