Sophie Shive
Employment:
University
of Notre Dame, Notre Dame, IN USA
2014-present:
Associate Professor of Finance (Viola D. Hank Associate Professor, 2020-2024)
2007-2014:
Assistant Professor of Finance
2006-2007:
Lecturer
2005-2006:
Visting Lecturer
Education:
University
of Michigan: Ph.D. 2006
Cornell
University: BS 1998, MS 2000
Active working papers:
“Power banks:
do tax equity investors add value to renewable power projects?” with Daniel
Garrett.
“Financing
frictions and the transition to green aviation" with Catherine Casamatta and Boris Vallée.
Published and accepted papers:
"Dynamic capital structure and value in
leveraged buyouts" with Margaret Forster. Conditionally accepted,
Management Science
"Private equity returns, cash flow timing, and investor choices" with Stephannie Larocque and Jennifer Sustersic-Stevens. Distinguished Paper Award, AIM Investment Center conference at UT Austin, Forthcoming, Journal of Portfolio Management
"Corporate governance and pollution
externalities of public and private firms," with Margaret Forster. Review
of Financial Studies (2020) 33(3) 1296-1330.
"Pricing
kernel monotonicity and conditional information," with Matthew Linn
and Tyler Shumway, Review of Financial Studies (2018) 31 (2) 493-531.
"Exchange-traded
funds and asset return correlations" with Zhi
Da, European Financial Management (2018) 24 136-168.
"The revolving
door for financial regulators," with Margaret Forster, Review of
Finance, (2017) 21 (4): 1445-1484. Finalist for the Pagano-Zechner award for Best Paper in the Review of Finance.
"Are
mutual funds sitting ducks?" with Hayong
Yun, Journal of Financial Economics, (2013) 107 (1) 220-237.
"Local
investors, price discovery and market efficiency" Journal of
Financial Economics (2012) 104 (1) 145-161. Best paper award, Financial
Research Association, 2010.
"Thinning the
herd: The impact of venture capital on firm performance," with Tim
Loughran, Journal of Behavioral Finance, (2011) 12 (4) 233-245.
"Patriotism
in your portfolio," with Adair Morse, Journal of Financial
Markets, (2011) 14 (2) 411- 440.
"Mispricing
of dual-class shares: profit opportunities, arbitrage, and trading,"
with Paul Schultz, Journal of Financial Economics, 98 (3) 524-549
(2010).
"An
Epidemic model of investor behavior," Journal of Financial and
Quantitative Analysis, (2010) 45 (1) 169-198.