Sophie Shive

CV,  Google Scholar

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.