Sophie Shive

Employment:

University of Notre Dame, Notre Dame, IN USA

Education:

Active working papers:

"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.
"Dynamic capital structure and value in leveraged buyouts" with Margaret Forster.

Published and accepted papers:

"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.