Sophie Shive

Employment:

University of Notre Dame, Notre Dame, IN USA

2014-present: Associate Professor of Finance
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
Lycee International, St. Germain-en-Laye, France: Baccalaureat Francais 1995 (Mention Bien)

Working papers:

"Mutual funds and bond market liquidity," with Paul Schultz
"Information and returns to private equity investors," with Paul Schultz.

Published and accepted papers:

"Pricing kernel monotonicity and conditional information," with Matthew Linn and Tyler Shumway, Forthcoming, Review of Financial Studies. Presented at WFA 2014.
"Exchange-traded funds and asset return correlations" with Zhi Da, Forthcoming, European Financial Management. Presented at CIFC 2013, Luxembourg Asset Mgt. Conference 2013 and AFA 2014.
"The revolving door for financial regulators," with Margaret Forster, Review of Finance, 21 (4): 1445-1484 (2017). Presented at WFA 2014, EFA 2014, CFTC, Bocconi CAREFIN conference.
"Are mutual funds sitting ducks?" with Hayong Yun, Journal of Financial Economics, 107 (1) 220-237 (2013). Presented at the UT Austin Mutual Fund Conference.
"Local investors, price discovery and market efficiency" Journal of Financial Economics 104 (1) 145-161 (2012). Presented at the Financial Research Association and the Miami Behavioral Finance Conference. 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, 12(4) 233-245 (2011).
"Patriotism in your portfolio," with Adair Morse, Journal of Financial Markets, 14 (2) 411- 440 (2011).
"Mispricing of dual-class shares: profit opportunities, arbitrage, and trading," with Paul Schultz, Journal of Financial Economics, 98 (3) 524-549 (2010). Presented at EFA 2008.
"An Epidemic model of investor behavior," Journal of Financial and Quantitative Analysis, 45 (1) 169-198 (2010). Presented at WFA 2007.