Sophie Shive
CV
Employment:
University of Notre Dame, Notre Dame, IN USA
2020-present: Viola D. Hank Associate Professor of Finance
2014-2020: 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
Active working papers:
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.