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Mikhail Simutin
Mikhail Simutin
Associate Professor of Finance, University of Toronto
Verified email at rotman.utoronto.ca
Title
Cited by
Cited by
Year
Excess cash and stock returns
M Simutin
Financial Management 39 (3), 1197-1222, 2010
1912010
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
O Boguth, M Carlson, A Fisher, M Simutin
Journal of Financial Economics 102 (2), 363-389, 2011
1322011
Cash holdings and mutual fund performance
M Simutin
Review of Finance 18 (4), 1425-1464, 2014
128*2014
Managerial activeness and mutual fund performance
H Doshi, R Elkamhi, M Simutin
The Review of Asset Pricing Studies 5 (2), 156-184, 2015
1272015
On the demand for high-beta stocks: Evidence from mutual funds
SEK Christoffersen, M Simutin
The Review of Financial Studies 30 (8), 2596-2620, 2017
1112017
A labor capital asset pricing model
M Simutin, JJ Wang, L Kuehn
2014 Meeting Papers, 2014
107*2014
Leverage constraints and asset prices: Insights from mutual fund risk taking
O Boguth, M Simutin
Journal of Financial Economics 127 (2), 325-341, 2018
912018
The Term Structure of Equity Risk Premia: Levered Noise and New Estimates
O Boguth, M Carlson, A Fisher, M Simutin
Review of Finance, 2022
79*2022
The origins and real effects of the gender gap: Evidence from CEOs’ formative years
R Duchin, M Simutin, D Sosyura
The Review of Financial Studies 34 (2), 700-762, 2021
592021
Horizon effects in average returns: The role of slow information diffusion
O Boguth, M Carlson, A Fisher, M Simutin
The Review of Financial Studies 29 (8), 2241-2281, 2016
50*2016
Of age, sex, and money: Insights from corporate officer compensation on the wage inequality between genders
D Newton, M Simutin
Management Science 61 (10), 2355-2375, 2015
352015
The best of both worlds: Accessing emerging economies via developed markets
JW Bae, R Elkamhi, M Simutin
The Journal of Finance 74 (5), 2579-2617, 2019
312019
Cheaper is not better: On the ‘superior’performance of high-fee mutual funds
J Sheng, M Simutin, T Zhang
Rotman School of Management Working Paper, 2021
232021
Standing out in the fund family: deviation from a family portfolio predicts mutual fund performance
M Simutin
Available at SSRN 1920357, 2013
17*2013
Closet active management of passive funds
P Akey, A Robertson, M Simutin
Rotman School of Management Working Paper, 2021
142021
Noisy factors
P Akey, A Robertson, M Simutin
Rotman School of Management Working Paper Forthcoming, 2022
112022
The fragility of organization capital
O Boguth, D Newton, M Simutin
Journal of Financial and Quantitative Analysis 57 (3), 857-887, 2022
9*2022
Dissecting Conglomerate Valuations
O Boguth, R Duchin, M Simutin
The Journal of Finance 77 (2), 1097-1131, 2022
82022
Feedback loops in industry trade networks and the term structure of momentum profits
A Sharifkhani, M Simutin
Journal of Financial Economics 141 (3), 1171-1187, 2021
7*2021
More on Levered Noise and Arbitrage Pricing
O Boguth, M Carlson, A Fisher, M Simutin
Unpublished manuscript, 2012
12012
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