Sorin Sorescu - Texas A&M University (TAMU) Scholar

HR job title

Professor and Director of the Adam C. Sinn ?00 Center for Investment Management

selected publications

academic article
- Flannery, M. J., & Sorescu, S. M. (2023). Partial Effects of Fed Tightening on U.S. Banks Capital
- Chen, Y., Dai, W., & Sorescu, S. M. (2021). A Hiding Place? Diversification, Financialization, and Return Comovement in Commodity Markets
- Sorescu, A., Sorescu, S. M., Armstrong, W. J., & Devoldere, B. (2018). Two Centuries of Innovations and Stock Market Bubbles. Marketing Science. 37(4), 507-529.
- Akbas, F., Boehmer, E., Erturk, B., & Sorescu, S. (2017). Short Interest, Returns, and Unfavorable Fundamental Information. 46(2), 455-486.
- Sorescu, A., & Sorescu, S. M. (2016). Customer Satisfaction and Long-Term Stock Returns. Journal of Marketing. 80(5), 110-115.
- Akbas, F., Armstrong, W. J., Sorescu, S., & Subrahmanyam, A. (2015). Smart money, dumb money, and capital market anomalies. Journal of Financial Economics. 118(2), 355-382.
- Akbas, F., Boehmer, E., Erturk, B., & Sorescu, S. M. (2013). Short Interest, Returns, and Fundamentals
- Akbas, F., Armstrong, W. J., Sorescu, S. M., & Subrahmanyam, A. (2011). Funding Constraints and Market Efficiency
- Johnson, S. A., Moorman, T. C., & Sorescu, S. M. (2009). A Reexamination of Corporate Governance and Equity Prices with Updated and Supplemental Results
- Johnson, S. A., Moorman, T. C., & Sorescu, S. (2009). A Reexamination of Corporate Governance and Equity Prices. The Review of Financial Studies. 22(11), 4753-4786.
- Boehme, R. D., Danielsen, B. R., Kumar, P., & Sorescu, S. M. (2009). Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977). Journal of Financial Markets. 12(3), 438-468.
- Johnson, S. A., Moorman, T. C., & Sorescu, S. M. (2008). A Reexamination of Corporate Governance and Equity Prices
- Johnson, S. A., Moorman, T. C., & Sorescu, S. M. (2008). A Reexamination of Corporate Governance and Equity Prices
- Kumar, P., Sorescu, S. M., Boehme, R. D., & Danielsen, B. R. (2008). Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence. 21(3), 1037-1075.
- Kumar, P., Sorescu, S. M., Boehme, R. D., & Danielsen, B. R. (2008). Estimation risk, information, and the conditional CAPM: Theory and evidence. 21(3), 1037-1075.
- Akbas, F., Kocatulum, E., & Sorescu, S. M. (2008). Mispricing Following Public News: Overreaction for Losers, Underreaction for Winners
- Kolari, J. W., Moorman, T. C., & Sorescu, S. M. (2008). Foreign exchange risk and the cross-section of stock returns. Journal of International Money and Finance: theoretical and empirical research in international economics and finance. 27(7), 1074-1097.
- Kolari, J. W., Moorman, T. C., & Sorescu, S. M. (2007). Foreign Exchange Risk and the Cross-Section of Stock Returns
- Boehme, R. D., Danielsen, B. R., & Sorescu, S. M. (2006). Short-sale constraints, differences of opinion, and overvaluation. 41(2), 455-487.
- Sorescu, S., & Subrahmanyam, A (2006). The Cross Section of Analyst Recommendations. Journal of Financial and Quantitative Analysis. 41(1), 139-168.
- Boehme, R. D., & Sorescu, S. M. (2002). The Longrun Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?. The Journal of Finance. 57(2), 871-900.
- Danielsen, B. R., & Sorescu, S. M. (2001). Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short-Sale Constraints
- Deyoung, R., Flannery, M. J., Lang, W. W., & Sorescu, S. M. (2001). The Information Content of Bank Exam Ratings and Subordinated Debt Prices. Journal of Money, Credit and Banking. 33(4), 900-900.
- Danielsen, B. R., & Sorescu, S. M. (2001). Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints. Journal of Financial and Quantitative Analysis. 36(4), 451-484.
- Sorescu, S. M (2000). The Effect of Options on Stock Prices: 1973 to 1995. The Journal of Finance. 55(1), 487-514.
- Boehme, R. D., & Sorescu, S. M. (2000). Seven Decades of Long Term Abnormal Return Persistence: The Case of Dividend Initiations and Resumptions
- Sorescu, S. M. (1996). The Price Effect of Option Introductions: 1973-1992
- Flannery, M. J., & Sorescu, S. M. (1996). Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991. The Journal of Finance. 51(4), 1347-1347.
- FLANNERY, M. J., & SORESCU, S. M. (1996). Evidence of Bank Market Discipline in Subordinated Debenture Yields: 19831991. The Journal of Finance. 51(4), 1347-1377.
- Boehme, R. D., Kumar, P., Danielsen, B. R., & Sorescu, S. M. Asset Pricing with Estimation-risk and Uncertain Information Quality
chapter
- Chen, H. A., Sorescu, A., Sorescu, S., & Tsiros, M. (2015). Convexity Neglect in Consumer Decision Making. Developments in Marketing Science: Proceedings of the Academy of Marketing Science. The Sustainable Global Marketplace. (pp. 286-286). Springer Nature.
conference paper
- Akbas, F., Armstrong, W. J., Sorescu, S., & Subrahmanyam, A (2016). Capital Market Efficiency and Arbitrage Efficacy. Journal of Financial and Quantitative Analysis. 387-413.

first name

Sorin

has last name

Sorescu

mailing address

Texas A&M University

Finance

4218 TAMU

College Station, TX 77843-4218

USA

email

ssorescu@tamu.edu

Sorescu, Sorin Professor and Head

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