Project / Advanced Financial Management 101/ Fall Semester 2021/2022 Weight: 20% Mohamed

Project / Advanced Financial Management 101/

Fall Semester 2021/2022

Weight: 20%

Mohamed Boukhris, PhD, CFA

Please read carefully the instructions below before starting:

Every student has been assigned a published paper to read and to summarize. You can find the paper on internet. So download the paper, read it, and write a summary report.

You must write at least 5 pages of summary.

The report must me handwritten; otherwise, no grade will be given.

You are required to bring the report with you on the presentation day. The presentations will start immediately after the midterm break.

If you have any additional inquiries, you can ask me.

Find below the assigned papers !!!

Student Name

ID

Signature

1

A Albuainain, Mohammed H.

201700573

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Published: 3/1993,  Volume: 48,  Issue: 1 

NARASIMHAN JEGADEESH, SHERIDAN TITMAN

2

A Alsoghair, Faisal F.

201800182

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

Published: 5/1968,  Volume: 23,  Issue: 2  |  

Michael C. Jensen

3

A Alzamil, Abdulmalek H.

201501207

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Published: 2/2001,  Volume: 56,  Issue: 1  |  

John Y. Campbell, Martin Lettau, Burton G. Malkiel, Yexiao Xu

4

A Bugshan, Abdulaziz A.

201801952

Investor Psychology and Security Market Under- and Overreactions

Published: 12/1998,  Volume: 53,  Issue:6

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam

5

F Aljowaiser, Firas Y.

201902001

RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

Published: 9/1977,  Volume: 32,  Issue: 4  |  

Edward M. Miller

6

H Aljehani, Muatasem M.

201800394

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Published: 3/1993,  Volume: 48,  Issue: 1 

NARASIMHAN JEGADEESH, SHERIDAN TITMAN

7

H Almulla, Zaki A.

201801521

The Limits of Arbitrage

Published: 3/1997,  Volume: 52,  Issue: 1  |  

Andrei Shleifer, Robert W. Vishny

8

K Aldossary, Abdulrahman M.

201700574

RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

Published: 9/1977,  Volume: 32,  Issue: 4  |  

Edward M. Miller

9

M Abualfaraj, Mohammad S.

201600440

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

Published: 5/1968,  Volume: 23,  Issue: 2  |  

Michael C. Jensen

10

M Alabdulmohsin, Mohammed N.

201800127

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Published: 2/2001,  Volume: 56,  Issue: 1  |  

John Y. Campbell, Martin Lettau, Burton G. Malkiel, Yexiao Xu

11

M Alkhuzayem, Naif M.

201700608

Investor Psychology and Security Market Under- and Overreactions

Published: 12/1998,  Volume: 53,  Issue:6

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam

12

M Alshammari, Faris A.

201502958

RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

Published: 9/1977,  Volume: 32,  Issue: 4  |  

Edward M. Miller

13

N Alqusair, Abdullah Y.

201801710

Multifactor Explanations of Asset Pricing Anomalies

Published: 3/1996,  Volume: 51,  Issue: 1  |  

EUGENE F. FAMA, KENNETH R. FRENCH

14

S Alamoudi, Saeed A.

201600557

Investor Sentiment and the Cross-Section of Stock Returns

Published: 8/2006,  Volume: 61,  Issue: 4  |  

MALCOLM BAKER, JEFFREY WURGLER

15

S Alghamdi, Thamer M.

201600405

The Cross-Section of Expected Stock Returns

Published: 6/1992,  Volume: 47,  Issue: 2  

EUGENE F. FAMA, KENNETH R. FRENCH

16

S AlKhaldi, Faisal M.

201800106

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK

Published: 9/1964,  Volume: 19,  Issue: 3  |  

William F. Sharpe

17

S Alnahdi, Salmeen M.

201802006

Investor Psychology and Security Market Under- and Overreactions

Published: 12/1998,  Volume: 53,  Issue:6

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam

18

S Alsunaidi, Mohammed A.

201800171

Are Investors Reluctant to Realize Their Losses?

Published: 10/1998,  Volume: 53,  Issue: 5  |  

Terrance Odean

3