Stephen Lenkey

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/sll30
OpenAlex	A5074176554
Works (OpenAlex)	26
Citations	173
h-index	9
Match confidence	high

Top works

• Do leveraged ETFs really amplify late-day returns and volatility? (2018) - Journal of Financial Markets - cites: 28
• Advance Disclosure of Insider Trading (2014) - Review of Financial Studies - cites: 24
• Large-scale insider trading analysis: patterns and discoveries (2014) - Social Network Analysis and Mining - cites: 21
• Informed Trading with a Short-Sale Prohibition (2020) - Management Science - cites: 19
• Cancellable Insider Trading Plans: An Analysis of SEC Rule 10b5-1* (2019) - Review of Financial Studies - cites: 15
• Insider trading and the short-swing profit rule (2017) - Journal of Economic Theory - cites: 10
• Inside insider trading (2013) - - cites: 10
• The closed-end fund puzzle: Management fees and private information (2014) - Journal of Financial Intermediation - cites: 9
• Are Concerns About Leveraged ETFs Overblown? (2014) - SSRN Electronic Journal - cites: 9
• Redemption Fees and Information-Based Runs (2016) - SSRN Electronic Journal - cites: 6
• Are Concerns About Leveraged ETFs Overblown? (2014) - SSRN Electronic Journal - cites: 5
• Revisiting advance disclosure of insider trading (2019) - Economics Letters - cites: 4
• Information‐Hedging Disclosures and Insider Trading (2016) - Journal of Business Finance &amp Accounting - cites: 3
• The market impact of leveraged ETFs: A Survey of the literature (2024) - Quantitative Finance and Economics - cites: 2
• Activist Arbitrage, Lifeboats, and Closed-End Funds (2013) - European Finance Review - cites: 2
• Advance Disclosure of Insider Trading (2016) - SSRN Electronic Journal - cites: 2
• The Closed-End Fund Puzzle: Management Fees and Private Information (2012) - SSRN Electronic Journal - cites: 1
• Essays on Closed-End Funds and Advance Disclosure of Trading (2016) - - cites: 1
• Are Concerns About Leveraged ETFs Overblown? (2014) - Finance and Economics Discussion Series - cites: 1
• The Market Impact of Leveraged ETFs: A Survey of the Literature (2024) - SSRN Electronic Journal - cites: 1
• Feedback, Investment, and Social Value of Financial Expertise (2017) - SSRN Electronic Journal - cites: 0
• Activist Arbitrage, Lifeboats, and Closed-End Funds (2014) - SSRN Electronic Journal - cites: 0
• Information-Hedging Disclosures and Insider Trading (2016) - SSRN Electronic Journal - cites: 0
• A dynamic partial equilibrium model of capital gains taxation (2023) - The Journal of Finance and Data Science - cites: 0
• Advance Disclosure of Insider Trading in a Competitive Market (2011) - - cites: 0

Topics

Smeal co-authors

• Fenghua Song - 1 co-author work(s)