Jacob S. Sagi

Firm-specific attributes and the cross-section of momentum☆

Jacob S. Sagi, Mark S. Seasholes · Journal of Financial Economics · 2007 · 404 citations

Firm Performance, Firm-specific Attributes, Business +4

Predicting risk from financial reports with regression

Shimon Kogan, Dimitry Levin, Bryan Routledge et al. · 2009 · 251 citations · Full text

Volatility Modeling, Financial Risk Management, Risk Analysis +17

Small worlds: Modeling attitudes toward sources of uncertainty

Soo Hong Chew, Jacob S. Sagi · Journal of Economic Theory · 2007 · 205 citations

High Uncertainty, Behavioral Decision Making, Bias +9

Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets

I‐Hsuan Ethan Chiang, W. Keener Hughen, Jacob S. Sagi · The Journal of Finance · 2014 · 123 citations

Empirical Finance, Risk Metric, Asset Allocation +19

Anchored preference relations

Jacob S. Sagi · Journal of Economic Theory · 2005 · 109 citations

Behavioral Decision Making, Preference Learning, Bias +5