Brad Cannon

Publications

The Asset Growth Premium and Anchoring on the 52-Week High (with Ben Blau)

Journal of Financial Research (2025)

Return Extrapolation and Dividends (with John Lynch)

Review of Finance (2025)

Swimming Against the Current: Contrarian Retail Trading (with Hannes Mohrschladt)

Journal of Financial and Quantitative Analysis, Forthcoming

Bank Branching Deregulation and the Deposit Channel of Credit Dislocation (with John Lynch)

Financial Management, Forthcoming

Investor Sentiment and the Low Volatility Anomaly (with Ben Blau and Ryan Whitby)

Journal of Behavioral Finance, Accepted

Working Papers

Overreaction in Hedge Fund Flows: Diagnostic Expectations Versus Rational Learning (with Rui Gong and John Lynch)

Journal of Banking and Finance, Revise & Resubmit

Friends with Benefits: Social Capital and Household Financial Behavior (with David Hirshleifer and Josh Thornton)

Social Capital and Innovation: Evidence from Facebook Friendship Networks (with David Hirshleifer and Josh Thornton)

Borrowing from the Neighbors: Real Effects of Regional Mispricing (with John Lynch and Josh Thornton)

Extreme Return Days and the Role of Purchase Prices (with Hannes Mohrschladt)

Perception Matters: How Executive Vocal Masculinity Influences CEO Selection and Compensation (with John Lynch and Amin Shams)