Daniel Weagley

Georgia Institute of Technology - Scheller College of Business

Assistant Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

http://www.danielweagley.com

  • Georgia Institute of Technology - Scheller College of Business

    • Email
    • Tel: (404) 385-3015
SCHOLARLY PAPERS

7

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Scholarly Papers (7)

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1.

Are Monthly Market Returns Predictable?

Georgia Tech Scheller College of Business Research Paper No. 2015-12
Number of pages: 39 Posted: 11 Jul 2014 Last Revised: 15 Jan 2020
Jussi Keppo, Tyler Shumway and Daniel Weagley
National University of Singapore - NUS Business School, University of Michigan at Ann Arbor, The Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 728 (35,347)

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Market timing, return predictability, bubbles, market crashes

2.

Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 31 Aug 2012 Last Revised: 26 Oct 2015
Amiyatosh Purnanandam and Daniel Weagley
University of Michigan, Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 386 (78,908)
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3.

Financial Sector Stress and Risk Sharing: Evidence from the Weather Derivatives Market

Review of Financial Studies, Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 24
Number of pages: 54 Posted: 07 Aug 2015 Last Revised: 10 Sep 2018
Daniel Weagley
Georgia Institute of Technology - Scheller College of Business
Downloads 205 (154,136)

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financial sector stress, weather derivatives, margin, idiosyncratic risk

4.

Disaster Lending: 'Fair' Prices, but 'Unfair' Access

Georgia Tech Scheller College of Business Research Paper No. 18-6, Finance Down Under 2019 Building on the Best from the Cellars of Finance
Number of pages: 53 Posted: 22 Mar 2018 Last Revised: 21 Jan 2020
Taylor A. Begley, Umit Gurun, Amiyatosh Purnanandam and Daniel Weagley
Washington University in St. Louis - John M. Olin Business School, University of Texas at Dallas, University of Michigan, Stephen M. Ross School of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 176 (177,137)

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credit access, discrimination, income inequality, government lending, unintended consequences

5.

Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior

Georgia Tech Scheller College of Business Research Paper No. 18-44, 14th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 68 Posted: 12 Nov 2018 Last Revised: 07 May 2019
Sudheer Chava, Soohun Kim and Daniel Weagley
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 110 (257,580)

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cognitive reference points, heuristics, consider-then-choose, investment consultants, mutual funds, investor search, fund flows

6.

Seeing the Forest Through the Trees: Do Investors Underreact to Systemic Events?

Georgia Tech Scheller College of Business Research Paper No. 18-9
Number of pages: 71 Posted: 23 Mar 2018 Last Revised: 17 Dec 2018
Matthew Linn and Daniel Weagley
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads 106 (264,337)
Citation 1

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financial constraints, systemic risk, machine learning, complexity

7.

Estimating Financial Constraints with Machine Learning

Number of pages: 57 Posted: 02 May 2019
Matthew Linn and Daniel Weagley
Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
Downloads 100 (275,141)

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financial constraints, machine learning, random forests, equity recycling