Benjamin Golez

University of Notre Dame

Assistant Professor

256 Mendoza College of Business

Notre Dame, IN 46556-5646

United States

http://business.nd.edu/BenGolez/

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 9,389

SSRN RANKINGS

Top 9,389

in Total Papers Downloads

6,531

SSRN CITATIONS
Rank 9,395

SSRN RANKINGS

Top 9,395

in Total Papers Citations

86

CROSSREF CITATIONS

50

Scholarly Papers (14)

1.

Price Support by Bank-Affiliated Mutual Funds

AFA 2012 Chicago Meetings Paper, Journal of Financial Economics (115), 2015
Number of pages: 76 Posted: 02 Aug 2010 Last Revised: 23 Mar 2016
Benjamin Golez and Jose M. Marin
University of Notre Dame and Universidad Carlos III de Madrid
Downloads 1,406 (17,508)
Citation 14

Abstract:

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Price support, conflict of interests, mutual funds, banks, secondary offerings

2.

Expected Returns and Dividend Growth Rates Implied by Derivative Markets

Review of Financial Studies, 2014 (27), 790-822
Number of pages: 68 Posted: 23 Sep 2008 Last Revised: 07 Dec 2015
Benjamin Golez
University of Notre Dame
Downloads 1,068 (26,308)
Citation 29

Abstract:

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present value models, dividend-price ratio, return predictability, derivatives

3.
Downloads 884 ( 34,333)
Citation 32

Four Centuries of Return Predictability

Journal of Financial Economics (127), 2018, Stanford University Graduate School of Business Research Paper No. 17-12
Number of pages: 65 Posted: 04 Feb 2017 Last Revised: 06 Sep 2018
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 803 (38,704)
Citation 16

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Dividend-to-price ratio, return predictability, dividend growth predictability

Four Centuries of Return Predictability

Number of pages: 66 Posted: 05 Jan 2015 Last Revised: 15 Nov 2021
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 81 (383,989)

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4.

Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation

Swiss Finance Institute Research Paper No. 17-53, Published, Management Science, 2019, Vol. 65:11, 5268–5289
Number of pages: 59 Posted: 18 Oct 2013 Last Revised: 05 Mar 2021
Rutgers Business School, Newark and New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Universita' della Svizzera italiana
Downloads 706 (46,721)
Citation 13

Abstract:

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Libor, manipulation, financial market misconduct, enforcement

5.

Pinning in the S&P 500 Futures

Journal of Financial Economics (JFE), 106, December 2012, 566-585
Number of pages: 75 Posted: 25 Aug 2010 Last Revised: 13 Feb 2013
Benjamin Golez and Jens Carsten Jackwerth
University of Notre Dame and University of Konstanz - Department of Economics
Downloads 359 (107,189)
Citation 2

Abstract:

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pinning, futures, options, option expiration, hedging

6.

Disagreement in the Equity Options Market and Stock Returns

Number of pages: 74 Posted: 31 Aug 2019 Last Revised: 28 Apr 2021
Benjamin Golez and Ruslan Goyenko
University of Notre Dame and McGill University - Desautels Faculty of Management
Downloads 320 (121,738)
Citation 1

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Disagreement, dispersion of beliefs, equity options, stock returns, earnings surprises

7.

Horizon Bias in Expectations Formation

Number of pages: 74 Posted: 11 Feb 2021 Last Revised: 07 Jun 2021
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 314 (124,177)
Citation 2

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Motivated beliefs, Optimal expectations, Wishful thinking, Economic forecasting, Economic models, Expectations, Optimism bias, Survey forecasts, Macroeconomic forecasts.

8.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 61 Posted: 14 Feb 2019 Last Revised: 29 Nov 2021
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 314 (123,756)
Citation 3

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term structure of equities, extrapolation, optimism bias

9.

Funding Illiquidity Implied by S&P 500 Derivatives

Number of pages: 76 Posted: 08 Aug 2015 Last Revised: 14 Mar 2018
University of Notre Dame, University of Konstanz - Department of Economics and Ecole Polytechnique Fédérale de Lausanne
Downloads 281 (139,114)
Citation 6

Abstract:

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funding illiquidity, hedge funds, risk premium, return prediction

10.

Equity Duration and Predictability

Number of pages: 51 Posted: 20 Feb 2020 Last Revised: 19 Mar 2021
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 274 (142,900)
Citation 5

Abstract:

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duration, dividend-to-price ratio, return predictability, dividend growth predictability

11.

Monetary Policy and the Equity Term Structure

Number of pages: 55 Posted: 29 Apr 2021 Last Revised: 02 May 2021
Benjamin Golez and Ben Matthies
University of Notre Dame and University of Notre Dame
Downloads 192 (200,792)

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Equity term structure, Monetary policy, Asset pricing

12.

When Fund Flows Take the Fun (Alpha) Away

Number of pages: 44 Posted: 30 Apr 2015 Last Revised: 07 Dec 2015
Benjamin Golez and Sophie Shive
University of Notre Dame and University of Notre Dame - Department of Finance
Downloads 191 (201,772)
Citation 6

Abstract:

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diseconomies of scale, mutual funds

13.

Home-Country Media Slant and Equity Prices

Number of pages: 68 Posted: 13 Jun 2019 Last Revised: 06 Jan 2021
Benjamin Golez and Rasa Karapandza
University of Notre Dame and EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting
Downloads 121 (292,474)
Citation 2

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media slant, media bias, textual analysis, investor sentiment, cross-listed stocks, confirmatory bias

14.

Asset Managers as Buyers of Last Resort

Number of pages: 55 Posted: 24 Jun 2020 Last Revised: 07 Jan 2021
University of Notre Dame, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 101 (331,400)

Abstract:

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Asset management, brokers, price support, liquidity provision, systemic risk, financial stability