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

15

DOWNLOADS
Rank 9,290

SSRN RANKINGS

Top 9,290

in Total Papers Downloads

7,562

SSRN CITATIONS
Rank 9,272

SSRN RANKINGS

Top 9,272

in Total Papers Citations

85

CROSSREF CITATIONS

51

Scholarly Papers (15)

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 1,426 (20,099)
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 1,094 (29,679)
Citation 29

Abstract:

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

3.
Downloads 935 ( 37,045)
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 850 (41,658)
Citation 16

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

Four Centuries of Return Predictability

NBER Working Paper No. w20814
Number of pages: 66 Posted: 05 Jan 2015 Last Revised: 16 Nov 2022
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 85 (422,763)

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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 University, New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Universita' della Svizzera italiana
Downloads 738 (51,045)
Citation 13

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Libor, manipulation, financial market misconduct, enforcement

5.

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 537 (76,676)
Citation 3

Abstract:

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term structure of equities, extrapolation, optimism bias

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 517 (80,330)
Citation 1

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

7.

Motivated Beliefs in Macroeconomic Expectations

Number of pages: 59 Posted: 11 Feb 2021 Last Revised: 09 Aug 2022
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 462 (92,039)
Citation 2

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Motivated beliefs, Expectation formation, Wishful thinking, Economic forecasting, Economic models, Expectations, Optimism bias, Survey forecasts, Macroeconomic forecasts.

8.

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 400 (108,862)
Citation 2

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pinning, futures, options, option expiration, hedging

9.

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 353 (125,161)
Citation 6

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

10.

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 302 (147,766)
Citation 6

Abstract:

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funding illiquidity, hedge funds, risk premium, return prediction

11.

Monetary Policy and the Equity Term Structure

Number of pages: 94 Posted: 29 Apr 2021 Last Revised: 29 Jun 2022
Benjamin Golez and Ben Matthies
University of Notre Dame and University of Notre Dame
Downloads 228 (195,430)

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term structure, monetary policy, information effects, asset pricing, fed information, dividend strips

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 204 (216,854)
Citation 6

Abstract:

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diseconomies of scale, mutual funds

13.

Home-Country Media Slant and Cross-Listed Stocks: The Case of Automotive Industry

Number of pages: 55 Posted: 13 Jun 2019 Last Revised: 25 Aug 2022
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 157 (271,468)
Citation 2

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

14.

Friendly Investing and Information Sharing in the Asset Management Industry

Number of pages: 55 Posted: 24 Jun 2020 Last Revised: 08 Aug 2022
University of Notre Dame, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 151 (280,173)

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

15.

Holding Period Effects in Dividend Strip Returns

Number of pages: 48 Posted: 12 Mar 2022 Last Revised: 09 Jun 2022
Benjamin Golez and Jens Carsten Jackwerth
University of Notre Dame and University of Konstanz - Department of Economics
Downloads 58 (513,055)

Abstract:

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Dividend term structure, dividend strips, option pricing, interest rate invariant