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/

  • University of Notre Dame

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    • Tel: (574) 631-1458
SCHOLARLY PAPERS

17

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197

CROSSREF CITATIONS

46

Scholarly Papers (17)

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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 Charles III University of Madrid
Downloads 1,449 (23,217)
Citation 14

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

2.

Four Centuries of Return Predictability

Downloads 1,246 (29,016)
Citation 64

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 1,153 (31,967)
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: 17 May 2023
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 93 (476,507)

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3.

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 1,128 (33,472)
Citation 29

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

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
Priyank Gandhi, Benjamin Golez, Jens Carsten Jackwerth and Alberto Plazzi
Rutgers University, New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Universita' della Svizzera italiana
Downloads 798 (54,250)
Citation 20

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Libor, manipulation, financial market misconduct, enforcement

5.

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 730 (61,089)
Citation 1

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

6.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 61 Posted: 14 Feb 2019 Last Revised: 29 Nov 2021
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 700 (64,579)
Citation 3

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term structure of equities, extrapolation, optimism bias

7.

Motivated Beliefs in Macroeconomic Expectations

Number of pages: 63 Posted: 11 Feb 2021 Last Revised: 05 Aug 2023
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 587 (80,561)
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 454 (110,370)
Citation 8

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pinning, futures, options, option expiration, hedging

9.

Equity Duration and Predictability

Number of pages: 56 Posted: 20 Feb 2020 Last Revised: 26 Jun 2023
Benjamin Golez and Peter Koudijs
University of Notre Dame and Erasmus University Rotterdam
Downloads 416 (122,255)
Citation 5

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Duration, return predictability, dividend growth predictability, historical data, dividend strips

10.

Funding Illiquidity Implied by S&P 500 Derivatives

Number of pages: 76 Posted: 08 Aug 2015 Last Revised: 14 Mar 2018
Benjamin Golez, Jens Carsten Jackwerth and Anna Slavutskaya
University of Notre Dame, University of Konstanz - Department of Economics and École Polytechnique Fédérale de Lausanne
Downloads 316 (165,478)
Citation 4

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funding illiquidity, hedge funds, risk premium, return prediction

11.

Fed Information Effects: Evidence from Dividend Strips

Number of pages: 62 Posted: 29 Apr 2021 Last Revised: 17 Oct 2023
Benjamin Golez and Ben Matthies
University of Notre Dame and University of Notre Dame
Downloads 280 (187,691)

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fed information effects, term structure, asset pricing, dividend stripsn

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 220 (237,862)
Citation 5

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diseconomies of scale, mutual funds

13.

Friendly Investing and Information Sharing in the Asset Management Industry

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 53 Posted: 24 Jun 2020 Last Revised: 20 Mar 2023
Benjamin Golez, Antonino Emanuele Rizzo and Rafael Zambrana
University of Notre Dame, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 216 (241,929)

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Asset management, business ties, financial conglomerates, mutual funds, brokerage firms, price support, financial stability

14.

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 202 (257,332)
Citation 2

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

15.

Holding Period Effects in Dividend Strip Returns

Number of pages: 52 Posted: 12 Mar 2022 Last Revised: 28 Nov 2023
Benjamin Golez and Jens Carsten Jackwerth
University of Notre Dame and University of Konstanz - Department of Economics
Downloads 158 (320,570)
Citation 3

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Dividend term structure, dividend strips, option pricing, option-implied interest rates

16.

News Sentiment

Number of pages: 42 Posted: 28 Jun 2023
Benjamin Golez, Rasa Karapandza and Frederik Wisser
University of Notre Dame, EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Quoniam Asset Management GmbH
Downloads 90 (482,514)

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Textual analysis, Machine Learning, News sentiment, Stock returns

17.

FOMC News and Segmented Markets

Number of pages: 45 Posted: 19 Jul 2023
Benjamin Golez, Peter Kelly and Ben Matthies
University of Notre Dame, University of Notre Dame and University of Notre Dame
Downloads 79 (522,120)

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information processing, analysts, Federal Reserve, information effect