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

10

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Top 9,914

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4,742

SSRN CITATIONS
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SSRN RANKINGS

Top 11,597

in Total Papers Citations

34

CROSSREF CITATIONS

46

Scholarly Papers (10)

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 1,386 (13,457)
Citation 11

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 1,015 (21,532)
Citation 18

Abstract:

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

3.
Downloads 803 ( 30,106)
Citation 19

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 Stanford GSB
Downloads 732 (33,663)
Citation 3

Abstract:

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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
Benjamin Golez and Peter Koudijs
University of Notre Dame and Stanford GSB
Downloads 71 (335,669)
Citation 2

Abstract:

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4.

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

Swiss Finance Institute Research Paper No. 17-53
Number of pages: 59 Posted: 18 Oct 2013 Last Revised: 04 Mar 2018
Rutgers Business School, Newark and New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Swiss Finance Institute
Downloads 648 (40,270)
Citation 8

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 319 (95,772)
Citation 1

Abstract:

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pinning, futures, options, option expiration, hedging

6.

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 228 (136,147)
Citation 5

Abstract:

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funding illiquidity, hedge funds, risk premium, return prediction

7.

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 173 (175,940)
Citation 5

Abstract:

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diseconomies of scale, mutual funds

8.

Disagreement in the Equity Options Market and Stock Returns

Number of pages: 49 Posted: 31 Aug 2019
Benjamin Golez and Ruslan Goyenko
University of Notre Dame and McGill University - Desautels Faculty of Management
Downloads 70 (334,554)

Abstract:

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

9.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 53 Posted: 14 Feb 2019 Last Revised: 30 May 2019
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 59 (365,439)

Abstract:

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term structure of equities, extrapolation, optimism bias

10.

Home-Country Media Slant and Equity Prices

Number of pages: 64 Posted: 13 Jun 2019 Last Revised: 29 Jun 2019
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 41 (427,185)
Citation 1

Abstract:

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