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

13

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SSRN CITATIONS
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Top 10,094

in Total Papers Citations

64

CROSSREF CITATIONS

42

Scholarly Papers (13)

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 1,390 (14,291)
Citation 13

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 1,028 (22,483)
Citation 24

Abstract:

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

3.
Downloads 831 ( 30,566)
Citation 26

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 756 (34,243)
Citation 13

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 75 (341,769)
Citation 1

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 671 (40,904)
Citation 9

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 323 (99,972)
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 236 (138,980)
Citation 6

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 180 (178,984)
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 106 (272,201)

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: 61 Posted: 14 Feb 2019 Last Revised: 22 Apr 2020
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 99 (285,143)
Citation 1

Abstract:

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term structure of equities, extrapolation, optimism bias

10.

Equity Duration and Predictability

Number of pages: 49 Posted: 20 Feb 2020 Last Revised: 23 Feb 2020
Benjamin Golez and Peter Koudijs
University of Notre Dame and Stanford GSB
Downloads 78 (330,527)
Citation 1

Abstract:

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

11.

Home-Country Media Slant and Equity Prices

Number of pages: 66 Posted: 13 Jun 2019 Last Revised: 01 Apr 2020
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 61 (377,410)

Abstract:

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

12.

Quarter-of-a-Century of Dividend Pricing

Number of pages: 32 Posted: 05 May 2020
Benjamin Golez and Jens Carsten Jackwerth
University of Notre Dame and University of Konstanz - Department of Economics
Downloads 9 (628,241)

Abstract:

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Dividend, Term, Structure

13.

Asset Managers as Buyers of Last Resort

Number of pages: 48
University of Notre Dame, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 1

Abstract:

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G01, G11, G21, G23, G24, G28