Jeremy J. Graveline

University of Minnesota - Carlson School of Management

Assistant Professor of Finance

19th Avenue South

Minneapolis, MN 55455

United States

http://www.tc.umn.edu/~jeremy/

SCHOLARLY PAPERS

6

DOWNLOADS
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SSRN RANKINGS

Top 32,087

in Total Papers Downloads

1,557

SSRN CITATIONS
Rank 14,227

SSRN RANKINGS

Top 14,227

in Total Papers Citations

29

CROSSREF CITATIONS

42

Scholarly Papers (6)

1.

The Cost of Short-Selling Liquid Securities

Journal of Finance, Forthcoming
Number of pages: 35 Posted: 13 Mar 2009 Last Revised: 10 Sep 2011
Snehal Banerjee and Jeremy J. Graveline
University of California, San Diego (UCSD) - Rady School of Management and University of Minnesota - Carlson School of Management
Downloads 569 (51,462)
Citation 3

Abstract:

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On The Run Treasuries, Short Selling, Liquidity

2.

Crash Risk in Currency Returns

Number of pages: 70 Posted: 16 Mar 2012 Last Revised: 03 Apr 2015
Mikhail Chernov, Jeremy J. Graveline and Irina Zviadadze
UCLA Anderson, University of Minnesota - Carlson School of Management and Stockholm School of Economics
Downloads 377 (85,059)
Citation 31

Abstract:

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currency speculation, crashes, jumps, entropy, Bayesian MCMC

3.

Trading in Derivatives When the Underlying is Scarce

Number of pages: 50 Posted: 20 Nov 2011 Last Revised: 21 Aug 2013
Snehal Banerjee and Jeremy J. Graveline
University of California, San Diego (UCSD) - Rady School of Management and University of Minnesota - Carlson School of Management
Downloads 325 (100,608)
Citation 11

Abstract:

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Scarcity, Short-selling, Price distortions, Derivatives, Regulation

Exchange Rate Determination, Risk Sharing and the Asset Market View

AFA 2013 San Diego Meetings Paper
Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 30 Jan 2013
A. Craig Burnside and Jeremy J. Graveline
Duke University - Department of Economics and University of Minnesota - Carlson School of Management
Downloads 232 (142,675)

Abstract:

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exchange rates, marginal utility, no arbitrage, stochastic discount factors

On the Asset Market View of Exchange Rates

NBER Working Paper No. w18646
Number of pages: 40 Posted: 22 Dec 2012
A. Craig Burnside and Jeremy J. Graveline
Duke University - Department of Economics and University of Minnesota - Carlson School of Management
Downloads 16 (609,780)
Citation 2

Abstract:

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5.

Do Interest Rate Options Contain Information About Excess Returns?

Number of pages: 35 Posted: 17 Feb 2018
Caio Almeida, Jeremy J. Graveline and Scott Joslin
Getulio Vargas Foundation, University of Minnesota - Carlson School of Management and University of Southern California
Downloads 30 (503,924)
Citation 10

Abstract:

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interest rates, options, risk premia, excess returns, forecasting

6.

Sources of Risk in Currency Returns

CEPR Discussion Paper No. DP8745
Number of pages: 53 Posted: 20 Jan 2012
Mikhail Chernov, Jeremy J. Graveline and Irina Zviadadze
UCLA Anderson, University of Minnesota - Carlson School of Management and Stockholm School of Economics
Downloads 8 (642,430)
Citation 1
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Bayesian MCMC, carry trades, exchange rates, implied volatility, jumps

Other Papers (2)

Total Downloads: 363
1.

Who Makes On-the-Run Treasuries Special?

AFA 2006 Boston Meetings Paper
Posted: 22 Mar 2005
Jeremy J. Graveline and Matthew R. McBrady
University of Minnesota - Carlson School of Management and University of Virginia - Darden School of Business
Downloads 273

Abstract:

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2.

Do Options Contain Information About Excess Bond Returns?

AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 20 Mar 2006
Caio Almeida, Jeremy J. Graveline and Scott Joslin
Getulio Vargas Foundation, University of Minnesota - Carlson School of Management and University of Southern California
Downloads 90

Abstract:

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