Ethan Namvar

University of California, Berkeley - Haas School of Business

545 Student Services Building, #1900

2220 Piedmont Avenue

Berkeley, CA 94720

United States

http://haas.berkeley.edu

Columbia Business School

Adjunct Assistant Professor

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

20

DOWNLOADS
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CITATIONS
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in Total Papers Citations

26

Scholarly Papers (20)

Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban

The Journal of Investment Management, Second Quarter, 2013, Harry M. Markowitz Special Distinction Award 2013
Number of pages: 43 Posted: 23 Mar 2009 Last Revised: 09 May 2014
Lawrence Harris, Ethan Namvar and Blake Phillips
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of California, Berkeley - Haas School of Business and University of Waterloo
Downloads 677 (30,338)
Citation 23

Abstract:

Short-sale Ban, SEC, Securities and Exchange Commission, Short-Sale Constraints, Financial Crisis

Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban

Journal Of Investment Management (JOIM), Second Quarter 2013
Posted: 15 Jun 2013
Lawrence Harris, Ethan Namvar and Blake Phillips
University of Southern California - Marshall School of Business - Finance and Business Economics Department, University of California, Berkeley - Haas School of Business and University of Waterloo

Abstract:

Short selling, short-sale ban, short-sale constraints, financial crisis

An Introduction to Peer-to-Peer Loans as Investments

Journal of Investment Management First Quarter, 2014
Number of pages: 20 Posted: 03 Mar 2013 Last Revised: 22 May 2014
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 590 (36,616)

Abstract:

Peer to Peer Loans, Consumer Lending, Alternative Investments

An Introduction to Peer-to-Peer Loans as Investments

Journal of Investment Management (JOIM), First Quarter 2014
Posted: 31 Mar 2015
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

Peer-to-peer loans, consumer lending, alternative investments

3.

Do Hedge Funds Dynamically Manage Systematic Risk?

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 30 Oct 2012 Last Revised: 01 Dec 2015
University of California, Berkeley - Haas School of Business, University of Waterloo, University of Missouri, Columbia and University of Cambridge
Downloads 332 (51,536)
Citation 1

Abstract:

Hedge Funds, Alternative Investments, Correlation Risk, Systematic Risk

4.

The Economics of Flash Orders and Trading

Journal of Investment Management, Fourth Quarter, 2016
Number of pages: 17 Posted: 03 Nov 2011 Last Revised: 11 Apr 2017
Lawrence Harris and Ethan Namvar
University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of California, Berkeley - Haas School of Business
Downloads 260 (56,830)
Citation 1

Abstract:

flash orders, high frequency trading, algorithmic trading, volatility

The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool

The Journal of Investment Management, Third Quarter, 2013
Number of pages: 18 Posted: 10 Oct 2012 Last Revised: 19 Sep 2013
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and University of Waterloo
Downloads 158 (158,751)

Abstract:

short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity

The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool

Journal of Investment Management; Third Quarter, 2013
Posted: 15 Nov 2014
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and University of Waterloo

Abstract:

Short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity

6.

Commonalities in Investment Strategy and the Determinants of Performance in Mutual Fund Mergers

Journal of Banking & Finance, Volume 37, Issue 2, February 2013, Pages 625-635
Number of pages: 37 Posted: 04 Oct 2012 Last Revised: 15 Jul 2014
Ethan Namvar and Blake Phillips
University of California, Berkeley - Haas School of Business and University of Waterloo
Downloads 66 (196,958)

Abstract:

Mutual fund, Mutual fund merger, Mutual fund governance

7.

The Phantom New Jersey Stock Exchange of 1933

Financial History, Fall 2013
Number of pages: 13 Posted: 20 Oct 2013 Last Revised: 31 Oct 2013
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 25 (382,867)

Abstract:

New Jersey Stock Exchange, New York Stock Exchange, Microstructure, Stock Taxation, Taxes, Financial Market History

8.

The Rise and Fall of the New Jersey Stock Exchange

The Journal of Trading, Summer 2013
Number of pages: 17 Posted: 12 Jan 2013 Last Revised: 17 Sep 2013
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 23 (407,182)
Citation 1

Abstract:

9.

The Economics of Flash Orders and Trading (Presentation Slides)

Number of pages: 19 Posted: 14 Apr 2017
Lawrence E. Harris and Ethan Namvar
Independent and University of California, Berkeley - Haas School of Business
Downloads 0 (462,221)

Abstract:

10.

Financial Markets and Investments in the U.S. (Presentation Slides)

Columbia Business School Research Paper No. 16-54
Number of pages: 41 Posted: 11 Aug 2016
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 0 (324,360)

Abstract:

United States Financial Markets, Investments

11.

Modeling Municipal Yields with (and without) Bond Insurance

Claremont McKenna College Robert Day School of Economics and Finance Research Paper
Number of pages: 61 Posted: 12 Oct 2015 Last Revised: 16 Jun 2017
Albert Lee Chun, Ethan Namvar, Xiaoxia Ye and Fan Yu
University of Queensland - Business School, University of California, Berkeley - Haas School of Business, University of Bradford - School of Management and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 0 (275,165)

Abstract:

12.

A Comparison of Municipal Bond Index Weighting Schemes

Posted: 24 Mar 2015
Pacific Investment Management Company (PIMCO), University of California, Berkeley - Haas School of Business, University of Missouri, Columbia and Research Affiliates, LLC

Abstract:

Municipal Bonds; Municipal Bond Index; Passive Investing; Indexing

13.

Inside the Black Box Presentation: MIT Alumni Association

Number of pages: 8 Posted: 28 Jun 2014
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 0 (421,093)

Abstract:

14.

Fixed Income Portfolio Management at PIMCO: Bill Gross, the Bond King

Posted: 19 Feb 2013 Last Revised: 25 Oct 2013
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

Fixed Income, Fixed Income Portfolio Management, Bill Gross, PIMCO, Pacific Investment Management Company

15.

Municipal Bonds

Encyclopedia of Quantitative Finance (Wiley), 2009
Posted: 17 Oct 2012
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

municipal bonds, tax free, tax exempt, municipal bond arbitrage, munis, muni bonds, tax arbitrage, fixed income arbitrage, tender option bond (TOB), variable-rate demand obligation (VRDO), public finance

16.

Jack Lawrence Treynor

Encyclopedia of Quantitative Finance (Wiley), 2009
Posted: 17 Oct 2012
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

capital asset pricing model, CAPM, Treynor–Sharpe–Lintner–Mossin CAPM, Treynor–Black model, asset pricing, security selection, active portfolio management, beta, alpha, inflation

17.

Mark Edward Rubinstein

Encyclopedia of Quantitative Finance (Wiley), 2009
Posted: 17 Oct 2012
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

asset-pricing, Cox-Ross-Rubinstein model, CRR model, Black-Scholes-Merton, derivatives, binomial options model, 1987 stock market crash, portfolio insurance, Leland O'Brien Rubinstein, exchange-trade funds, ETF, SuperTrust

18.

Chapter 2: The Environment of Alternative Investments

CAIA Level I: An Introduction to Core Topics in Alternative Investments, M. Anson, ed., Wiley Finance, April 2012
Posted: 15 Oct 2012
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

Alternative Investments, Hedge Funds

19.

Barr Rosenberg and Barra Case Study

Posted: 02 Aug 2012
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

Barra, Barr Rosenberg, Beta, Factor Models, Risk Management

20.

Oh Behave! — Fuller & Thaler Asset Management

Posted: 02 Aug 2012
Ethan Namvar
University of California, Berkeley - Haas School of Business

Abstract:

Behavioral Finance, Biases, Under reaction, Over reaction, Case Study

Other Papers (4)

Total Downloads: 445    Citations: 0
1.

Career Paths in Finance

Number of pages: 1 Posted: 08 Oct 2013
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 202

Abstract:

Career

2.

Inside the Black Box Presentation

Number of pages: 15 Posted: 13 Nov 2013
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 91 (173,036)

Abstract:

3.

The Ideal Academic

Number of pages: 5 Posted: 22 Mar 2014
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 8

Abstract:

Academic, Academia, Teaching

4.

Inside the Black Box Presentation Berkeley/Haas Alumni Association and CIWM

Posted: 13 Nov 2013
Ethan Namvar
University of California, Berkeley - Haas School of Business
Downloads 2

Abstract: