Evan Gatev

Simon Fraser University

Burnaby, British Columbia V5A 1S6

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 543

SSRN RANKINGS

Top 543

in Total Papers Downloads

39,422

SSRN CITATIONS
Rank 2,631

SSRN RANKINGS

Top 2,631

in Total Papers Citations

86

CROSSREF CITATIONS

352

Scholarly Papers (10)

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Yale ICF Working Paper No. 08-03
Number of pages: 47 Posted: 28 Dec 1998 Last Revised: 24 Jan 2008
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 34,743 (50)
Citation 22

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Pairs Trading: Performance of a Relative-Value Arbitrage Rule

The Review of Financial Studies, Vol. 19, Issue 3, pp. 797-827, 2006
Posted: 29 Feb 2008
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

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Rebels, Conformists, Contrarians and Momentum Traders

AFA 2003 Washington, DC Meetings; Yale SOM Working Paper No. ICF - 00-07
Number of pages: 45 Posted: 07 Apr 2000
Evan Gatev and Stephen A. Ross
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,032 (7,592)

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Rebels, Conformists, Contrarians and Momentum Traders

NBER Working Paper No. w7835
Number of pages: 51 Posted: 12 Aug 2000 Last Revised: 02 Apr 2001
Evan Gatev and Stephen A. Ross
Simon Fraser University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 125 (242,974)

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Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

FDIC CRF Working Paper 2006-03, AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 17 Feb 2006
Simon Fraser University, Boston College - Department of Finance and Oliver Wyman
Downloads 876 (28,006)
Citation 3

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Liquidity, banking, financial crisis

Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

NBER Working Paper No. w12234
Number of pages: 38 Posted: 25 May 2006 Last Revised: 27 Jul 2006
Simon Fraser University, Boston College - Department of Finance and Oliver Wyman
Downloads 71 (353,314)
Citation 7

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Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions

The Review of Financial Studies, Vol. 22, Issue 3, pp. 995-1020, 2009
Posted: 17 Mar 2009
Simon Fraser University, Oliver Wyman and Boston College - Department of Finance

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G18, G21

Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market

AFA 2004 San Diego Meetings
Number of pages: 42 Posted: 26 Feb 2003
Evan Gatev and Philip E. Strahan
Simon Fraser University and Boston College - Department of Finance
Downloads 655 (41,735)

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banking, liquidity, commercial paper

Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market

NBER Working Paper No. w9956
Number of pages: 60 Posted: 10 Sep 2003 Last Revised: 05 Nov 2010
Evan Gatev and Philip E. Strahan
Simon Fraser University and Boston College - Department of Finance
Downloads 96 (293,544)
Citation 19

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Downloads 497 ( 60,342)
Citation 6

Liquidity Risk and Syndicate Structure

AFA 2009 San Francisco Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 47 Posted: 25 Mar 2008
Evan Gatev and Philip E. Strahan
Simon Fraser University and Boston College - Department of Finance
Downloads 436 (70,230)
Citation 6

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Liquidity Risk, Banks, Syndicates, Syndicated Loans

Liquidity Risk and Syndicate Structure

NBER Working Paper No. w13802
Number of pages: 40 Posted: 13 Feb 2008 Last Revised: 19 Sep 2010
Evan Gatev and Philip E. Strahan
Simon Fraser University and Boston College - Department of Finance
Downloads 61 (383,305)

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6.

Risk-Taking of Institutional Investors: Evidence from US Defined Benefit Pension Plans

Number of pages: 34 Posted: 26 Mar 2010
Christina V. Atanasova and Evan Gatev
Simon Fraser University and Simon Fraser University
Downloads 150 (209,600)
Citation 2

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Pension Pans, Volatility, Defined Benefit, Risk

7.

Pension Plan Risk-Taking: Does It Matter If the Sponsor is Publicly-Traded?

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 37 Posted: 03 Sep 2010
Evan Gatev
Simon Fraser University
Downloads 90 (303,529)

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Pension Funds, Risk-taking

8.

How Do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998

NBER Working Paper No. w10982
Number of pages: 37 Posted: 15 Dec 2004 Last Revised: 06 Jul 2010
Simon Fraser University, Boston College - Department of Finance and Oliver Wyman
Downloads 87 (310,091)
Citation 3

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9.

Hedge Funds as International Liquidity Providers: Evidence from Convertible Bond Arbitrage in Canada

Financial Markets and Portfolio Management 31(2), 117–136, 2017
Posted: 02 Mar 2020
Evan Gatev and Mingxin Li
Simon Fraser University and Canada Mortgage and Housing Corporation

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Stock liquidity, Short interest, Convertible bond arbitrage

10.

Liquidity Risk and Limited Arbitrage: Are Taxpayers Helping Hedge Funds Get Rich?

Journal of Investment Management, Second Quarter, 2009
Posted: 17 Jul 2009 Last Revised: 10 Nov 2009
Evan Gatev
Simon Fraser University

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Value spread, value premium, market timing, Asia