Evan Gatev

Simon Fraser University

Burnaby, British Columbia V5A 1S6

Canada

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 512

SSRN RANKINGS

Top 512

in Total Papers Downloads

37,781

CITATIONS
Rank 13,334

SSRN RANKINGS

Top 13,334

in Total Papers Citations

39

Scholarly Papers (9)

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 33,148 (43)
Citation 118

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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 2,027 (6,779)

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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 124 (225,663)

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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 866 (25,857)

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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 65 (342,858)
Citation 58

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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 646 (38,631)

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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 95 (272,937)
Citation 144

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5.
Downloads 490 ( 56,096)
Citation 25

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 432 (64,880)
Citation 28

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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 58 (363,600)

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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 147 (196,418)
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 88 (284,498)

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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 85 (290,737)
Citation 28

Abstract:

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9.

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