Pedram Nezafat

University of Michigan at Ann Arbor - Finance

701 Tappan Street

Ann Arbor, MI 48109-1234

United States

  • University of Michigan at Ann Arbor - Finance

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 46,021

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15

CROSSREF CITATIONS

2

Scholarly Papers (10)

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1.

Asset Prices and Business Cycles with Financial Shocks

Number of pages: 61 Posted: 22 Mar 2010 Last Revised: 25 May 2015
Pedram Nezafat and Ctirad Slavik
University of Michigan at Ann Arbor - Finance and Goethe University Frankfurt
Downloads 461 (108,858)
Citation 1

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General Equilibrium, Business Cycles, Production Based Asset Pricing

2.

Short-Sale Constraints, Information Acquisition, and Asset Prices

Number of pages: 49 Posted: 28 Apr 2013 Last Revised: 15 Sep 2017
Pedram Nezafat, Mark D. Schroder and Qinghai Wang
University of Michigan at Ann Arbor - Finance, Michigan State University - The Eli Broad Graduate School of Management and University of Central Florida - College of Business Administration
Downloads 450 (111,996)
Citation 9

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Return volatility, Short-selling bans, Financial crises, Information production, Asset prices

3.

Illiquidity and the Value of Private Information

Number of pages: 57 Posted: 17 Jan 2016 Last Revised: 15 Feb 2020
Pedram Nezafat and Mark D. Schroder
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 297 (177,326)
Citation 1

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\Imperfect competition, information production, excess volatility, information complementarity, adverse selection, exchange traded funds (ETFs)

4.

Short Selling, Agency, and Corporate Investment

Number of pages: 69 Posted: 01 Nov 2014 Last Revised: 08 Apr 2020
Pedram Nezafat, Tao Shen and Qinghai Wang
University of Michigan at Ann Arbor - Finance, Tsinghua University and University of Central Florida - College of Business Administration
Downloads 254 (207,855)
Citation 1

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Short Selling, Agency Problems, Corporate Investment, Stock Returns

5.

Driving Forces of Corporate Capital Structure Variation Over Time

Number of pages: 43 Posted: 15 Mar 2011 Last Revised: 20 Feb 2013
Pedram Nezafat
University of Michigan at Ann Arbor - Finance
Downloads 205 (254,947)

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Corporate Capital Structure, Capital Market Driven Corporate Finance, Structural Models of Capital Structure

6.

Private Information, Securities Lending, and Asset Prices

31st Australasian Finance and Banking Conference 2018
Number of pages: 73 Posted: 30 Jul 2018 Last Revised: 14 Oct 2020
Pedram Nezafat and Mark D. Schroder
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 201 (259,528)

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Short Selling, Asset Prices, Equity Lending Fees, Information Asymmetry

7.

Testing the Credit Market Timing Hypothesis Using Counterfactual Issuing Dates

Number of pages: 50 Posted: 28 Aug 2013 Last Revised: 12 May 2019
Murray Z. Frank and Pedram Nezafat
University of Minnesota and University of Michigan at Ann Arbor - Finance
Downloads 197 (264,301)
Citation 3

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Credit Marking Timing, Market Timing Hypothesis, Behavioral Finance, Bond Market, CDS Market

8.

Asset Prices and Business Cycles with Liquidity Shocks

Downloads 107 (431,608)

Asset Prices and Business Cycles with Liquidity Shocks

Number of pages: 56 Posted: 14 Nov 2021
Pedram Nezafat and Ctirad Slavík
University of Michigan at Ann Arbor - Finance and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 70 (569,174)

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General Equilibrium, Business Cycles, Production Based Asset Pricing, Equity Premium and Risk-Free Rate Puzzles

Asset Prices and Business Cycles with Liquidity Shocks

CERGE-EI Working Paper Series No. 711
Number of pages: 53 Posted: 30 Dec 2021
Pedram Nezafat and Ctirad Slavík
University of Michigan at Ann Arbor - Finance and Charles University in Prague - CERGE-EI, a joint workplace of Charles University and the Economics Institute of the Czech Academy of Sciences
Downloads 37 (764,957)

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General Equilibrium, Business Cycles, Production Based Asset Pricing, Equity Premium and Risk-Free Rate Puzzles

9.

On the Negative Value of Private Information

Number of pages: 38 Posted: 01 Jan 2022
Pedram Nezafat and Mark D. Schroder
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 68 (570,247)

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Imperfect competition, information acquisition, adverse selection

10.

Longs, Shorts, and the Cross-Section of Stock Returns

Journal of Banking and Finance, Forthcoming
Number of pages: 82 Posted: 09 Dec 2016 Last Revised: 13 Jan 2022
Pedram Nezafat, Tao Shen, Qinghai Wang and J. (Julie) Wu
University of Michigan at Ann Arbor - Finance, Tsinghua University, University of Central Florida - College of Business Administration and University of Nebraska - Lincoln
Downloads 55 (633,589)
Citation 1

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Short Selling, Hedge Funds, Stock Returns, Disagreement, Dispersions in Analysts' Forecasts