Pedram Nezafat

University of Michigan at Ann Arbor - Finance

701 Tappan Street

Ann Arbor, MI 48109-1234

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 35,632

SSRN RANKINGS

Top 35,632

in Total Papers Downloads

1,954

SSRN CITATIONS
Rank 36,710

SSRN RANKINGS

Top 36,710

in Total Papers Citations

7

CROSSREF CITATIONS

14

Scholarly Papers (10)

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 425 (97,186)
Citation 18

Abstract:

Loading...

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 424 (97,458)
Citation 6

Abstract:

Loading...

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 252 (170,159)
Citation 1

Abstract:

Loading...

\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 223 (191,185)
Citation 1

Abstract:

Loading...

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 196 (215,487)

Abstract:

Loading...

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

6.

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 182 (229,839)
Citation 1

Abstract:

Loading...

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

7.

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 134 (295,044)

Abstract:

Loading...

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

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 (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 33 (626,660)

Abstract:

Loading...

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 (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 26 (675,683)

Abstract:

Loading...

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 39 (577,891)

Abstract:

Loading...

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 20 (702,170)
Citation 1

Abstract:

Loading...

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