Pedram Nezafat

Michigan State University

MI

United States

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 38,960

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3

CROSSREF CITATIONS

14

Scholarly Papers (8)

1.

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
Michigan State University, Michigan State University - The Eli Broad Graduate School of Management and University of Central Florida - College of Business Administration
Downloads 398 (80,492)
Citation 7

Abstract:

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

2.

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
Michigan State University and Goethe University Frankfurt
Downloads 390 (82,365)
Citation 17

Abstract:

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General Equilibrium, Business Cycles, Production Based Asset Pricing

3.

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

Number of pages: 44 Posted: 09 Dec 2016 Last Revised: 15 Jan 2019
Pedram Nezafat, Tao Shen, Qinghai Wang and J. (Julie) Wu
Michigan State University, Tsinghua University, University of Central Florida - College of Business Administration and University of Nebraska - Lincoln
Downloads 222 (150,488)
Citation 1

Abstract:

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

4.

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
Michigan State University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 217 (153,756)

Abstract:

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

5.

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
Michigan State University, Tsinghua University and University of Central Florida - College of Business Administration
Downloads 190 (173,872)

Abstract:

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Short Selling, Agency Problems, Corporate Investment, Stock Returns

6.

Driving Forces of Corporate Capital Structure Variation Over Time

Number of pages: 43 Posted: 15 Mar 2011 Last Revised: 20 Feb 2013
Pedram Nezafat
Michigan State University
Downloads 190 (173,872)

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

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 Michigan State University
Downloads 168 (193,817)

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

8.

Private Information, Securities Lending, and Asset Prices

31st Australasian Finance and Banking Conference 2018
Number of pages: 71 Posted: 30 Jul 2018 Last Revised: 29 Feb 2020
Pedram Nezafat and Mark D. Schroder
Michigan State University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 80 (331,907)

Abstract:

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