Pedram Nezafat

Michigan State University

MI

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 28,828

SSRN RANKINGS

Top 28,828

in Total Papers Downloads

1,194

CITATIONS
Rank 40,116

SSRN RANKINGS

Top 40,116

in Total Papers Citations

4

Scholarly Papers (7)

1.

Effects of Trading Constraints on Information Production, Expected Returns, and Return Volatility

Number of pages: 74 Posted: 28 Apr 2013 Last Revised: 12 Nov 2016
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 315 (74,504)

Abstract:

Dispersion of opinions, Return volatility, Short-sale constraints, 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 224 (79,806)
Citation 4

Abstract:

General Equilibrium, Business Cycles, Production Based Asset Pricing

3.

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 152 (142,299)

Abstract:

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

4.

Testing the Credit Market Timing Hypothesis Using Counterfactual Issuing Dates

Number of pages: 57 Posted: 28 Aug 2013 Last Revised: 21 Sep 2016
Murray Z. Frank and Pedram Nezafat
University of Minnesota and Michigan State University
Downloads 98 (179,881)

Abstract:

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

5.

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

Number of pages: 42 Posted: 09 Dec 2016 Last Revised: 14 Dec 2016
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 at Lincoln
Downloads 0 (257,873)

Abstract:

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

6.

Information, Imperfect Competition, and Volatility

Number of pages: 55 Posted: 17 Jan 2016 Last Revised: 24 Dec 2016
Pedram Nezafat and Mark D. Schroder
Michigan State University and Michigan State University - The Eli Broad Graduate School of Management
Downloads 0 (195,436)

Abstract:

Imperfect competition, Information production, Excess volatility, Information complementarity, Adverse selection

7.

Short Selling, Agency, and Corporate Investment

Number of pages: 56 Posted: 01 Nov 2014
Pedram Nezafat, Tao Shen and Qinghai Wang
Michigan State University, Tsinghua University and University of Central Florida - College of Business Administration
Downloads 106

Abstract:

Short Selling, Agency Problems, Corporate Investment, Stock Returns