David Gempesaw

Miami University

Oxford, OH 45056

United States

SCHOLARLY PAPERS

6

DOWNLOADS

404

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Information Choice, Uncertainty, and Expected Returns

Review of Financial Studies, forthcoming
Number of pages: 80 Posted: 10 Aug 2019 Last Revised: 10 Dec 2020
Charles Cao, David Gempesaw and Timothy T. Simin
Pennsylvania State University, Miami University and Pennsylvania State University
Downloads 227 (191,361)
Citation 1

Abstract:

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Information Choice, Learning, Expected Returns, Cross-Section of Stock Returns, Volatility, Risk, Uncertainty

2.

Piecing Together the Extent of Retail Fractional Trading

Global Finance Journal, Vol. 54, Article 100757, 2022
Number of pages: 70 Posted: 25 Jul 2022 Last Revised: 04 Aug 2022
David Gempesaw, Joseph J. Henry and Raisa Velthuis
Miami University, Rowan University - Accounting & Finance and Villanova University - Department of Finance
Downloads 102 (364,145)

Abstract:

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fractional shares, retail investors, nominal share price, market frictions, Robinhood

3.

Does Idiosyncratic Volatility Proxy for a Missing Risk Factor? Evidence Using Portfolios as Test Assets

Forthcoming at European Financial Management
Number of pages: 44 Posted: 12 Mar 2021 Last Revised: 14 May 2021
David Gempesaw, Haim Kassa and Blerina Bela Zykaj
Miami University, Miami University and Clemson University - College of Business
Downloads 45 (557,615)

Abstract:

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Idiosyncratic volatility, IVOL puzzle, missing risk factor

4.

Corporate Governance and Product Market Competition: Evidence from Import Tariff Reductions

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 44 Posted: 31 Aug 2018 Last Revised: 07 Apr 2021
David Gempesaw
Miami University
Downloads 30 (641,815)

Abstract:

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corporate governance, product market competition, firm value, operating performance

5.

The Consequences of a Democratized IPO Market: Evidence from Robinhood’s IPO Access Program

Posted: 10 Mar 2022 Last Revised: 19 Aug 2022
David Gempesaw and Joseph J. Henry
Miami University and Rowan University - Accounting & Finance

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Initial Public Offerings, IPOs, Attention-Induced Trading, FinTech

6.

The Decline of Informed Trading in the Equity and Options Markets

Journal of Alternative Investments (2018), Volume 21 (2), 16-29
Posted: 02 Mar 2018 Last Revised: 02 Aug 2019
Charles Cao, David Gempesaw and Timothy T. Simin
Pennsylvania State University, Miami University and Pennsylvania State University

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informed trading, hedge funds, implied volatility, stock return predictability