Christopher M. Hrdlicka

University of Washington - Michael G. Foster School of Business

Assistant Professor of Finance and Business Economics

Box 353200

Seattle, WA 98195

United States

  • University of Washington - Michael G. Foster School of Business

    • Email
    • Tel: 206.616.0332
    • Fax: 206.542.7472
SCHOLARLY PAPERS

9

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4

Scholarly Papers (9)

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1.

Precautionary Savings with Risky Assets: When Cash Is Not Cash

Journal of Finance, Forthcoming
Number of pages: 89 Posted: 03 Nov 2013 Last Revised: 28 May 2016
Ran Duchin, Thomas Gilbert, Jarrad Harford and Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business, University of Washington - Department of Finance and Business Economics, University of Washington and University of Washington - Michael G. Foster School of Business
Downloads 1,234 (15,365)
Citation 1

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Cash, Precautionary Savings, Investment Securities, Risk, Liquidity, SFAS 157, Fair Value, Taxes

2.

Why are University Endowments Large and Risky?

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 19 Mar 2011 Last Revised: 27 Jun 2015
Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 1,028 (20,199)

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University endowments, portfolio choice, investment policy, governance, agency, UPMIFA

3.

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

Review of Asset Pricing Studies, Forthcoming
Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 21 Dec 2013
Thomas Gilbert, Christopher M. Hrdlicka, Jonathan Kalodimos and Stephan Siegel
University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business, Oregon State University - College of Business and University of Washington - Michael G. Foster School of Business
Downloads 755 (31,566)
Citation 2

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Asset pricing models, systematic risk, factor structure, return frequency, information, price discovery, beta measurement

4.

Where Does the Predictability from Sorting on Returns of Economically Linked Firms Come From?

Number of pages: 50 Posted: 12 Apr 2014 Last Revised: 08 Feb 2019
Aaron Burt and Christopher M. Hrdlicka
University of Oklahoma - Division of Finance and University of Washington - Michael G. Foster School of Business
Downloads 352 (82,536)

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model missspecification, price discovery, economic links, return predictability, information diffusion, market efficiency, investor inattention, limits to arbitrage, lead-lag effect, networks

5.

The Structure of Information Release and the Factor Structure of Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 12 May 2016 Last Revised: 14 Feb 2017
Thomas Gilbert, Christopher M. Hrdlicka and Avraham Kamara
University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business
Downloads 325 (90,368)

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Earnings Announcements, CAPM, Factor Models, SMB, HML

6.

How Much Do Directors Influence Firm Value?

Forthcoming in: Review of Financial Studies
Number of pages: 43 Posted: 05 Jun 2015 Last Revised: 11 Jan 2019
Aaron Burt, Christopher M. Hrdlicka and Jarrad Harford
University of Oklahoma - Division of Finance, University of Washington - Michael G. Foster School of Business and University of Washington
Downloads 252 (119,054)

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director influence, connected boards, price discovery, economic links, return predictability, information diffusion, market efficiency, investor inattention, limits to arbitrage, lead-lag effect, networks, boards of directors

7.

Trading Volume and Time Varying Betas

Number of pages: 80 Posted: 31 Jul 2013 Last Revised: 03 Aug 2013
Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business
Downloads 250 (119,547)
Citation 1

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Trade, Trading Volume, Turnover, Time Varying Betas, Conditional Betas

8.

Finding the Disappearing Dividends: Stock Repurchaser Characteristics and Their Increasing Propensity to Pay

Number of pages: 31 Posted: 21 Mar 2011
Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business
Downloads 122 (225,141)

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9.

Leaders' Preferences for Fairness and Risk-Sharing Across Generations

Number of pages: 59 Posted: 02 Jun 2012 Last Revised: 03 Sep 2015
Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 113 (238,339)

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Fairness, intergenerational equity, risk-sharing, portfolio choice, endowments, public pension plans, global warming