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

10

DOWNLOADS
Rank 9,560

SSRN RANKINGS

Top 9,560

in Total Papers Downloads

5,024

SSRN CITATIONS
Rank 26,048

SSRN RANKINGS

Top 26,048

in Total Papers Citations

20

CROSSREF CITATIONS

8

Scholarly Papers (10)

Actions:
Email selected abstracts
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 1,284 (15,545)
Citation 18

Abstract:

Loading...

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 1,077 (20,246)
Citation 6

Abstract:

Loading...

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 794 (31,389)
Citation 4

Abstract:

Loading...

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

4.

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 460 (64,106)

Abstract:

Loading...

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

5.

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

Number of pages: 73 Posted: 12 Apr 2014 Last Revised: 18 Sep 2019
Aaron Burt and Christopher M. Hrdlicka
University of Oklahoma - Division of Finance and University of Washington - Michael G. Foster School of Business
Downloads 413 (73,077)

Abstract:

Loading...

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

6.

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 346 (89,657)
Citation 2

Abstract:

Loading...

Earnings Announcements, CAPM, Factor Models, SMB, HML

7.

Trading Volume and Time Varying Betas

Number of pages: 118 Posted: 31 Jul 2013 Last Revised: 09 Jun 2019
Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business
Downloads 297 (106,083)
Citation 2

Abstract:

Loading...

Trade, Trading Volume, Turnover, Time Varying Betas, Conditional Betas, Return Predictability, Dividend Predictability

8.

Leaders' Preferences for Fairness and Risk-Sharing Across Generations

Number of pages: 60 Posted: 02 Jun 2012 Last Revised: 23 Jun 2019
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 124 (236,186)

Abstract:

Loading...

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

9.

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 124 (236,186)

Abstract:

Loading...

10.

More Than 100% of the Equity Premium: How Much Is Really Earned on Macroeconomic Announcement Days?

Number of pages: 52 Posted: 28 Oct 2019
Rory Ernst, Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business, University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 105 (267,918)

Abstract:

Loading...

macroeconomic announcements, equity premium, FOMC, information, news