Adem Atmaz

Purdue University - Krannert School of Management

Associate Professor of Finance

403 West State Street

West Lafayette, IN 47907

United States

http://www.aatmaz.com

  • Purdue University - Krannert School of Management

SCHOLARLY PAPERS

8

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Top 9,337

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154

CROSSREF CITATIONS

11

Scholarly Papers (8)

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1.

Belief Dispersion in the Stock Market

Downloads 1,846 (16,013)
Citation 63

Belief Dispersion in the Stock Market

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 30 Oct 2014 Last Revised: 18 May 2017
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Downloads 1,846 (15,746)
Citation 59

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Asset pricing, belief dispersion, heterogeneous beliefs, stock price, mean return, volatility, trading volume, Bayesian learning

Belief Dispersion in the Stock Market

CEPR Discussion Paper No. DP12056
Number of pages: 60 Posted: 22 May 2017
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
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Asset Pricing, Bayesian learning., belief dispersion, heterogeneous beliefs, mean return, stock price, trading volume, volatility

2.

Stock Market and No-Dividend Stocks

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Citation 2

Stock Market and No-Dividend Stocks

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 16 Feb 2018 Last Revised: 03 Jun 2021
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Downloads 879 (46,877)

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Stock market, no-dividend stocks, dynamic asset pricing, incomplete information, stock market correlation with consumption, market risk premium-volatility relation, term structure of equity premia

Stock Market and No-Dividend Stocks

CEPR Discussion Paper No. DP16224
Number of pages: 63 Posted: 14 Jul 2021
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
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Citation 2
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3.

Stock Return Extrapolation, Option Prices, and Variance Risk Premium

Review of Financial Studies
Number of pages: 60 Posted: 02 Feb 2019 Last Revised: 04 Jan 2022
Adem Atmaz
Purdue University - Krannert School of Management
Downloads 840 (50,625)
Citation 6

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extrapolation, sentiment, stochastic volatility, variance bias, option prices, variance risk premium

4.

Option Prices and Costly Short-Selling

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Citation 13

Option Prices and Costly Short-Selling

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 01 Feb 2017 Last Revised: 17 Jul 2018
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Downloads 760 (57,141)
Citation 14

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Option prices, short-selling, shorting fee, partial lending, options marketmaking, bid-ask spreads, put-call parity violations, short-selling bans, stochastic volatility

Option Prices and Costly Short-Selling

CEPR Discussion Paper No. DP13029
Number of pages: 65 Posted: 09 Jul 2018
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
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bid-ask spreads, Option prices, options marketmaking, partial lending, put-call parity violations, short-selling, short-selling bans, shorting fee, stochastic volatility

5.

Dynamic Equilibrium with Costly Short-Selling and Lending Market

Review of Financial Studies
Number of pages: 74 Posted: 03 Feb 2020 Last Revised: 21 Jun 2023
Adem Atmaz, Suleyman Basak and Fangcheng Ruan
Purdue University - Krannert School of Management, London Business School and Purdue University - Krannert School of Management
Downloads 647 (71,516)
Citation 1

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Short-selling, stock lending, belief disagreement, shorting fee, short interest, predictive power, volatility, short-selling risk, GameStop

6.

Contrarians, Extrapolators, and Stock Market Momentum and Reversal

Number of pages: 66 Posted: 07 Dec 2020 Last Revised: 08 Jan 2023
Adem Atmaz, Stefano Cassella, Huseyin Gulen and Fangcheng Ruan
Purdue University - Krannert School of Management, Tilburg University- School of Economics and Management, Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Downloads 533 (91,062)
Citation 2

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Extrapolative expectations, extrapolators, autocorrelation, momentum, reversal

7.

Volatility Disagreement and Equilibrium Volatility Trading

Number of pages: 51 Posted: 29 Nov 2023
Adem Atmaz and Andrea M Buffa
Purdue University - Krannert School of Management and University of Colorado at Boulder - Leeds School of Business
Downloads 150 (337,005)

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Volatility disagreement, volatility trading, volatility derivatives market, variance swaps, variance risk premium, leverage effect, equilibrium asset prices

8.

Internet Appendix for 'Belief Dispersion in the Stock Market'

Number of pages: 45 Posted: 18 May 2017
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Downloads 149 (335,188)

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Asset pricing, belief dispersion, heterogeneous beliefs, stock price, mean return, volatility, trading volume, Bayesian learning