Adem Atmaz

Purdue University - Krannert School of Management

Assistant Professor of Finance

403 West State Street

West Lafayette, IN 47907

United States

http://www.aatmaz.com

SCHOLARLY PAPERS

6

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Top 19,335

in Total Papers Downloads

2,486

SSRN CITATIONS
Rank 20,104

SSRN RANKINGS

Top 20,104

in Total Papers Citations

24

CROSSREF CITATIONS

14

Scholarly Papers (6)

1.
Downloads 1,436 ( 12,548)
Citation 16

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 1,436 (12,292)
Citation 18

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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.
Downloads 443 ( 64,844)
Citation 3

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 443 (64,208)
Citation 3

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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

3.

Stock Return Extrapolation, Option Prices, and Variance Risk Premium

Number of pages: 59 Posted: 02 Feb 2019 Last Revised: 24 Sep 2019
Adem Atmaz
Purdue University - Krannert School of Management
Downloads 287 (106,567)

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

4.

Stock Market and No-Dividend Stocks

Number of pages: 51 Posted: 16 Feb 2018 Last Revised: 24 Sep 2019
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Downloads 240 (128,323)

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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

5.

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 80 (307,286)

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

6.

A Dynamic Model of Short Interest

Posted: 07 Mar 2013 Last Revised: 21 Jan 2019
Adem Atmaz
Purdue University - Krannert School of Management

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Asset pricing, short interest, short sellers, heterogeneous beliefs, Bayesian updating