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

7

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Top 18,661

in Total Papers Downloads

2,674

SSRN CITATIONS
Rank 16,319

SSRN RANKINGS

Top 16,319

in Total Papers Citations

40

CROSSREF CITATIONS

14

Scholarly Papers (7)

1.
Downloads 1,484 ( 12,392)
Citation 21

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 1,484 (12,143)
Citation 23

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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 485 ( 60,097)
Citation 6

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 485 (59,449)
Citation 6

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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: 58 Posted: 02 Feb 2019 Last Revised: 27 Jan 2020
Adem Atmaz
Purdue University - Krannert School of Management
Downloads 312 (100,607)

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

4.

Stock Market and No-Dividend Stocks

Number of pages: 51 Posted: 16 Feb 2018 Last Revised: 10 Feb 2020
Adem Atmaz and Suleyman Basak
Purdue University - Krannert School of Management and London Business School
Downloads 272 (117,023)

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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 84 (307,649)

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

6.

Dynamic Equilibrium with Costly Short-Selling and Lending Market

Number of pages: 53 Posted: 03 Feb 2020
Adem Atmaz, Suleyman Basak and Fangcheng Ruan
Purdue University - Krannert School of Management, London Business School and Purdue University - Krannert School of Management
Downloads 37 (453,161)

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short-selling, stock lending, belief disagreement, shorting fee, short interest, stock price, stock risk premium, volatility, short-selling risk, short-selling activity

7.

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