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

SCHOLARLY PAPERS

8

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in Total Papers Downloads

5,804

SSRN CITATIONS
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SSRN RANKINGS

Top 9,337

in Total Papers Citations

154

CROSSREF CITATIONS

11

Scholarly Papers (8)

1.
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.
Downloads 879 (47,565)
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.
Downloads 760 (57,967)
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
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)

Abstract:

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