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

DOWNLOADS
Rank 16,930

SSRN RANKINGS

Top 16,930

in Total Papers Downloads

3,584

SSRN CITATIONS
Rank 14,282

SSRN RANKINGS

Top 14,282

in Total Papers Citations

70

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.
Downloads 1,607 ( 13,344)
Citation 32

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 1,607 (13,097)
Citation 34

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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

2.
Downloads 573 ( 58,179)
Citation 7

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 573 (57,521)
Citation 7

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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: 60 Posted: 02 Feb 2019 Last Revised: 01 Mar 2021
Adem Atmaz
Purdue University - Krannert School of Management
Downloads 487 (71,260)
Citation 2

Abstract:

Loading...

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

4.

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 431 (82,557)

Abstract:

Loading...

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.

Dynamic Equilibrium with Costly Short-Selling and Lending Market

Number of pages: 49 Posted: 03 Feb 2020 Last Revised: 20 Jun 2021
Adem Atmaz, Suleyman Basak and Fangcheng Ruan
Purdue University - Krannert School of Management, London Business School and Purdue University - Krannert School of Management
Downloads 246 (151,988)
Citation 1

Abstract:

Loading...

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

6.

Contrarians, Extrapolators, and Stock Market Momentum and Reversal

Number of pages: 46 Posted: 07 Dec 2020 Last Revised: 03 Jun 2021
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 149 (238,308)

Abstract:

Loading...

Extrapolative expectations, extrapolators, autocorrelation, momentum, reversal

7.

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 91 (339,204)

Abstract:

Loading...

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