Efstathios Avdis

University of Alberta - Department of Finance and Statistical Analysis

2-32C Business Building

Edmonton, Alberta T6G 2R6

Canada

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 48,288

SSRN RANKINGS

Top 48,288

in Total Papers Downloads

1,200

SSRN CITATIONS
Rank 25,587

SSRN RANKINGS

Top 25,587

in Total Papers Citations

15

CROSSREF CITATIONS

22

Scholarly Papers (6)

1.
Downloads 532 ( 67,080)
Citation 12

Maximum Likelihood Estimation of the Equity Premium

The Wharton School Research Paper No. 57, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 69 Posted: 30 May 2014 Last Revised: 12 Aug 2020
Efstathios Avdis and Jessica A. Wachter
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department
Downloads 511 (69,836)
Citation 4

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Maximum Likelihood Estimation of the Equity Premium

Number of pages: 68 Posted: 28 Nov 2013 Last Revised: 15 Oct 2021
Efstathios Avdis and Jessica A. Wachter
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department
Downloads 21 (662,537)
Citation 4

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2.

Information Tradeoffs in Dynamic Financial Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 15 Mar 2012 Last Revised: 05 Apr 2016
Efstathios Avdis
University of Alberta - Department of Finance and Statistical Analysis
Downloads 274 (142,726)
Citation 9

Abstract:

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Information acquisition, Dynamic financial markets, Rational expectations, Market efficiency, Complementarities

Clear and Liquid: The Interaction of Firm Disclosure and Trader Competition

Number of pages: 49 Posted: 10 Oct 2018 Last Revised: 19 Oct 2018
Efstathios Avdis and Sanjay Banerjee
University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 79 (389,357)
Citation 1

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Competition, Bounded Rationality, Accuracy, Clarity

Clear and liquid: The interaction of firm disclosure and trader competition

2019 Canadian Academic Accounting Association (CAAA) Annual Conference
Number of pages: 53 Posted: 17 Jan 2019
Efstathios Avdis and Sanjay Banerjee
University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - Department of Accounting, Operations & Information Systems
Downloads 68 (423,975)
Citation 3

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Competition, bounded rationality, accuracy, clarity

4.

Rational-Expectations Whiplash

University of Alberta School of Business Research Paper No. 2933935
Number of pages: 57 Posted: 17 Mar 2017 Last Revised: 26 Jul 2018
Efstathios Avdis and Masahiro Watanabe
University of Alberta - Department of Finance and Statistical Analysis and University of Alberta - School of Business
Downloads 120 (293,955)

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Rational expectations equilibria, information hierarchy, market stability, risk premium.

5.

Maximum Likelihood Estimation of the Equity Premium

The Wharton School Research Paper No. 54
Number of pages: 48 Posted: 23 Nov 2013
Efstathios Avdis and Jessica A. Wachter
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department
Downloads 75 (396,947)

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6.

Risk Seekers: Trade, Noise, and the Rationalizing Effect of Market Impact on Convex Preferences

University of Alberta School of Business Research Paper No. 2018-504
Number of pages: 78 Posted: 09 May 2018 Last Revised: 31 Dec 2019
Efstathios Avdis
University of Alberta - Department of Finance and Statistical Analysis
Downloads 52 (476,533)

Abstract:

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Rationality, inefficient markets, information acquisition, liquidity