Efstathios Avdis

University of Alberta - Department of Finance and Statistical Analysis

2-32C Business Building

Edmonton, Alberta T6G 2R6

Canada

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 24,916

in Total Papers Citations

17

CROSSREF CITATIONS

18

Scholarly Papers (6)

1.
Downloads 457 ( 69,948)
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 437 (73,172)
Citation 2

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Maximum Likelihood Estimation of the Equity Premium

NBER Working Paper No. w19684
Number of pages: 68 Posted: 28 Nov 2013
Efstathios Avdis and Jessica A. Wachter
University of Alberta - Department of Finance and Statistical Analysis and University of Pennsylvania - Finance Department
Downloads 20 (597,818)
Citation 3

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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 254 (134,947)
Citation 8

Abstract:

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

3.

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 109 (277,936)

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

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 62 (394,552)

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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 38 (489,738)
Citation 2

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Competition, bounded rationality, accuracy, clarity

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 74 (354,529)

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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 45 (449,677)

Abstract:

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Rationality, inefficient markets, information acquisition, liquidity