Mohammad Ghaderi

University of Kansas - School of Business

Assistant Professor of Finance

1654 Naismith Dr.

Lawrence, KS 66045

United States

http://sites.google.com/site/mohaghaderi

SCHOLARLY PAPERS

4

DOWNLOADS

1,623

SSRN CITATIONS
Rank 43,945

SSRN RANKINGS

Top 43,945

in Total Papers Citations

20

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Learning, Slowly Unfolding Disasters, and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 09 Aug 2019 Last Revised: 30 Oct 2021
Mohammad Ghaderi, Mete Kilic and Sang Byung Seo
University of Kansas - School of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 622 (81,894)
Citation 1

Abstract:

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2.

Is There a Macro-Announcement Premium?

Number of pages: 74 Posted: 11 Apr 2023 Last Revised: 21 Apr 2023
Mohammad Ghaderi and Sang Byung Seo
University of Kansas - School of Business and University of Wisconsin - Madison
Downloads 544 (97,370)
Citation 1

Abstract:

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macroeconomic announcement, announcement return, announcement premium, monetary policy surprise, small-sample issues

3.

Why Do Rational Investors Like Variance at the Peak of a Crisis? A Learning-Based Explanation

Journal of Monetary Economics, Forthcoming
Number of pages: 41 Posted: 14 Nov 2021 Last Revised: 24 Aug 2023
Mohammad Ghaderi, Mete Kilic and Sang Byung Seo
University of Kansas - School of Business, University of Southern California - Marshall School of Business and University of Wisconsin - Madison
Downloads 273 (210,266)
Citation 2

Abstract:

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negative variance risk premium, Bayesian learning, rational investors, good uncertainty, crisis dynamics

4.

Can Time‐Varying Risk Premia and Household Heterogeneity Explain Credit Cycles?

Number of pages: 62 Posted: 06 Jan 2021
Mohammad Ghaderi
University of Kansas - School of Business
Downloads 184 (305,193)

Abstract:

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Expected Default, Credit Dispersion, Business Cycles, Disaster Risk, Household Heterogeneity