Mark L. Mitchell

University of Chicago - Booth School of Business

5807 S Woodlawn Ave

Chicago, IL 60637

United States

AQR Arbitrage, LLC

One Greenwich Plaza

4th Floor

Greenwich, CT 06830

United States

  • University of Chicago - Booth School of Business

  • AQR Arbitrage, LLC

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SCHOLARLY PAPERS

12

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36,659

TOTAL CITATIONS
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Top 1,563

in Total Papers Citations

562

Scholarly Papers (12)

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1.

New Evidence and Perspectives on Mergers

Harvard Business School Working Paper No. 01-070, HBS Finance Working Paper No. 01-070
Number of pages: 32 Posted: 23 May 2001
Gregor Andrade, Mark L. Mitchell and Erik Stafford
Harvard Business School - Finance Unit, University of Chicago - Booth School of Business and Harvard Business School - Finance Unit
Downloads 13,596 (699)
Citation 182

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2.

Characteristics of Risk and Return in Risk Arbitrage

Number of pages: 54 Posted: 30 May 2001
Mark L. Mitchell and Todd C. Pulvino
University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 7,948 (1,756)
Citation 56

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Risk arbitrage, asset pricing, market efficiency

3.

Managerial Decisions and Long-Term Stock Price Performance

CRSP Working Paper No. 453
Number of pages: 57 Posted: 01 Jun 1998
Mark L. Mitchell and Erik Stafford
University of Chicago - Booth School of Business and Harvard Business School - Finance Unit
Downloads 3,266 (7,889)
Citation 127

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4.

Price Pressure Around Mergers

Harvard NOM Working Paper No. 02-22, HBS Finance Working Paper No. 03-029
Number of pages: 40 Posted: 25 Jul 2002
Mark L. Mitchell, Todd C. Pulvino and Erik Stafford
University of Chicago - Booth School of Business, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 3,008 (8,947)
Citation 48

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Mergers, Short-selling, Arbitrage, Price Pressure, Downward Sloping Demand Curves

5.

Limited Arbitrage in Equity Markets

Harvard Business School Working Paper No. 01-069, HBS Finance Working Paper No. 01-069
Number of pages: 43 Posted: 01 May 2001
Mark L. Mitchell, Todd C. Pulvino and Erik Stafford
University of Chicago - Booth School of Business, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 2,948 (9,230)
Citation 44

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6.

A Clinical Exploration of Value Creation and Destruction in Acquisitions: Organization Design, Incentives, and Internal Capital Markets

Number of pages: 55 Posted: 11 Aug 1997
Steven N. Kaplan, Mark L. Mitchell and Karen H. Wruck
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Ohio State University - Fisher College of Business, Department of Finance
Downloads 2,076 (16,183)

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7.

Arbitrage Crashes and the Speed of Capital

Number of pages: 54 Posted: 22 Jun 2010 Last Revised: 09 Nov 2013
Mark L. Mitchell and Todd C. Pulvino
University of Chicago - Booth School of Business and AQR Capital Management, LLC
Downloads 1,477 (27,391)
Citation 65

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Limited Arbitrage, Financial Crisis

8.

Slow Moving Capital

Downloads 937 (52,790)
Citation 34

Slow Moving Capital

American Economic Review, Forthcoming
Number of pages: 16 Posted: 25 Jan 2007
Mark L. Mitchell, Lasse Heje Pedersen and Todd C. Pulvino
University of Chicago - Booth School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 748 (70,516)
Citation 1

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limits of arbitrage, capital constraint, valuation, risk management, liquidity, hedge funds, convertible bond, merger arbitrage, frictions

Slow Moving Capital

NBER Working Paper No. w12877
Number of pages: 17 Posted: 31 Jan 2007 Last Revised: 09 Sep 2022
Mark L. Mitchell, Lasse Heje Pedersen and Todd C. Pulvino
University of Chicago - Booth School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 185 (339,145)
Citation 12

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Slow Moving Capital

CEPR Discussion Paper No. DP6117
Number of pages: 19 Posted: 16 May 2008
Mark L. Mitchell, Lasse Heje Pedersen and Todd C. Pulvino
University of Chicago - Booth School of Business, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 4 (1,332,897)
Citation 21
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Capital constraint, convertible bond, frictions, hedge funds, limits of arbitrage, liquidity, merger arbitrage, risk management, valuation

9.

Market Returns and Interim Risk in Mergers

Accepted, Management Science
Number of pages: 51 Posted: 24 Feb 2020 Last Revised: 16 Aug 2023
Davidson Heath and Mark L. Mitchell
University of Utah - David Eccles School of Business and University of Chicago - Booth School of Business
Downloads 612 (92,592)
Citation 6

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mergers, acquisitions, completion, cancellation, market crashes, real effects, strategic default, method of payment, interim risk, definitive agreement

10.

Runs to Banks: The Role of Cash Sweeps During Market Downturns

Number of pages: 51 Posted: 21 Oct 2020
Mark L. Mitchell
University of Chicago - Booth School of Business
Downloads 458 (132,313)

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market crashes, bank runs, brokered deposits, sweep deposits, bank deposits, brokerage firms, financial regulations

11.

Runs to Bank: The Role of Sweep Banking Deposits During Market Downturns

Fama-Miller Working Paper Forthcoming
Number of pages: 61 Posted: 22 Mar 2021 Last Revised: 01 Mar 2023
James R. Barth, Mark L. Mitchell and Yanfei Sun
Auburn University, University of Chicago - Booth School of Business and Toronto Metropolitan University
Downloads 171 (364,583)

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banks, sweep deposits, brokered deposits, stock market, bank regulation

12.

A Clinical Exploration of Value Creation and Destruction in Acquisitions: Organizational Design, Incentives, and Internal Capital Markets

NBER Working Paper No. w5999
Number of pages: 65 Posted: 07 Jul 2000 Last Revised: 29 Nov 2022
Steven N. Kaplan, Mark L. Mitchell and Karen H. Wruck
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Ohio State University - Fisher College of Business, Department of Finance
Downloads 162 (382,041)

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