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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 1,189

SSRN RANKINGS

Top 1,189

in Total Papers Downloads

33,669

SSRN CITATIONS
Rank 1,499

SSRN RANKINGS

Top 1,499

in Total Papers Citations

488

CROSSREF CITATIONS

333

Scholarly Papers (12)

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 13,205 (477)
Citation 182

Abstract:

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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 6,942 (1,489)
Citation 56

Abstract:

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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 2,938 (6,419)
Citation 74

Abstract:

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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 2,819 (6,849)
Citation 48

Abstract:

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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 2,740 (7,150)
Citation 44

Abstract:

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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 2,049 (11,448)

Abstract:

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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 1,309 (22,754)
Citation 40

Abstract:

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Limited Arbitrage, Financial Crisis

8.
Downloads 770 ( 48,102)
Citation 130

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 658 (58,446)
Citation 1

Abstract:

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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 109 (358,660)
Citation 12

Abstract:

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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 3 (946,443)
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: 13 Dec 2021
Davidson Heath and Mark L. Mitchell
University of Utah - David Eccles School of Business and University of Chicago - Booth School of Business
Downloads 409 (105,859)

Abstract:

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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 289 (154,300)

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

11.

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: 25 May 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 130 (314,366)

Abstract:

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12.

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

Number of pages: 70 Posted: 22 Mar 2021 Last Revised: 26 Feb 2022
James R. Barth, Mark L. Mitchell and Yanfei Sun
Auburn University, University of Chicago - Booth School of Business and Ryerson University
Downloads 69 (469,615)

Abstract:

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brokerage firms, sweep deposits, bank deposits, market crashes