Ryan Lewis

University of Colorado, Boulder

Assistant Professor of Finance

Boulder, CO 80309-0419

United States

  • University of Colorado, Boulder

SCHOLARLY PAPERS

14

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Top 7,897

in Total Papers Downloads

9,814

SSRN CITATIONS
Rank 6,351

SSRN RANKINGS

Top 6,351

in Total Papers Citations

238

CROSSREF CITATIONS

12

Scholarly Papers (14)

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1.

Disaster on the Horizon: The Price Effect of Sea Level Rise

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 21 Nov 2017 Last Revised: 26 Jul 2018
Asaf Bernstein, Matthew Gustafson and Ryan Lewis
University of Colorado at Boulder, Pennsylvania State University - Smeal College of Business and University of Colorado, Boulder
Downloads 4,349 (3,865)
Citation 187

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Climate Change, Asset Prices, Beliefs, Sea Level Rise, Real Estate

2.

Sea Level Rise Exposure and Municipal Bond Yields

Downloads 1,819 (15,796)
Citation 20

Sea Level Rise Exposure and Municipal Bond Yields

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 11 Nov 2019 Last Revised: 10 Nov 2022
Paul S. Goldsmith-Pinkham, Matthew Gustafson, Ryan Lewis and Michael Schwert
Yale School of Management, Pennsylvania State University - Smeal College of Business, University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 1,807 (15,703)
Citation 17

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climate change, sea level rise, asset prices, municipal bonds, credit risk

Sea Level Rise Exposure and Municipal Bond Yields

NBER Working Paper No. w30660
Number of pages: 89 Posted: 21 Nov 2022 Last Revised: 14 Apr 2023
Paul S. Goldsmith-Pinkham, Matthew Gustafson, Ryan Lewis and Michael Schwert
Yale School of Management, Pennsylvania State University - Smeal College of Business, University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 12 (963,864)
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3.

Corporate Debt Markets and Recovery Rates with Vulture Investors

Number of pages: 64 Posted: 18 Dec 2014 Last Revised: 09 Feb 2017
Ryan Lewis
University of Colorado, Boulder
Downloads 565 (81,939)

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Intermediary Asset Pricing, Recovery Rates, Credit Spreads, Bankruptcy Restructuring

4.

Investor Betas

Number of pages: 58 Posted: 28 Jan 2021 Last Revised: 11 Feb 2023
Lorenzo Bretscher, Ryan Lewis and Shrihari Santosh
Swiss Finance Institute - HEC Lausanne, University of Colorado, Boulder and University of Colorado at Boulder - Department of Finance
Downloads 523 (90,226)

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CAPM, risk, return, idiosyncratic, portfolio, active investor

5.

Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?

Finance Down Under 2017 Building on the Best from the Cellars of Finance, European Corporate Governance Institute – Finance Working Paper No. 655/2020, Forthcoming Journal of Finance
Number of pages: 62 Posted: 24 Nov 2015 Last Revised: 18 Oct 2021
Cem Demiroglu, Julian R. Franks and Ryan Lewis
Koc University, College of Administrative Sciences and Economics, London Business School - Institute of Finance and Accounting and University of Colorado, Boulder
Downloads 519 (91,112)

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Bankruptcy, Chapter 11, TRACE, Transparency, Bond, Dissemination

6.

The Effects of Transparency on OTC Market-Making

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 49 Posted: 12 Dec 2018 Last Revised: 12 Aug 2021
Ryan Lewis and Michael Schwert
University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 495 (96,450)
Citation 2

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over-the-counter markets, price transparency, corporate bonds

7.

The Marginal Value of Public Pension Wealth: Evidence From Border House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 71 Posted: 09 Mar 2021 Last Revised: 22 Sep 2023
Darren Aiello, Asaf Bernstein, Mahyar Kargar, Ryan Lewis and Michael Schwert
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign, University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 330 (153,301)

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Public finance, pensions, house prices

8.

The Costs of Hedging Disaster Risk and Home Prices in the Face of Climate Change

Number of pages: 61 Posted: 21 Sep 2022 Last Revised: 06 Sep 2023
Shan Ge, Ammon Lam and Ryan Lewis
New York University (NYU) - Department of Finance, New York University and University of Colorado, Boulder
Downloads 316 (160,619)

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Flood insurance, real estate, climate change, mortgage

9.

Crowded Ratings: Clientele Effects in the Corporate Bond Market

Number of pages: 61 Posted: 28 Nov 2020 Last Revised: 01 Sep 2021
Francisco Gomes, Ryan Lewis and Jordan Nickerson
London Business School, University of Colorado, Boulder and University of Washington - Department of Finance and Business Economics
Downloads 295 (172,666)

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credit ratings, clientele effects, corporate bond pricing, market segmentation

10.

Partisan Residential Sorting on Climate Change Risk

Downloads 231 (220,473)
Citation 18

Partisan Residential Sorting on Climate Change Risk

Number of pages: 71 Posted: 11 Dec 2020 Last Revised: 26 Oct 2021
Asaf Bernstein, Stephen B. Billings, Matthew Gustafson and Ryan Lewis
University of Colorado at Boulder, University of Colorado - Boulder, Pennsylvania State University - Smeal College of Business and University of Colorado, Boulder
Downloads 206 (244,887)
Citation 2

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residential sorting, climate change, sea level rise, real estate, politics

Partisan Residential Sorting on Climate Change Risk

NBER Working Paper No. w27989
Number of pages: 72 Posted: 27 Oct 2020 Last Revised: 24 Jun 2023
Asaf Bernstein, Stephen B. Billings, Matthew Gustafson and Ryan Lewis
University of Colorado at Boulder, University of Colorado - Boulder, Pennsylvania State University - Smeal College of Business and University of Colorado, Boulder
Downloads 25 (835,397)
Citation 14

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11.

Same Firm, Different Betas

Number of pages: 38 Posted: 24 Apr 2019 Last Revised: 13 Nov 2019
Ryan Lewis
University of Colorado, Boulder
Downloads 188 (266,642)
Citation 1

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Credit Spreads, Systematic Risk, Empirical Asset Pricing, Segmented Markets

12.

Ambiguity and Corporate Yield Spreads

Number of pages: 56 Posted: 27 Mar 2022
Yehuda (Yud) Izhakian, Ryan Lewis and Jaime F. Zender
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of Colorado, Boulder and University of Colorado at Boulder - Department of Finance
Downloads 156 (312,965)

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Yield Spreads, Knightian Uncertainty, Ambiguity Aversion, Bond Ambiguity, Perceived Probabilities.

13.

Does Wildfire Smoke Choke Local Business?

Number of pages: 40 Posted: 26 Sep 2023
Jawad M. Addoum, Dimitrios Gounopoulos, Matthew Gustafson, Ryan Lewis and Tam Nguyen
Cornell SC Johnson College of Business, University of Bath - School of Management, Pennsylvania State University - Smeal College of Business, University of Colorado, Boulder and University of Bath
Downloads 18 (872,559)

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Climate Change (Risk), Wildfire Smoke, Temperature, Rainfall, Drought

14.

The Marginal Value of Public Pension Wealth: Evidence from Border House Prices

NBER Working Paper No. w29405
Number of pages: 72 Posted: 25 Oct 2021 Last Revised: 07 May 2023
Darren Aiello, Asaf Bernstein, Mahyar Kargar, Ryan Lewis and Michael Schwert
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign, University of Colorado, Boulder and AQR Arbitrage, LLC
Downloads 10 (950,174)
Citation 1

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