Ryan Lewis

University of Colorado, Boulder

Assistant Professor of Finance

Boulder, CO 80309-0419

United States

  • University of Colorado, Boulder

SCHOLARLY PAPERS

11

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6,399

SSRN CITATIONS
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SSRN RANKINGS

Top 12,622

in Total Papers Citations

86

CROSSREF CITATIONS

9

Scholarly Papers (11)

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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 3,718 (3,599)
Citation 89

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

2.

Sea Level Rise Exposure and Municipal Bond Yields

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53 Posted: 11 Nov 2019 Last Revised: 06 Oct 2021
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 University of Pennsylvania - The Wharton School
Downloads 846 (36,656)
Citation 17

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

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 496 (73,429)

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

4.

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 409 (92,306)

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

5.

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 University of Pennsylvania - The Wharton School
Downloads 316 (123,226)
Citation 2

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

6.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 09 Mar 2021 Last Revised: 19 Oct 2021
Darren Aiello, Asaf Bernstein, Mahyar Kargar, Ryan Lewis and Michael Schwert
Brigham Young University - Marriott School, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 154 (244,330)

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Public finance, pensions, deadweight loss, real estate.

7.

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 MIT - Sloan
Downloads 128 (281,077)

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

8.

Same Firm, Different Betas

Number of pages: 38 Posted: 24 Apr 2019 Last Revised: 13 Nov 2019
Ryan Lewis
University of Colorado, Boulder
Downloads 124 (287,928)
Citation 1

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

9.

Investor Betas

Number of pages: 29 Posted: 28 Jan 2021
Ryan Lewis and Shrihari Santosh
University of Colorado, Boulder and University of Colorado at Boulder - Department of Finance
Downloads 122 (291,343)

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

10.

Partisan Residential Sorting on Climate Change Risk

Downloads 80 (383,798)

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 70 (418,408)

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

Partisan Residential Sorting on Climate Change Risk

Number of pages: 72 Posted: 27 Oct 2020 Last Revised: 04 Dec 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 10 (754,750)
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11.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

Number of pages: 58 Posted: 25 Oct 2021 Last Revised: 18 Nov 2021
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 - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 6 (757,971)
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