Ryan Lewis

University of Colorado, Boulder

Assistant Professor of Finance

Boulder, CO 80309-0419

United States

  • University of Colorado, Boulder

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 8,766

SSRN RANKINGS

Top 8,766

in Total Papers Downloads

7,647

SSRN CITATIONS
Rank 12,494

SSRN RANKINGS

Top 12,494

in Total Papers Citations

87

CROSSREF CITATIONS

8

Scholarly Papers (12)

Actions:
Email selected abstracts
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 3,950 (3,697)
Citation 89

Abstract:

Loading...

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 1,285 (22,394)
Citation 17

Abstract:

Loading...

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 515 (77,469)

Abstract:

Loading...

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 467 (87,200)

Abstract:

Loading...

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 382 (110,024)
Citation 2

Abstract:

Loading...

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

6.

The Perceived Value of Pension Funding: Evidence from Border House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61 Posted: 09 Mar 2021 Last Revised: 29 Jun 2022
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 243 (176,432)

Abstract:

Loading...

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 University of Washington - Department of Finance and Business Economics
Downloads 227 (188,235)

Abstract:

Loading...

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

8.

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 203 (209,042)

Abstract:

Loading...

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

9.

Partisan Residential Sorting on Climate Change Risk

Downloads 146 (276,429)

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 130 (303,566)

Abstract:

Loading...

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 2022
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 16 (761,572)

Abstract:

Loading...

10.

Same Firm, Different Betas

Number of pages: 38 Posted: 24 Apr 2019 Last Revised: 13 Nov 2019
Ryan Lewis
University of Colorado, Boulder
Downloads 139 (287,271)
Citation 1

Abstract:

Loading...

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

11.

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 84 (404,406)

Abstract:

Loading...

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

12.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

NBER Working Paper No. w29405
Number of pages: 58 Posted: 25 Oct 2021 Last Revised: 07 May 2022
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 (832,157)
  • Add to Cart

Abstract:

Loading...