Gregory Weitzner

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

SCHOLARLY PAPERS

6

DOWNLOADS
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Scholarly Papers (6)

1.

The Term Structure of Short Selling Costs

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 43 Posted: 03 Feb 2016 Last Revised: 12 Nov 2020
Gregory Weitzner
McGill University
Downloads 438 (83,721)

Abstract:

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short sale, equity lending, limits to arbitrage, information in option prices, behavioral asset pricing

2.

Distortions Caused by Lending Fee Retention

Number of pages: 54 Posted: 06 Dec 2017 Last Revised: 05 Jan 2021
Travis L. Johnson and Gregory Weitzner
The University of Texas at Austin and McGill University
Downloads 385 (97,294)

Abstract:

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Share lending, short selling, mutual funds, ETFs, incentives, asset management

3.

What's in a Debt? Rating Agency Methodologies and Firms’ Financing and Investment Decisions

Number of pages: 63 Posted: 31 Dec 2016 Last Revised: 20 Mar 2020
Cesare Fracassi and Gregory Weitzner
University of Texas at Austin and McGill University
Downloads 308 (124,492)

Abstract:

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Rating Agencies, Capital Structure, Leverage Targeting, Rating Targeting

4.

Debt Maturity and Information Production

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 56 Posted: 04 Dec 2019 Last Revised: 23 Sep 2021
Gregory Weitzner
McGill University
Downloads 123 (285,001)

Abstract:

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Short-Term Funding, Capital Structure, Security Design, Debt Maturity, Fire Sales

5.

Bank Loan Markups and Adverse Selection

Number of pages: 41 Posted: 01 Dec 2020
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Texas at Austin and McGill University
Downloads 94 (342,202)

Abstract:

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bank loans, adverse selection, market power

6.

Bank Information Production Over the Business Cycle

Number of pages: 42 Posted: 11 Oct 2021
Gregory Weitzner and Cooper Howes
McGill University and Federal Reserve Bank of Kansas City
Downloads 16 (670,361)

Abstract:

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Bank loans, information production, business cycle, security design