Gregory Weitzner

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

  • McGill University

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 24,525

SSRN RANKINGS

Top 24,525

in Total Papers Downloads

4,202

TOTAL CITATIONS

3

Scholarly Papers (11)

Actions:
Email selected abstracts
1.

The Term Structure of Short Selling Costs

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 52 Posted: 03 Feb 2016 Last Revised: 13 Mar 2023
Gregory Weitzner
McGill University
Downloads 700 (74,739)
Citation 2

Abstract:

Loading...

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

2.

Distortions Caused by Lending Fee Retention

Management Science
Number of pages: 58 Posted: 06 Dec 2017 Last Revised: 16 Jun 2023
Travis L. Johnson and Gregory Weitzner
The University of Texas at Austin and McGill University
Downloads 686 (76,621)

Abstract:

Loading...

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

3.

Adverse Selection in Corporate Loan Markets

Number of pages: 60 Posted: 01 Dec 2020 Last Revised: 24 Jul 2023
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Board of Governors of the Federal Reserve System, University of Texas at Austin and McGill University
Downloads 563 (98,527)
Citation 1

Abstract:

Loading...

bank loans, adverse selection, market power

4.

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

Number of pages: 68 Posted: 31 Dec 2016 Last Revised: 08 Feb 2023
Cesare Fracassi and Gregory Weitzner
University of Texas at Austin and McGill University
Downloads 468 (123,318)

Abstract:

Loading...

Rating Agencies, Capital Structure, Leverage Targeting, Rating Targeting

5.

Bank Information Production Over the Business Cycle

Number of pages: 58 Posted: 11 Oct 2021 Last Revised: 26 Apr 2023
Gregory Weitzner and Cooper Howes
McGill University and Federal Reserve Bank of Kansas City
Downloads 443 (131,596)

Abstract:

Loading...

Bank loans, information production, business cycle, security design

6.

The Information Advantage of Banks: Evidence From Their Private Credit Assessments *

Number of pages: 57 Posted: 15 Nov 2022 Last Revised: 12 Aug 2024
Gregory Weitzner, Mehdi Beyhaghi and Cooper Howes
McGill University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Kansas City
Downloads 358 (167,588)

Abstract:

Loading...

bank loans, asymmetric information, relationship lending, informed finance

7.

Relationship Lending in Bond Markets? Evidence From Corporate Call Policies *

Number of pages: 51 Posted: 01 Sep 2023 Last Revised: 02 Aug 2024
Paul Beaumont, David Schumacher and Gregory Weitzner
McGill University - Desautels Faculty of Management, McGill University and McGill University
Downloads 241 (252,890)

Abstract:

Loading...

reputation, relationship lending, bond markets, call policy

8.

Margin Lending and Information Production

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 04 Dec 2019 Last Revised: 02 Aug 2023
Gregory Weitzner
McGill University
Downloads 232 (262,273)

Abstract:

Loading...

Margin lending, information production, adverse selection, optimal security, market equilibrium

9.

The Impact of Beliefs on Credit Markets: Evidence from Rating Agencies

Number of pages: 52 Posted: 20 Dec 2021 Last Revised: 30 May 2024
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 226 (268,895)

Abstract:

Loading...

Subjective Beliefs, Credit Rating Agencies, Credit Market Conditions, Corporate Bond Market, Financing Decisions,

10.

Information Externalities in Opaque Credit Markets

Number of pages: 38 Posted: 13 Jun 2022 Last Revised: 09 Aug 2023
Mahyar Sefidgaran and Gregory Weitzner
University of Texas at Austin - Department of Finance and McGill University
Downloads 184 (325,302)

Abstract:

Loading...

11.

Reputational Algorithm Aversion *

Number of pages: 34 Posted: 07 Mar 2024 Last Revised: 29 Nov 2024
Gregory Weitzner
McGill University
Downloads 101 (523,786)

Abstract:

Loading...

Algorithm aversion, reputational cheap talk, artificial intelligence, career concerns