Gregory Weitzner

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 34,957

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2,117

SSRN CITATIONS

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Scholarly Papers (9)

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 528 (78,726)

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: 57 Posted: 06 Dec 2017 Last Revised: 27 Jul 2022
Travis L. Johnson and Gregory Weitzner
The University of Texas at Austin and McGill University
Downloads 468 (91,220)

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 371 (119,186)

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Rating Agencies, Capital Structure, Leverage Targeting, Rating Targeting

4.

Bank Loan Markups and Adverse Selection

Number of pages: 52 Posted: 01 Dec 2020 Last Revised: 09 Jun 2022
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Texas at Austin and McGill University
Downloads 225 (199,186)

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bank loans, adverse selection, market power

5.

Debt Maturity and Information Production

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 04 Dec 2019 Last Revised: 10 Feb 2022
Gregory Weitzner
McGill University
Downloads 175 (249,485)

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

6.

Bank Information Production Over the Business Cycle

Number of pages: 56 Posted: 11 Oct 2021 Last Revised: 21 Dec 2021
Gregory Weitzner and Cooper Howes
McGill University and Federal Reserve Bank of Kansas City
Downloads 148 (286,794)

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Bank loans, information production, business cycle, security design

7.

Rating Agency Beliefs and Credit Market Distortions

Number of pages: 42 Posted: 20 Dec 2021 Last Revised: 13 May 2022
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 95 (393,703)

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Credit Rating Agencies, Beliefs, Financing Decisions, Investment Decisions

8.

Information Externalities in Opaque Credit Markets

Number of pages: 38 Posted: 13 Jun 2022
Mahyar Sefidgaran and Gregory Weitzner
University of Texas at Austin - Department of Finance and McGill University
Downloads 71 (467,041)

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9.

Are Banks Really Informed? Evidence From Their Private Information

Number of pages: 41 Posted: 15 Nov 2022 Last Revised: 07 Dec 2022
Gregory Weitzner and Mehdi Beyhaghi
McGill University and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 36 (626,094)

Abstract:

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bank loans, asymmetric information, relationship lending