Gregory Weitzner

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 27,732

SSRN RANKINGS

Top 27,732

in Total Papers Downloads

3,350

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (11)

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 637 (75,838)
Citation 2

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

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 599 (81,911)

Abstract:

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

3.

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 440 (119,580)

Abstract:

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Rating Agencies, Capital Structure, Leverage Targeting, Rating Targeting

4.

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 419 (126,576)
Citation 1

Abstract:

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bank loans, adverse selection, market power

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 350 (154,819)

Abstract:

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Bank loans, information production, business cycle, security design

6.

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 218 (250,703)

Abstract:

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

7.

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

Number of pages: 49 Posted: 15 Nov 2022 Last Revised: 08 Jan 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 205 (265,460)

Abstract:

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bank loans, asymmetric information, relationship lending, informed finance

8.

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

Number of pages: 64 Posted: 20 Dec 2021 Last Revised: 19 Oct 2023
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 185 (291,220)

Abstract:

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

9.

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 166 (320,194)

Abstract:

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10.

Call Me Maybe? Bondholder Relationships and Corporate Call Policy

Number of pages: 48 Posted: 01 Sep 2023 Last Revised: 27 Nov 2023
Paul Beaumont, David Schumacher and Gregory Weitzner
McGill University - Desautels Faculty of Management, McGill University and McGill University
Downloads 131 (387,824)

Abstract:

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11.

Reputational Algorithm Aversion

Number of pages: 28
Gregory Weitzner
McGill University
Downloads 0

Abstract:

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