Itzhak Ben-David

Ohio State University (OSU) - Department of Finance

Associate Professor of Finance

2100 Neil Avenue

Fisher 700D

Columbus, OH 43210-1144

United States

http://fisher.osu.edu/fin/faculty/Ben-David/index.htm

National Bureau of Economic Research (NBER)

Faculty Research Fellow

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

http://fisher.osu.edu/fin/faculty/Ben-David/

  • Ohio State University (OSU) - Department of Finance

    • Email
    • Tel: 773 988 1353

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

53

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38,176

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444

CROSSREF CITATIONS

543

Scholarly Papers (53)

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1.

Do ETFs Increase Volatility?

Downloads 5,330 ( 1,477)
Citation 49

Do ETFs Increase Volatility?

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2011-03-20, Swiss Finance Institute Research Paper No. 11-66, AFA 2013 San Diego Meetings Paper, Charles A. Dice Center Working Paper No. 2011-20
Number of pages: 145 Posted: 02 Dec 2011 Last Revised: 03 Dec 2017
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 5,204 (1,510)
Citation 30

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ETFs, volatility, arbitrage, fund flows

Do Etfs Increase Volatility?

NBER Working Paper No. w20071
Number of pages: 59 Posted: 28 Apr 2014 Last Revised: 08 May 2014
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 126 (241,410)
Citation 18

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2.

Managerial Miscalibration

Downloads 4,315 ( 2,165)
Citation 85

Managerial Miscalibration

Quarterly Journal of Economics, Forthcoming
Number of pages: 38 Posted: 16 Jul 2010 Last Revised: 30 Oct 2019
Itzhak Ben-David, John R. Graham and Campbell R. Harvey
Ohio State University (OSU) - Department of Finance, Duke University and Duke University - Fuqua School of Business
Downloads 4,260 (2,187)
Citation 23

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Overprecision, Overconfidence, Behavioral Bias, Behavioral Economics, Investment, Leverage, Expected Returns, Survey Methodology, Capital Structure, Executive Compensation, Risk, Volatility Forecasts, Market Forecasts, Debt Policy, Behavioral Finance, Risk Premium

Managerial Miscalibration

NBER Working Paper No. w16215
Number of pages: 39 Posted: 26 Jul 2010 Last Revised: 03 Aug 2010
Itzhak Ben-David, John R. Graham and Campbell R. Harvey
Ohio State University (OSU) - Department of Finance, Duke University and Duke University - Fuqua School of Business
Downloads 55 (403,537)
Citation 8

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3.

Exchange Traded Funds (ETFs)

Downloads 3,384 ( 3,282)
Citation 12

Exchange Traded Funds (ETFs)

Annual Review of Financial Economics, Volume 9, 2017, Forthcoming, Charles A. Dice Center Working Paper No. 2016-22, Fisher College of Business Working Paper No. 2016-03-022, Swiss Finance Institute Research Paper No. 16-64
Number of pages: 35 Posted: 08 Nov 2016 Last Revised: 16 Sep 2017
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 3,313 (3,326)
Citation 4

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ETFs, Mutual Funds, Investment Managers, Volatility, Arbitrage, Fund Flows

Exchange Traded Funds (Etfs)

NBER Working Paper No. w22829
Number of pages: 35 Posted: 14 Nov 2016 Last Revised: 20 Nov 2016
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 71 (353,137)
Citation 7

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4.

Hedge Fund Stock Trading in the Financial Crisis of 2007-2009

AFA 2011 Denver Meetings Paper, Charles A. Dice Center Working Paper No. 2010-2, Fisher College of Business Working Paper No. 2010-03-002, Swiss Finance Institute Research Paper No. 11-08
Number of pages: 83 Posted: 09 Feb 2010 Last Revised: 14 Sep 2011
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 2,311 (6,221)
Citation 71

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Hedge funds, Liquidity, Aggregate Liquidity, Arbitrage, Funding Liquidity, Illiquidity, Liquidity Crisis, Crisis Stock Market Crash, Limits to Arbitrage, Liquidity Spirals, Short Selling, Short Sellers, 13-F, TASS, Uncertainty, Equity Market, Investment Strategy, Mutual Funds, Retail Investors

5.

Do Hedge Funds Manipulate Stock Prices?

Journal of Finance, Forthcoming, Charles A. Dice Center Working Paper No. 2011-005, Fisher College of Business Working Paper No. 2011-03-005, Swiss Finance Institute Research Paper No. 11-53, AFA 2013 San Diego Meetings Paper
Number of pages: 80 Posted: 17 Feb 2011 Last Revised: 16 Sep 2012
Itzhak Ben-David, Francesco A. Franzoni, Augustin Landier and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano, HEC and Villanova University - Department of Finance
Downloads 2,260 (6,443)
Citation 15

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Hedge fund, Manipulation, Stock, Reporting, Manager, Monthly returns, Competition, Inflation, Fraud, Performance reporting, Investors, Returns

6.

Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program

Downloads 2,146 ( 7,040)
Citation 68

Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program

Journal of Political Economy, Forthcoming, Fisher College of Business Working Paper No. 2012-03-020, Charles A. Dice Center Working Paper No. 2012-20
Number of pages: 63 Posted: 29 Aug 2012 Last Revised: 21 Jul 2016
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, Tomasz Piskorski and Amit Seru
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC), Columbia Business School - Finance and Economics and Stanford University
Downloads 2,017 (7,686)
Citation 3

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Government intervention, Debt renegotiation, Mortgage modification, Foreclosures, Housing crisis, HAMP, Servicers

Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program

FRB of Chicago Working Paper No. 2013-27, Kreisman Working Papers Series in Housing Law and Policy No. 7
Number of pages: 69 Posted: 28 Jan 2014
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, Tomasz Piskorski and Amit Seru
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC), Columbia Business School - Finance and Economics and Stanford University
Downloads 111 (265,165)
Citation 3

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Government intervention, Debt renegotiation, Mortgage modification, Foreclosures, Housing crisis, HAMP, Servicers

Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program

NBER Working Paper No. w18311
Number of pages: 63 Posted: 30 Aug 2012 Last Revised: 05 Sep 2012
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, Tomasz Piskorski and Amit Seru
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC), Columbia Business School - Finance and Economics and Stanford University
Downloads 18 (589,904)
Citation 35

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7.

Financial Constraints and Inflated Home Prices During the Real-Estate Boom

Fisher College of Business Working Paper No. 2009-03-001, Charles A. Dice Center Working Paper No. 2009-1
Number of pages: 48 Posted: 25 Mar 2008 Last Revised: 03 Jan 2012
Itzhak Ben-David
Ohio State University (OSU) - Department of Finance
Downloads 1,756 (9,881)
Citation 10

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Manipulation, Fraud, Moral Hazard, Agency Costs,Delegated Monitoring, Mortgage, Collateral, Appraisal, Valuation, Debt, Bank, Financial Intermediation, Cheating, Mortgage, Subprime, Lending, Capital Market, Real-Estate, Forensic Economics, Overpaying, Fannie Mae, Loan buyers, Borrower, Lender

8.

Financial Literacy and Financial Planning: Evidence from India

Number of pages: 45 Posted: 20 Dec 2010
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 1,579 (11,673)
Citation 2

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Financial Literacy, Financial Education, Checking Account, Savings, Nudge, Saving Account, Insurance, Personal Finance, Gender, Age, Education, Household Finance, Consumer Behavior, Consumption, India, Financial Counseling, Numeracy, Inflation, Risk, Diversification, Risk Tolerance, Investment Prefe

9.

Can Taxes Shape an Industry? Evidence from the Implementation of the 'Amazon Tax'

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2014-03-05, Charles A. Dice Center Working Paper No. 2014-05
Number of pages: 54 Posted: 10 Apr 2014 Last Revised: 27 Jan 2018
Brian Baugh, Itzhak Ben-David and Hoonsuk Park
Univeristy of Nebraska at Lincoln (UNL) - Department of Finance, Ohio State University (OSU) - Department of Finance and Nanyang Technological University (NTU)
Downloads 1,228 (17,287)
Citation 9

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Amazon Tax, price elasticity, sales tax, internet commerce

10.

The Granular Nature of Large Institutional Investors

Downloads 1,010 ( 23,162)

The Granular Nature of Large Institutional Investors

Fisher College of Business Working Paper No. 2015-03-09, Swiss Finance Institute Research Paper No. 15-67, Charles A. Dice Center Working Paper No. 2015-09
Number of pages: 96 Posted: 20 Jun 2015 Last Revised: 12 Jun 2018
Itzhak Ben-David, Francesco A. Franzoni, Rabih Moussawi and John Sedunov
Ohio State University (OSU) - Department of Finance, USI Lugano, Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 990 (23,417)

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Institutional investors, Concentration, Granularity, Fire Sales, Liquidity

The Granular Nature of Large Institutional Investors

NBER Working Paper No. w22247
Number of pages: 86 Posted: 16 May 2016
Itzhak Ben-David, Francesco A. Franzoni, Rabih Moussawi and John Sedunov
Ohio State University (OSU) - Department of Finance, USI Lugano, Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 20 (575,928)

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The Granular Nature of Large Institutional Investors

CEPR Discussion Paper No. DP13427
Number of pages: 48 Posted: 11 Jan 2019
Itzhak Ben-David, Francesco A. Franzoni, Rabih Moussawi and John Sedunov
Ohio State University (OSU) - Department of Finance, USI Lugano, Villanova University - Department of Finance and Villanova University - Department of Finance
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Concentration, fire sales, granularity, institutional investors, liquidity

11.

Financial Counseling, Financial Literacy, and Household Decision Making

Pension Research Council WP 2010-34
Number of pages: 44 Posted: 24 Jun 2010 Last Revised: 17 Nov 2010
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 940 (25,655)
Citation 5

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Financial literacy, Household finance, Financial Literacy, Consumer Behavior

12.

Are Investors Really Reluctant to Realize their Losses? Trading Responses to Past Returns and the Disposition Effect

Review of Financial Studies 25(8), 2485-2532, Fisher College of Business Working Paper No. 2011-03-013, Dice Center Working Paper No. 2011-13
Number of pages: 81 Posted: 03 Jul 2011 Last Revised: 21 Jul 2018
Itzhak Ben-David and David A. Hirshleifer
Ohio State University (OSU) - Department of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 929 (26,093)
Citation 21

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disposition effect, realization preference, loss avoidance, loss aversion, prospect theory, individual investors

13.

Acquirer Valuation and Acquisition Decisions: Identifying Mispricing Using Short Interest

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Fisher College of Business Working Paper No. 2010-03-011, Charles A. Dice Center Working Paper No. 2010-11
Number of pages: 62 Posted: 16 Mar 2010 Last Revised: 03 May 2013
Itzhak Ben-David, Michael S. Drake and Darren T. Roulstone
Ohio State University (OSU) - Department of Finance, Brigham Young University - Marriott School and Ohio State University (OSU) - Fisher College of Business
Downloads 850 (29,649)
Citation 11

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Mergers, Acquisitions, Short-Selling, Short, Value Destruction, Overvaluation, Managers, Announcement, Merger Announcement, Acquirer, Target, Event Study, Stock Mergers, Mixed Mergers, Cash Mergers, Method of Payment, Public/Private Targets, Stock Market Driven Acquisitions, Merger Arbitrage

14.

Predatory Lending and the Subprime Crisis

Downloads 708 ( 38,065)
Citation 36

Predatory Lending and the Subprime Crisis

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 2012-03-008 , Charles A. Dice Center Working Paper No. 2012-8
Number of pages: 56 Posted: 10 May 2012 Last Revised: 11 Feb 2014
Sumit Agarwal, Itzhak Ben-David, Gene Amromin, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Ohio State University (OSU) - Department of Finance, Federal Reserve Bank of Chicago, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 675 (40,039)

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Predatory lending, subprime crisis, household finance, default

Predatory Lending and the Subprime Crisis

NBER Working Paper No. w19550
Number of pages: 56 Posted: 18 Oct 2013
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 33 (495,968)
Citation 2

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15.

The Role of Securitization in Mortgage Renegotiation

Fisher College of Business Working Paper No. 2011-03-002, Charles A. Dice Center Working Paper No. 2011-2, FRB of Chicago Working Paper No. 2011-02
Number of pages: 48 Posted: 17 Jan 2011 Last Revised: 14 Mar 2011
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 704 (38,366)
Citation 23

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Financial Crisis, Loss Mitigation, Mortgage Crisis, Securitization, Lenders, Servicers, Liquidation, Modification, Repayment, Refinance, Default, Delinquency, Borrower, Interest Rates, Household Finance, Credit, Housing, FICO Score, Leverage, LTV, Loan Modiccation, Mortgage, GSE, HAMP, Loan Term

16.

What Do Mutual Fund Investors Really Care About?

Fisher College of Business Working Paper No. 2019-03-005, Charles A. Dice Center Working Paper No. 2019-5
Number of pages: 46 Posted: 14 Mar 2019
Itzhak Ben-David, Jiacui Li, Andrea Rossi and Yang Song
Ohio State University (OSU) - Department of Finance, Stanford University, Graduate School of Business, Students, University of Arizona - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 692 (39,484)

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Mutual funds, retail investors, fund flows, Morningstar, CAPM

17.

Idiosyncratic Risk and Corporate Transactions

Number of pages: 50 Posted: 16 Mar 2010 Last Revised: 12 Apr 2010
Itzhak Ben-David and Darren T. Roulstone
Ohio State University (OSU) - Department of Finance and Ohio State University (OSU) - Fisher College of Business
Downloads 673 (40,792)
Citation 9

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Limits to Arbitrage,Insider Trading,Repurchases,Seasoned Equity Offerings,SEO,Arbitrage,Institutional investors,private information,public information,market frictions,managers,equity issuance,abnormal returns,idiosyncratic risk,corporate governance,directors,managers,disclosure,arbitrageurs,returns

18.

Financial Education versus Costly Counseling: How to Dissuade Borrowers from Choosing Risky Mortgages?

American Economic Journal: Economic Policy, Forthcoming, Fisher College of Business Working Paper No. 2008-03-020, Charles A. Dice Center Working Paper No. 2008-20, Paolo Baffi Centre Research Paper No. 2009-51, Networks Financial Institute Working Paper 2011-WP-12, FRB of Chicago Working Paper No. 2009-7, FDIC Center for Financial Research Working Paper No. 2009-04
Number of pages: 57 Posted: 20 Oct 2008 Last Revised: 19 Apr 2019
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 545 (53,641)

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Financial counseling, subprime crisis, predatory lending, household finance

19.

Why Do Small Stock Acquirers Underperform in the Long-Term?

AFA 2009 San Francisco Meetings Paper
Number of pages: 37 Posted: 26 Mar 2008
Itzhak Ben-David and Darren T. Roulstone
Ohio State University (OSU) - Department of Finance and Ohio State University (OSU) - Fisher College of Business
Downloads 471 (64,504)
Citation 1

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Limits to arbitrage, Mergers, Acquirer underperformance, Overvaluation, Stock market driven acquisitions, Stock mergers, Cash mergers, Small stocks, Market inefficiency, Managers,Long term event study,Market timing,Incentives,Overvalued stock,Empire building,Agency costs,Behavioral Corporate Finance

20.

Managerial Overconfidence and Corporate Policies

NBER Working Paper No. w13711
Number of pages: 57 Posted: 31 Dec 2007 Last Revised: 21 Feb 2008
Itzhak Ben-David, Campbell R. Harvey and John R. Graham
Ohio State University (OSU) - Department of Finance, Duke University - Fuqua School of Business and Duke University
Downloads 453 (67,635)
Citation 3

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21.

Systematic Mistakes in the Mortgage Market and Lack of Financial Sophistication

Journal of Financial Economics (JFE), Forthcoming, Charles A. Dice Working Paper No. 2016-09, Fisher College of Business Working Paper No. 2016-03-9
Number of pages: 45 Posted: 12 Jan 2015 Last Revised: 23 Jun 2016
Sumit Agarwal, Itzhak Ben-David and Vincent Yao
National University of Singapore, Ohio State University (OSU) - Department of Finance and Georgia State University - J. Mack Robinson College of Business
Downloads 439 (70,239)
Citation 16

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Discount points, mortgage decision making, refinancing, leverage, financial literacy, household finance, inattentiveness

22.

Loan Prospecting and the Loss of Soft Information

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 2012-03-07, Charles A. Dice Center Working Paper No. 2012-7
Number of pages: 57 Posted: 26 Apr 2012 Last Revised: 16 Jul 2017
Sumit Agarwal and Itzhak Ben-David
National University of Singapore and Ohio State University (OSU) - Department of Finance
Downloads 439 (70,239)
Citation 6

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loan officers, loan prospecting, information production, banking, soft information, big data, credit default model

23.

Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders

Downloads 436 ( 70,843)
Citation 3

Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders

Charles A. Dice Working Paper No. 2016-8, Fisher College of Business Working Paper No. 2016-03-8
Number of pages: 81 Posted: 14 Mar 2016 Last Revised: 29 Dec 2016
Itzhak Ben-David, Justin Birru and Andrea Rossi
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Arizona - Department of Finance
Downloads 425 (72,385)
Citation 1

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Retail trading, insiders, officers and directors, investor experience

Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders

NBER Working Paper No. w22115
Number of pages: 81 Posted: 28 Mar 2016
Itzhak Ben-David, Justin Birru and Andrea Rossi
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Arizona - Department of Finance
Downloads 11 (640,663)
Citation 1

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24.

Market-Based Loss Mitigation Practices for Troubled Mortgages Following the Financial Crisis

Charles A. Dice Center Working Paper No. 2010-19, Fisher College of Business Working Paper No. 2010-03-019, FRB of Chicago Working Paper No. 2011-03
Number of pages: 46 Posted: 13 Oct 2010 Last Revised: 16 Mar 2011
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 419 (74,313)
Citation 28

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Financial Crisis, Loss Mitigation, Mortgage Crisis, Lenders, Servicers, Liquidation, Modification, Repayment, Refinance, Default, Delinquency, Borrower, Interest Rates, Household Finance, Credit, Housing, FICO Score, Leverage, LTV, Loan Modification, Mortgage, GSE, HAMP, Loan Term, Loan Balance

25.

Exporting Pollution: Where Do Multinational Firms Emit CO2?

Downloads 361 ( 88,373)

Exporting Pollution: Where Do Multinational Firms Emit CO2?

Fisher College of Business Working Paper No. 2018-03-20, Charles A. Dice Working Paper No. 2018-20
Number of pages: 53 Posted: 22 Sep 2018 Last Revised: 18 Mar 2020
Itzhak Ben-David, Yeejin Jang, Stefanie Kleimeier and Michael Viehs
Ohio State University (OSU) - Department of Finance, UNSW Australia Business School, School of Banking and Finance, Maastricht University - Department of Finance and Oxford University Smith School of Enterprise and the Environment
Downloads 356 (89,072)

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Pollution, Production, Climate Change, CO2 Emission, Environmental Regulation

Exporting Pollution: Where Do Multinational Firms Emit Co2?

NBER Working Paper No. w25063
Number of pages: 53 Posted: 08 Oct 2018
Itzhak Ben-David, Stefanie Kleimeier and Michael Viehs
Ohio State University (OSU) - Department of Finance, Maastricht University - Department of Finance and Oxford University Smith School of Enterprise and the Environment
Downloads 5 (685,652)
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26.

Do Arbitrageurs Really Avoid High Idiosyncratic Risk Stocks?

Number of pages: 23 Posted: 19 Mar 2010 Last Revised: 16 Feb 2011
Itzhak Ben-David, Denys Glushkov and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS) and Villanova University - Department of Finance
Downloads 360 (88,650)
Citation 4

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limits-to-arbitrage, arbitrageurs, hedge funds, mispricing, diversification, idiosyncratic risk, idiosyncratic volatility, volatility, anomalies, anomaly, frictions, event study, noise, analysts, dividends, signal-to-noise, fundamental value, mispricing, trading,signal

27.

The Politics of Foreclosures

Journal of Finance, Forthcoming, Georgetown McDonough School of Business Research Paper No. 3054046, Fisher College of Business Working Paper No. 2017-03-021, Charles A. Dice Working Paper No. 2017-21
Number of pages: 111 Posted: 17 Oct 2017 Last Revised: 06 Jan 2018
Sumit Agarwal, Gene Amromin, Itzhak Ben-David and Serdar Dinc
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance and Rutgers University
Downloads 344 (93,354)
Citation 5

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Political Economy, Real Estate Lending, Household Finance, Financial Crisis, Lobbying

28.

Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading

Downloads 288 (113,405)
Citation 2

Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading

Charles A. Dice Center Working Paper No. 2014-17, Fisher College of Business Working Paper No. 2014-03-17
Number of pages: 59 Posted: 20 Dec 2014 Last Revised: 29 Mar 2016
Itzhak Ben-David, Justin Birru and Viktor Prokopenya
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Swiss Business School (SBS)
Downloads 268 (121,719)
Citation 2

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Retail trading, futures, risk taking, overconfidence, self-attribution

Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading

NBER Working Paper No. w22146
Number of pages: 59 Posted: 11 Apr 2016
Itzhak Ben-David, Justin Birru and Viktor Prokopenya
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and Swiss Business School (SBS)
Downloads 20 (575,928)
Citation 1

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29.

Learning to Cope: Voluntary Financial Education Programs and Loan Performance During a Housing Crisis

Charles A. Dice Center Working Paper No. 2009-23 , AFA 2010 Atlanta Meetings Paper
Number of pages: 15 Posted: 29 Dec 2009 Last Revised: 09 May 2015
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 288 (113,405)
Citation 4

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Financial education, Mortgage crisis, Counseling, Mortgage default, Financial literacy, Subprime crisis, Household finance, default, homeowner, loan, debt, household finance, leverage, financial literacy, delinquency, debt literacy, financial planning

30.

Holdup by Junior Claimholders: Evidence from the Mortgage Market

Downloads 268 (122,349)
Citation 7

Holdup by Junior Claimholders: Evidence from the Mortgage Market

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Charles A. Dice Center Working Paper No. 2014-02, Fisher College of Business Working Paper No. 2014-03-02
Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 02 Nov 2017
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Yan Zhang
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 248 (132,021)
Citation 7

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Subprime Crisis, Household Finance, Second Liens, Mortgages, Holdup Problem

Holdup by Junior Claimholders: Evidence from the Mortgage Market

NBER Working Paper No. w20015
Number of pages: 47 Posted: 31 Mar 2014
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Yan Zhang
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 20 (575,928)

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31.

Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market

Downloads 248 (132,584)
Citation 28

Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market

Number of pages: 47 Posted: 15 Dec 2013
Sumit Agarwal, Itzhak Ben-David and Vincent Yao
National University of Singapore, Ohio State University (OSU) - Department of Finance and Georgia State University - J. Mack Robinson College of Business
Downloads 169 (189,539)
Citation 2

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collateral valuation, lending, banks, loans, default, financial crisis

Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market

Fisher College of Business Working Paper No. 2012-03-011, Charles A. Dice Center Working Paper No. 2012-11
Number of pages: 47 Posted: 02 Jul 2012 Last Revised: 10 Feb 2014
Sumit Agarwal, Itzhak Ben-David and Vincent Yao
National University of Singapore, Ohio State University (OSU) - Department of Finance and Georgia State University - J. Mack Robinson College of Business
Downloads 68 (361,772)

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collateral valuation, institutional pressure, lending, banks, loans, default, financial crisis

Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market

NBER Working Paper No. w19606
Number of pages: 51 Posted: 01 Nov 2013
Sumit Agarwal, Itzhak Ben-David and Vincent Yao
National University of Singapore, Ohio State University (OSU) - Department of Finance and Georgia State University - J. Mack Robinson College of Business
Downloads 11 (640,663)
Citation 5

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32.

An Improved Method to Predict Assignment of Stocks into Russell Indexes

Downloads 229 (143,313)

An Improved Method to Predict Assignment of Stocks into Russell Indexes

Fisher College of Business Working Paper No. 2019-03-024, Charles A. Dice Center Working Paper No. 2019-24, Swiss Finance Institute Research Paper No. 19-56
Number of pages: 41 Posted: 10 Oct 2019 Last Revised: 14 Nov 2019
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 175 (183,789)

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Russell, institutional investors, ETFs, volatility

An Improved Method to Predict Assignment of Stocks into Russell Indexes

Swiss Finance Institute Research Paper No. 19-56
Number of pages: 43 Posted: 01 Nov 2019 Last Revised: 15 Nov 2019
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 54 (406,985)

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Russell, institutional investors, ETFs, volatility

An Improved Method to Predict Assignment of Stocks into Russell Indexes

CEPR Discussion Paper No. DP14234
Number of pages: 44 Posted: 14 Jan 2020
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
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ETFs, institutional investors, Russell, volatility

33.

Expectations Uncertainty and Household Economic Behavior

Downloads 228 (143,950)
Citation 1

Expectations Uncertainty and Household Economic Behavior

Fisher College of Business Working Paper No. 2018-03-025, Charles A. Dice Center Working Paper No. 20018-25, 10th Miami Behavioral Finance Conference, Kenan Institute of Private Enterprise Research Paper No. 19-3
Number of pages: 64 Posted: 13 Dec 2018 Last Revised: 28 Jan 2020
Elyas Fermand, Camelia M. Kuhnen, Geng Li and Itzhak Ben-David
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School & NBER, Federal Reserve Board and Ohio State University (OSU) - Department of Finance
Downloads 225 (145,408)

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uncertainty, expectations, precautionary behavior, consumption, credit, portfolio choice, socioeconomic status

Expectations Uncertainty and Household Economic Behavior

NBER Working Paper No. w25336
Number of pages: 51 Posted: 11 Dec 2018
Itzhak Ben-David, Elyas Fermand, Camelia M. Kuhnen and Geng Li
Ohio State University (OSU) - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School & NBER and Federal Reserve Board
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Citation 1
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34.

The Persistence of Miscalibration

10th Miami Behavioral Finance Conference
Number of pages: 58 Posted: 11 Oct 2019 Last Revised: 10 Mar 2020
Michael Boutros, Itzhak Ben-David, John R. Graham, Campbell R. Harvey and John W. Payne
Duke University, Ohio State University (OSU) - Department of Finance, Duke University, Duke University - Fuqua School of Business and Duke University - Marketing
Downloads 213 (153,582)

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Learning, Information, Behavioral economics, Volatility forecasts, Market forecasts, Behavioral finance, Bayesian updating, Expectations

35.

Asymmetric Consumption Smoothing

Fisher College of Business Working Paper No. 2013-03-20, Charles A. Dice Center Working Paper No. 2013-20
Number of pages: 50 Posted: 22 Dec 2013 Last Revised: 16 Jan 2020
Brian Baugh, Itzhak Ben-David, Hoonsuk Park and Jonathan A. Parker
Univeristy of Nebraska at Lincoln (UNL) - Department of Finance, Ohio State University (OSU) - Department of Finance, Nanyang Technological University (NTU) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 175 (183,793)
Citation 1

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Consumption, household finance, liquidity constraints, hand-to-mouth, mental accounting, tax refunds

36.

High Leverage and Willingness to Pay: Evidence from the Residential Housing Market

Real Estate Finance, Forthcoming, Fisher College of Business Working Paper No. 2011-03-017, Charles A. Dice Center Working Paper No. 2011-17
Number of pages: 48 Posted: 22 Sep 2011 Last Revised: 27 Jan 2018
Itzhak Ben-David
Ohio State University (OSU) - Department of Finance
Downloads 165 (193,339)
Citation 4

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mortgages, overpayment, sophistication, financial constraints, optimism

37.

Banks’ Internal Capital Markets and Deposit Rates

Downloads 151 (208,379)
Citation 3

Banks’ Internal Capital Markets and Deposit Rates

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Fisher College of Business Working Paper No. 2015-03-16, Charles A. Dice Center Working Paper No. 2015-16
Number of pages: 53 Posted: 20 Aug 2015 Last Revised: 29 Jul 2016
Itzhak Ben-David, Ajay A. Palvia and Chester S. Spatt
Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 143 (218,360)

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Banks, deposit rates, market discipline, internal capital market, branches

Banks’ Internal Capital Markets and Deposit Rates

NBER Working Paper No. w21526
Number of pages: 53 Posted: 08 Sep 2015
Itzhak Ben-David, Ajay A. Palvia and Chester S. Spatt
Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 8 (662,883)

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38.

Impulsive Consumption and Financial Wellbeing: Evidence from an Increase in the Availability of Alcohol

Downloads 133 (230,785)

Impulsive Consumption and Financial Wellbeing: Evidence from an Increase in the Availability of Alcohol

Fisher College of Business Working Paper No. 2017-03-006, Charles A. Dice Working Paper No. 2017-06, Swedish House of Finance Research Paper No. 17-11, The Review of Financial Studies, forthcoming
Number of pages: 72 Posted: 23 Feb 2017 Last Revised: 28 Apr 2020
Itzhak Ben-David and Marieke Bos
Ohio State University (OSU) - Department of Finance and Swedish House of Finance - Stockholm School of Economics
Downloads 118 (253,692)

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Impulsive consumption, Commitment device, Alcohol, Consumer credit

Impulsive Consumption and Financial Wellbeing: Evidence from an Increase in the Availability of Alcohol

NBER Working Paper No. w23211
Number of pages: 72 Posted: 22 Mar 2017
Itzhak Ben-David and Marieke Bos
Ohio State University (OSU) - Department of Finance and Swedish House of Finance - Stockholm School of Economics
Downloads 15 (610,964)

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39.

Do Distressed Banks Really Gamble for Resurrection?

Downloads 121 (247,952)

Do Distressed Banks Really Gamble for Resurrection?

Fisher College of Business Working Paper No. 2019-03-010, Charles A. Dice Working Paper No. 2019-10
Number of pages: 67 Posted: 24 Apr 2019
Itzhak Ben-David, Ajay A. Palvia and René M. Stulz
Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Ohio State University (OSU) - Department of Finance
Downloads 117 (255,269)

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banks, distress, gamble for resurrection, deleveraging, derisking

Do Distressed Banks Really Gamble for Resurrection?

NBER Working Paper No. w25794
Number of pages: 67 Posted: 07 May 2019
Itzhak Ben-David, Ajay A. Palvia and René Stulz
Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Ohio State University (OSU) - Fisher College of Business
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40.

Managerial Miscalibration: Presentation Slides

Number of pages: 15 Posted: 11 Nov 2019
Itzhak Ben-David, John R. Graham and Campbell R. Harvey
Ohio State University (OSU) - Department of Finance, Duke University and Duke University - Fuqua School of Business
Downloads 104 (276,176)
Citation 1

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Overprecision, Overconfidence, Behavioral Bias, Behavioral Economics, Investment, Leverage, Expected Returns, Survey Methodology, Capital Structure, Executive Compensation, Risk, Volatility Forecasts, Market Forecasts, Debt Policy, Behavioral Finance, Risk Premium

41.

Loan Prospecting and the Loss of Soft Information

NBER Working Paper No. w19945
Number of pages: 57 Posted: 03 Mar 2014
Sumit Agarwal and Itzhak Ben-David
National University of Singapore and Ohio State University (OSU) - Department of Finance
Downloads 99 (285,535)
Citation 6

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42.

Expectations During the U.S. Housing Boom: Inferring Beliefs from Vacant Homes

Downloads 69 (354,609)

Expectations During the U.S. Housing Boom: Inferring Beliefs from Vacant Homes

Fisher College of Business Working Paper No. 2019-03-008, Charles A. Dice Center Working Paper No. 2019-08
Number of pages: 51 Posted: 21 Mar 2019 Last Revised: 08 Nov 2019
Itzhak Ben-David, Pascal Towbin and Sebastian Weber
Ohio State University (OSU) - Department of Finance, Swiss National Bank and International Monetary Fund (IMF)
Downloads 62 (379,938)

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Expectations, Real Estate, Boom, Bust, Bubble, Vacancy

Expectations During the U.S. Housing Boom: Inferring Beliefs from Actions

NBER Working Paper No. w25702
Number of pages: 51 Posted: 01 Apr 2019
Itzhak Ben-David, Pascal Towbin and Sebastian Weber
Ohio State University (OSU) - Department of Finance, Swiss National Bank and International Monetary Fund (IMF)
Downloads 7 (670,341)
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43.

Uncertainty and Trading Strategies of Institutional Investors

Number of pages: 56 Posted: 20 Mar 2009
Itzhak Ben-David, John A. Doukas and David A. Hirshleifer
Ohio State University (OSU) - Department of Finance, Old Dominion University - Strome College of Business and University of California, Irvine - Paul Merage School of Business
Downloads 52 (407,425)
Citation 2

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Institutional investors, Trading volume, Overconfidence, Disposition effect, Uncertainty, Ambiguity, Investment strategies

44.

How Important Is Moral Hazard For Distressed Banks?

Fisher College of Business Working Paper No. 2020-03-009, Charles A. Dice Center Working Paper No. 2020-09, European Corporate Governance Institute – Finance Working Paper No. 681/2020
Number of pages: 98 Posted: 15 May 2020 Last Revised: 22 May 2020
Itzhak Ben-David, Ajay A. Palvia and René M. Stulz
Ohio State University (OSU) - Department of Finance, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Ohio State University (OSU) - Department of Finance
Downloads 48 (421,737)

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Banks, distress, debt overhang, deleveraging, leverage

45.

Can Taxes Shape an Industry? Evidence from the Implementation of the “Amazon Tax”

NBER Working Paper No. w20052
Number of pages: 54 Posted: 21 Apr 2014 Last Revised: 28 Apr 2014
Brian Baugh, Itzhak Ben-David and Hoonsuk Park
Univeristy of Nebraska at Lincoln (UNL) - Department of Finance, Ohio State University (OSU) - Department of Finance and Nanyang Technological University (NTU)
Downloads 45 (432,993)

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46.

Disentangling Financial Constraints, Precautionary Savings, and Myopia: Household Behavior Surrounding Federal Tax Returns

NBER Working Paper No. w19783
Number of pages: 42 Posted: 04 Jan 2014
Brian Baugh, Itzhak Ben-David and Hoonsuk Park
Univeristy of Nebraska at Lincoln (UNL) - Department of Finance, Ohio State University (OSU) - Department of Finance and Nanyang Technological University (NTU)
Downloads 45 (432,993)
Citation 1

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47.

Presentation Slides for 'Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect'

Number of pages: 44 Posted: 08 Aug 2018
Itzhak Ben-David and David A. Hirshleifer
Ohio State University (OSU) - Department of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 38 (461,556)

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disposition effect, realization preference, loss avoidance, loss aversion, prospect theory, individual investors

48.

The Effectiveness of Mandatory Mortgage Counseling: Can One Dissuade Borrowers from Choosing Risky Mortgages?

NBER Working Paper No. w19920
Number of pages: 37 Posted: 24 Feb 2014 Last Revised: 26 Feb 2014
Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance, Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Chicago
Downloads 35 (474,768)

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49.

Loan Product Steering in Mortgage Markets

NBER Working Paper No. w22696
Number of pages: 46 Posted: 03 Oct 2016
Sumit Agarwal, Gene Amromin, Itzhak Ben-David and Douglas D. Evanoff
National University of Singapore, Federal Reserve Bank of Chicago, Ohio State University (OSU) - Department of Finance and Federal Reserve Bank of Chicago
Downloads 22 (544,546)
Citation 1

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50.

Attention-Deficit/Hyperactivity Disorder, Delay Discounting, and Risky Financial Behaviors: A Preliminary Analysis of Self-Report Data

PLoS ONE, Vol. 12(5): e0176933, 2017
Number of pages: 11 Posted: 15 May 2017
Theodore P. Beauchaine, Itzhak Ben-David and Aner Sela
Ohio State University (OSU), Ohio State University (OSU) - Department of Finance and University of Florida - Department of Marketing
Downloads 14 (595,233)

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ADHD, Attention-Deficit, Hyperactivity, Disorder, Delay Discounting, Hyperbolic Discounting, Risky Financial Behaviors

51.

An Improved Method to Predict Assignment of Stocks into Russell Indexes

NBER Working Paper No. w26370
Number of pages: 42 Posted: 14 Oct 2019
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads 13 (601,832)
Citation 1
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52.

Asymmetric Consumption Smoothing

NBER Working Paper No. w25086
Number of pages: 50 Posted: 24 Sep 2018
Brian Baugh, Itzhak Ben-David, Hoonsuk Park and Jonathan A. Parker
University of Nebraska at Lincoln, Ohio State University (OSU) - Department of Finance, Nanyang Technological University (NTU) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Citation 1
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53.

Exchange-Traded Funds

Annual Review of Financial Economics, Vol. 9, pp. 169-189, 2017
Posted: 03 Jan 2018
Itzhak Ben-David, Francesco A. Franzoni and Rabih Moussawi
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance

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