Pavel G. Savor

DePaul University - Kellstadt Graduate School of Business

Christopher L. Keeley Chair in Investment Management

1 E. Jackson Blvd.

Chicago, IL

United States

affiliation not provided to SSRN

  • DePaul University - Kellstadt Graduate School of Business

SCHOLARLY PAPERS

17

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419

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42

Scholarly Papers (17)

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1.

Asset Pricing: A Tale of Two Days

AFA 2013 San Diego Meetings Paper
Number of pages: 72 Posted: 19 Mar 2012 Last Revised: 21 Apr 2014
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 2,472 (8,841)
Citation 35

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2.

Earnings Announcements and Systematic Risk

Journal of Finance, vol. 71, 2016, 83–138. 2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 17 Mar 2011 Last Revised: 12 Jan 2017
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 1,899 (13,572)
Citation 35

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Asset Pricing, Risk Premia, Earnings, Announcements

3.

Do Stock Mergers Create Value for Acquirers?

Number of pages: 50 Posted: 07 Feb 2006 Last Revised: 21 Apr 2014
Pavel G. Savor and Qi Lu
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1,608 (17,558)
Citation 46

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Mergers, Acquisitions, Market Efficiency, Long-run Returns

4.

How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements

Downloads 1,112 (30,435)
Citation 93

How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements

Number of pages: 62 Posted: 08 Dec 2008 Last Revised: 21 Apr 2014
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 770 (49,956)
Citation 69

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Asset Pricing, Macroeconomic Risk, Macroeconomic News

Asset Returns and Scheduled Macroeconomic News Announcements

Number of pages: 46 Posted: 14 Feb 2009
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 342 (135,566)
Citation 1

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Asset Pricing, Macroeconomic Risk, Macroeconomic News

5.

Short Covering

Number of pages: 54 Posted: 06 Feb 2023
Jesse Blocher, Xi Dong, Matthew C. Ringgenberg and Pavel G. Savor
Vanderbilt University - Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of Utah - Department of Finance and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 837 (45,313)
Citation 3

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limits to arbitrage, market efficiency, short sales, short covering

6.

Policy Uncertainty and Corporate Credit Spreads

Journal of Financial Economics (JFE), Vol. 138, No. 3, 2020
Number of pages: 87 Posted: 11 Mar 2017 Last Revised: 15 Jun 2021
Mahsa Kaviani, Lawrence Kryzanowski, Hosein Maleki and Pavel G. Savor
University of Delaware, Concordia University, Quebec - John Molson School of Business, Florida State University - College of Business and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 825 (46,220)
Citation 32

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credit spreads, policy uncertainty, regulation

7.

Stock Returns after Major Price Shocks: The Impact of Information

Number of pages: 69 Posted: 24 Nov 2008 Last Revised: 21 Apr 2014
Pavel G. Savor
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 645 (63,965)
Citation 13

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Predictability of Stock Returns, Information, Analyst Reports, Momentum, Reversals

8.

Holding on to Your Shorts: When Do Short Sellers Retreat?

Number of pages: 46 Posted: 15 Apr 2005 Last Revised: 21 Apr 2014
Pavel G. Savor and Mario Gamboa-Cavazos
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and Harvard University
Downloads 641 (64,509)
Citation 12

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Short Selling, Limits to Arbitrage, Arbitrageurs

9.

One Central Bank to Rule Them All

Saïd Business School WP 2015-13, Fox School of Business Research Paper
Number of pages: 76 Posted: 12 Sep 2015 Last Revised: 07 Aug 2019
Francesca Brusa, Pavel G. Savor and Mungo Ivor Wilson
Temple University - Fox School of Business, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 576 (73,842)
Citation 22

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Risk Premia, Announcements, Monetary Policy, Central Bank, Federal Reserve

10.

Reaching for Influence: Do Banks Use Loans to Establish Political Connections?

Number of pages: 50 Posted: 22 Jun 2021 Last Revised: 23 Jun 2021
Mahsa Kaviani, Hosein Maleki and Pavel G. Savor
University of Delaware, Florida State University - College of Business and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 175 (261,847)

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bank loans; elections; political connections; influence-seeking

11.

Uncertainty Premia for Small and Large Risks

Number of pages: 83 Posted: 24 Apr 2015 Last Revised: 12 Sep 2022
Martin Puhl, Pavel G. Savor and Mungo Ivor Wilson
Oesterreichische Nationalbank (OeNB), DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 170 (268,529)
Citation 1

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Uncertainty, price of risk, price of uncertainty, risk aversion, ambiguity aversion, options

12.

Sources of Return Predictability

Number of pages: 43 Posted: 11 Oct 2021 Last Revised: 16 Mar 2023
Beata Gafka, Pavel G. Savor and Mungo Ivor Wilson
Ivey Business School at University of Western Ontario, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 133 (327,763)

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Announcements, Returns' predictability, Risk

13.

Status, Marriage, and Managers' Attitudes to Risk

Downloads 86 (442,047)

Status, Marriage, and Managers' Attitudes to Risk

NBER Working Paper No. w17904
Number of pages: 54 Posted: 10 Mar 2012 Last Revised: 04 Dec 2022
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 86 (446,265)

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Marriage and Managers’ Attitudes to Risk

AFA 2013 San Diego Meetings Paper
Posted: 21 Mar 2011 Last Revised: 15 Dec 2020
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN

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CEOs, idiosyncratic risk, status concerns

14.

Engaging with Discreteness: Gambling, Under-Participation, and Lotteries in Economies with Indivisible Goods

Number of pages: 45 Posted: 15 Dec 2019
Bingcun Dai, Pavel G. Savor and Mungo Ivor Wilson
University of Oxford, Said Business School, Students, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 60 (537,619)

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Indivisible goods, Friedman-Savage, lotteries, skewness, non-participation

15.

Dual Class Shares: Do Investors Suffer?

Number of pages: 46 Posted: 01 Mar 2023
Ronald C. Anderson, Ezgi Ottolenghi, David M. Reeb and Pavel G. Savor
Temple University - Department of Finance, Texas Tech University, National University of Singapore - Dept of Accounting and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 14 (826,812)

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Dual-class shares, voting rights, controlling shareholders, minority shareholders, monitoring

16.

Management Guidance and Monetary Policy Transmission in the Eurozone

Number of pages: 66 Posted: 01 Mar 2023
Mansoor Afzali, Gonul Colak, Sinh Thoi Mai and Pavel G. Savor
Hanken School of Economics, University of Sussex, Hanken School of Economics and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN
Downloads 12 (844,970)

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Management earnings guidance; monetary policy; European Central Bank; Information asymmetry

17.

Large Price Changes and Subsequent Returns

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Large Price Changes and Subsequent Returns

Journal of Investment Management, 2013
Posted: 13 Sep 2014
Suresh Govindaraj, Joshua Livnat, Pavel G. Savor and Chen Zhao
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and Rutgers Business School - Newark and New Brunswick

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Analyst price target revisions, Analyst earnings forecast revisions, Large price changes, Trading strategy

Large Price Changes and Subsequent Returns

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
Suresh Govindaraj, Joshua Livnat, Pavel G. Savor and Zhao Chen
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and Independent

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Large price changes, analyst revisions, earnings forecasts, target price, abnormal returns, momentum, reversals