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

SCHOLARLY PAPERS

18

DOWNLOADS
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13,033

SSRN CITATIONS
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SSRN RANKINGS

Top 2,422

in Total Papers Citations

680

CROSSREF CITATIONS

42

Scholarly Papers (18)

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 Business and University of Oxford - Said Business School
Downloads 2,686 (9,447)
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 Business and University of Oxford - Said Business School
Downloads 1,983 (15,325)
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 Business and affiliation not provided to SSRN
Downloads 1,642 (20,571)
Citation 74

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Mergers, Acquisitions, Market Efficiency, Long-run Returns

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 Business and University of Oxford - Said Business School
Downloads 811 (55,913)
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 Business and University of Oxford - Said Business School
Downloads 355 (155,062)
Citation 1

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Asset Pricing, Macroeconomic Risk, Macroeconomic News

5.

Short Covering

Number of pages: 57 Posted: 06 Feb 2023 Last Revised: 27 Nov 2023
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 Business
Downloads 1,106 (36,818)
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
University of Delaware, Concordia University, Quebec - John Molson School of Business, Rutgers Business School - Rutgers University and DePaul University - Kellstadt Graduate School of Business
Downloads 910 (48,490)
Citation 77

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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 Business
Downloads 684 (71,041)
Citation 26

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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 Business and Harvard University
Downloads 666 (73,508)
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 Business and University of Oxford - Said Business School
Downloads 619 (80,590)
Citation 22

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

10.

Media, Partisan Ideology, and Corporate Social Responsibility

Number of pages: 69 Posted: 04 Aug 2020 Last Revised: 14 Mar 2024
Mahsa Kaviani, Lily Y. Li, Hosein Maleki and Pavel G. Savor
University of Delaware, Villanova University, Rutgers Business School - Rutgers University and DePaul University - Kellstadt Graduate School of Business
Downloads 463 (115,322)

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corporate social responsibility, partisan media, political ideology

11.

Sources of Return Predictability

Number of pages: 53 Posted: 11 Oct 2021 Last Revised: 13 Feb 2024
Beata Gafka, Pavel G. Savor and Mungo Ivor Wilson
Ivey Business School at University of Western Ontario, DePaul University - Kellstadt Graduate School of Business and University of Oxford - Said Business School
Downloads 272 (206,858)

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Announcements, Returns' predictability, Risk

12.

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, Rutgers Business School - Rutgers University and DePaul University - Kellstadt Graduate School of Business
Downloads 247 (227,634)

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bank loans; elections; political connections; influence-seeking

13.

Uncertainty Premia for Small and Large Risks

Number of pages: 89 Posted: 24 Apr 2015 Last Revised: 03 Jan 2024
Martin Puhl, Pavel G. Savor and Mungo Ivor Wilson
Oesterreichische Nationalbank (OeNB), DePaul University - Kellstadt Graduate School of Business and University of Oxford - Said Business School
Downloads 213 (262,299)
Citation 1

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

14.

Dual Class Shares: Do Investors Suffer?

Number of pages: 46 Posted: 01 Mar 2023
Temple University - Department of Finance, Texas Tech University, National University of Singapore - Dept of Accounting and DePaul University - Kellstadt Graduate School of Business
Downloads 124 (414,237)

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

Status, Marriage, and Managers' Attitudes to Risk

NBER Working Paper No. w17904
Number of pages: 54 Posted: 10 Mar 2012 Last Revised: 04 Jun 2023
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Business
Downloads 96 (501,670)

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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 Business

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CEOs, idiosyncratic risk, status concerns

16.

Indivisible Goods and Relative Wealth Concerns: Gambling, Under-Participation, and Lotteries

Number of pages: 45 Posted: 15 Dec 2019 Last Revised: 27 Nov 2023
Bingcun Dai, Pavel G. Savor and Mungo Ivor Wilson
University of Oxford, Said Business School, Students, DePaul University - Kellstadt Graduate School of Business and University of Oxford - Said Business School
Downloads 95 (501,104)

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

17.

Management Guidance and Monetary Policy Transmission in the Eurozone

Number of pages: 66 Posted: 01 Mar 2023
Hanken School of Economics, University of Sussex, Hanken School of Economics and DePaul University - Kellstadt Graduate School of Business
Downloads 61 (644,763)

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

Large Price Changes and Subsequent Returns

Journal of Investment Management, 2013
Posted: 13 Sep 2014
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Business 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
Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University, DePaul University - Kellstadt Graduate School of Business and Independent

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