Pavel G. Savor

DePaul University - Kellstadt Graduate School of Business

1 E. Jackson Blvd.

Chicago, IL

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 4,861

SSRN RANKINGS

Top 4,861

in Total Papers Downloads

8,304

SSRN RANKINGS

Top 6,829

in Total Papers Citations

71

!

Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (11)

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 2,081 (6,557)

Abstract:

Loading...

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 1,647 (9,738)

Abstract:

Loading...

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 1,543 (10,831)

Abstract:

Loading...

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 663 (37,113)

Abstract:

Loading...

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 304 (97,085)

Abstract:

Loading...

Asset Pricing, Macroeconomic Risk, Macroeconomic News

5.

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 612 (41,841)

Abstract:

Loading...

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

6.

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 547 (48,481)

Abstract:

Loading...

Short Selling, Limits to Arbitrage, Arbitrageurs

7.

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: 05 Apr 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 410 (69,305)

Abstract:

Loading...

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

8.

Policy Uncertainty and Corporate Credit Spreads

Fox School of Business Research Paper No. 17-020
Number of pages: 72 Posted: 11 Mar 2017 Last Revised: 10 Jun 2018
Temple University - Department of Finance, Concordia University, Quebec - John Molson School of Business, Temple University, Fox School of Business and DePaul University - Kellstadt Graduate School of Business
Downloads 356 (81,781)

Abstract:

Loading...

credit spreads, policy uncertainty, regulation

9.

Uncertainty Premia for Small and Large Risks

Number of pages: 50 Posted: 24 Apr 2015 Last Revised: 18 Oct 2018
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 95 (269,407)

Abstract:

Loading...

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

10.
Downloads 46 (394,867)

Status, Marriage, and Managers' Attitudes to Risk

NBER Working Paper No. w17904
Number of pages: 54 Posted: 10 Mar 2012 Last Revised: 27 Oct 2014
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Business
Downloads 46 (402,104)

Abstract:

Loading...

Marriage and Managers’ Attitudes to Risk

AFA 2013 San Diego Meetings Paper
Posted: 21 Mar 2011 Last Revised: 21 Apr 2014
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and DePaul University - Kellstadt Graduate School of Business

Abstract:

Loading...

CEOs, idiosyncratic risk, status concerns

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

Abstract:

Loading...

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

Abstract:

Loading...

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