Pavel G. Savor

DePaul University - Kellstadt Graduate School of Business

1 E. Jackson Blvd.

Chicago, IL

United States

SCHOLARLY PAPERS

12

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Top 5,071

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8,830

SSRN CITATIONS
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SSRN RANKINGS

Top 5,394

in Total Papers Citations

177

CROSSREF CITATIONS

42

Scholarly Papers (12)

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 2,165 (7,045)
Citation 28

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2.

Earnings Announcements and Systematic Risk

Journal of Finance, vol. 71, 2016, 83–138. 2016 Amundi Smith Breeden Prize
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 1,713 (10,452)
Citation 42

Abstract:

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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 1,560 (12,066)
Citation 30

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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 690 (39,418)
Citation 56

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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 313 (104,388)
Citation 1

Abstract:

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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 616 (46,529)
Citation 5

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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 563 (52,203)
Citation 1

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Short Selling, Limits to Arbitrage, Arbitrageurs

7.

Policy Uncertainty and Corporate Credit Spreads

Fox School of Business Research Paper No. 17-020
Number of pages: 87 Posted: 11 Mar 2017 Last Revised: 15 Jan 2020
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 546 (54,239)
Citation 10

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credit spreads, policy uncertainty, regulation

8.

One Central Bank to Rule Them All

Saïd Business School WP 2015-13
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 480 (63,829)
Citation 18

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

9.

Uncertainty Premia for Small and Large Risks

Number of pages: 50 Posted: 24 Apr 2015 Last Revised: 26 Jan 2020
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 108 (272,190)
Citation 1

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

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 59 (394,018)

Abstract:

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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

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CEOs, idiosyncratic risk, status concerns

11.

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 Business and University of Oxford - Said Business School
Downloads 17 (582,297)

Abstract:

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

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