Pavel G. Savor

Temple University - Fox School of Business

Assistant Professor

Fox School of Business and Management

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 4,732

SSRN RANKINGS

Top 4,732

in Total Papers Downloads

6,834

CITATIONS
Rank 7,858

SSRN RANKINGS

Top 7,858

in Total Papers Citations

59

Scholarly Papers (10)

1.

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
Temple University - Fox School of Business and affiliation not provided to SSRN
Downloads 1,455 (8,559)
Citation 35

Abstract:

Mergers, Acquisitions, Market Efficiency, Long-run Returns

2.

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
Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 1,261 (6,462)
Citation 3

Abstract:

3.

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
Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 982 (9,475)

Abstract:

Asset Pricing, Risk Premia, Earnings, Announcements

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
Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 598 (33,337)
Citation 9

Abstract:

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
Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 282 (83,790)
Citation 9

Abstract:

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
Temple University - Fox School of Business
Downloads 534 (36,023)
Citation 1

Abstract:

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
Temple University - Fox School of Business and Harvard University
Downloads 451 (44,264)
Citation 10

Abstract:

Short Selling, Limits to Arbitrage, Arbitrageurs

7.

One Central Bank to Rule Them All

Fox School of Business Research Paper, Saïd Business School WP 2015-13,
Number of pages: 56 Posted: 12 Sep 2015 Last Revised: 16 Dec 2016
Francesca Brusa, Pavel G. Savor and Mungo Ivor Wilson
Temple University - Fox School of Business, Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 31 (137,095)

Abstract:

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

8.

Uncertainty Premia for Small and Large Risks

Number of pages: 48 Posted: 24 Apr 2015 Last Revised: 12 Jan 2017
Martin Puhl, Pavel G. Savor and Mungo Ivor Wilson
Oesterreichische Nationalbank (OeNB), Temple University - Fox School of Business and University of Oxford - Said Business School
Downloads 23 (332,545)

Abstract:

Ambiguity aversion, risk aversion, options

Status, Marriage, and Managers' Attitudes to Risk

NBER Working Paper No. w17904
Number of pages: 54 Posted: 10 Mar 2012
Nikolai L. Roussanov and Pavel G. Savor
University of Pennsylvania - The Wharton School and Temple University - Fox School of Business
Downloads 22 (428,019)
Citation 1

Abstract:

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 Temple University - Fox School of Business

Abstract:

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, Temple University - Fox School of Business and Rutgers Business School - Newark and New Brunswick

Abstract:

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, Temple University - Fox School of Business and Independent

Abstract:

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