Pavel G. Savor

Temple University - Fox School of Business

Assistant Professor

Fox School of Business and Management

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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CITATIONS
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in Total Papers Citations

69

Scholarly Papers (11)

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 (9,060)
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 (6,404)
Citation 4

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 (9,583)
Citation 7

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 618 (33,833)
Citation 10

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 287 (86,834)
Citation 10

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 (37,238)
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 (44,956)
Citation 10

Abstract:

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: 71 Posted: 12 Sep 2015 Last Revised: 03 Aug 2017
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 (112,711)

Abstract:

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

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 26 (427,668)
Citation 2

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

9.

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 (311,758)

Abstract:

Ambiguity aversion, risk aversion, options

10.

Policy Uncertainty and Corporate Credit Spreads

Fox School of Business Research Paper No. 17-020
Number of pages: 52 Posted: 11 Mar 2017 Last Revised: 21 Jun 2017
Temple University - Fox School of Business and Management, Concordia University, Quebec - John Molson School of Business, Temple University, Fox School of Business and Temple University - Fox School of Business
Downloads 0 (225,997)

Abstract:

credit spreads, policy uncertainty, regulation

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