Author Page for Joshua Matthew Pollet

A Tangled Tale of Training and Talent: PhDs in Institutional Asset Management

Number of pages: 52 Posted: 25 Oct 2013 Last Revised: 23 May 2017

Ranadeb Chaudhuri, Zoran Ivkovich, Joshua Matthew Pollet and Charles Trzcinka

Oakland University, Michigan State University, Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

Downloads 1,986 (14,227)

Citation 6

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2.

Why Does Options Market Information Predict Stock Returns?

Number of pages: 57 Posted: 13 Oct 2016 Last Revised: 15 Jun 2023

Dmitriy Muravyev, Neil D. Pearson and Joshua Matthew Pollet

Michigan State University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,975 (14,357)

Citation 5

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3.

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

Downloads 1,666 (18,700)

Citation 10

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Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

Review of Financial Studies, Vol. 28, No. 12, 2015

Number of pages: 65 Posted: 20 Mar 2009 Last Revised: 25 Feb 2016

Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet

Emory University - Department of Finance, Bayes Business School (formerly Cass) and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,519 (21,204)

Citation 2

Abstract:

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices

NBER Working Paper No. w15335

Number of pages: 47 Posted: 15 Sep 2009 Last Revised: 28 May 2023

Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet

Emory University - Department of Finance, Bayes Business School (formerly Cass) and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 147 (338,031)

Citation 7

Abstract:

4.

How Does Size Affect Mutual Fund Behavior?

HKUST Business School Research Paper No. 07-06

Number of pages: 49 Posted: 24 Jul 2006

Mungo Ivor Wilson and Joshua Matthew Pollet

University of Oxford - Said Business School and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,429 (23,620)

Citation 78

Abstract:

5.

Predicting Asset Returns with Expected Oil Price Changes

Number of pages: 31 Posted: 17 May 2005

Joshua Matthew Pollet

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,100 (34,556)

Citation 16

Abstract:

6.

Average Correlation and Stock Market Returns

Number of pages: 43 Posted: 05 Mar 2008 Last Revised: 02 Dec 2008

Joshua Matthew Pollet and Mungo Ivor Wilson

University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School

Downloads 1,081 (35,460)

Citation 29

Abstract:

7.

Attention, Demographics, and the Stock Market

Downloads 960 (41,985)

Citation 2

2

Attention, Demographics, and the Stock Market

Number of pages: 52 Posted: 07 Jun 2005

Joshua Matthew Pollet and Stefano DellaVigna

University of Illinois at Urbana-Champaign - Department of Finance and University of California, Berkeley

Downloads 520 (92,549)

Abstract:

Attention, Demographics, and the Stock Market

NBER Working Paper No. w11211

Number of pages: 56 Posted: 26 Apr 2005 Last Revised: 21 Aug 2022

Stefano DellaVigna and Joshua Matthew Pollet

University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 440 (113,019)

Abstract:

8.

The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?

Review for Financial Studies, Forthcoming, AFA 2010 Atlanta Meetings Paper

Number of pages: 22 Posted: 22 Mar 2009 Last Revised: 29 Jun 2011

Prachi Deuskar, Joshua Matthew Pollet, Zhi Jay Wang and Lu Zheng

Indian School of Business, University of Illinois at Urbana-Champaign - Department of Finance, University of Oregon - Charles H. Lundquist School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 869 (48,125)

Citation 9

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9.

Strategic Release of Information on Friday: Evidence from Earnings Announcements

Number of pages: 49 Posted: 08 Sep 2004

Stefano DellaVigna and Joshua Matthew Pollet

University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 787 (55,126)

Citation 7

Abstract:

10.

Anomalies and Their Short-Sale Costs

Number of pages: 59 Posted: 15 Nov 2022 Last Revised: 30 May 2023

Dmitriy Muravyev, Neil D. Pearson and Joshua Matthew Pollet

Michigan State University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 785 (55,303)

Abstract:

11.

Investor Inattention, Firm Reaction, and Friday Earnings Announcements

Downloads 696 (64,864)

Citation 489

2

Investor Inattention, Firm Reaction, and Friday Earnings Announcements

Number of pages: 46 Posted: 13 Nov 2005

Stefano DellaVigna and Joshua Matthew Pollet

University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 565 (83,378)

Citation 6

Abstract:

Investor Inattention, Firm Reaction, and Friday Earnings Announcements

NBER Working Paper No. w11683

Number of pages: 47 Posted: 14 Dec 2005 Last Revised: 05 Jun 2022

Stefano DellaVigna and Joshua Matthew Pollet

University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 131 (370,210)

Citation 75

Abstract:

12.

Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options

Journal of Finance, Forthcoming

Number of pages: 57 Posted: 23 Jun 2016 Last Revised: 15 May 2021

Dmitriy Muravyev, Neil D. Pearson and Joshua Matthew Pollet

Michigan State University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 695 (64,981)

Citation 14

Abstract:

13.

Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets

Number of pages: 37 Posted: 03 Dec 2010 Last Revised: 01 Jun 2013

Jens Hilscher, Joshua Matthew Pollet and Mungo Ivor Wilson

University of California, Davis, University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School

Downloads 690 (65,571)

Citation 24

Abstract:

14.

The Performance of Marketplace Lenders

Downloads 662 (69,140)

Citation 2

2

The Performance of Marketplace Lenders

Center for Financial Studies Working Paper No. 706, 2023

Number of pages: 55 Posted: 12 Sep 2018 Last Revised: 28 Feb 2023

Roman Kräussl, Zsofia Kräussl, Joshua Matthew Pollet and Kalle Rinne

Bayes Business School (formerly Cass), Department of Finance, University of Luxembourg, University of Illinois at Urbana-Champaign - Department of Finance and Universite du Luxembourg - Department of Finance

Downloads 607 (76,173)

Citation 2

Abstract:

The Performance of Marketplace Lenders

Number of pages: 64 Posted: 01 Nov 2022

Roman Kräussl, Zsofia Kräussl, Joshua Matthew Pollet and Kalle Rinne

Bayes Business School (formerly Cass), Department of Finance, University of Luxembourg, University of Illinois at Urbana-Champaign - Department of Finance and Universite du Luxembourg - Department of Finance

Downloads 55 (640,458)

Abstract:

15.

Why Do Firms Hold Cash? Evidence from Demographic Demand Shifts

Number of pages: 64 Posted: 17 Dec 2014 Last Revised: 22 May 2019

Igor Cunha and Joshua Matthew Pollet

University of Kentucky and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 609 (76,790)

Citation 18

Abstract:

16.

Capital Budgeting vs. Market Timing: An Evaluation Using Demographics

Downloads 547 (87,742)

Citation 5

2

Capital Budgeting vs. Market Timing: An Evaluation Using Demographics

AFA 2008 New Orleans Meetings Paper

Number of pages: 42 Posted: 21 Mar 2007

Stefano DellaVigna and Joshua Matthew Pollet

University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 478 (102,517)

Citation 2

Abstract:

Capital Budgeting vs. Market Timing: An Evaluation Using Demographics

NBER Working Paper No. w15184

Number of pages: 45 Posted: 28 Jul 2009 Last Revised: 29 Jun 2023

Stefano DellaVigna and Joshua Matthew Pollet

University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 69 (569,195)

Abstract:

17.

The In-State Equity Bias of State Pension Plans

Downloads 149 (333,772)

Citation 1

2

The In-State Equity Bias of State Pension Plans

NBER Working Paper No. w21020

Number of pages: 47 Posted: 16 Mar 2015 Last Revised: 09 Jun 2023

Jeffrey R. Brown, Joshua Matthew Pollet and Scott J. Weisbenner

University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 76 (538,510)

Abstract:

The In-State Equity Bias of State Pension Plans

Number of pages: 46 Posted: 08 Mar 2015

Jeffrey R. Brown, Joshua Matthew Pollet and Scott J. Weisbenner

University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 73 (551,484)

Citation 1

Abstract:

18.

The Role of Assets In Place: Loss of Market Exclusivity and Investment

Downloads 107 (428,398)

2

The Role of Assets In Place: Loss of Market Exclusivity and Investment

Number of pages: 47 Posted: 16 Sep 2020 Last Revised: 01 Feb 2021

Matthew John Higgins, Mathias Kronlund, Ji Min Park and Joshua Matthew Pollet

University of Utah - Department of Entrepreneurship & Strategy, Tulane University, Nanyang Business School and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 78 (530,292)

Abstract:

The Role of Assets in Place: Loss of Market Exclusivity and Investment

NBER Working Paper No. w27588

Number of pages: 47 Posted: 28 Jul 2020 Last Revised: 20 May 2023

Matthew John Higgins, Mathias Kronlund, Ji Min Park and Joshua Matthew Pollet

University of Utah - Department of Entrepreneurship & Strategy, Tulane University, Nanyang Business School and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 29 (823,798)

Abstract:

19.

Closed-End Funds and Discount Control Mechanisms

Center for Financial Studies Working Paper No. 707, 2023

Number of pages: 40 Posted: 02 Feb 2023 Last Revised: 13 Apr 2023

Roman Kräussl, Joshua Matthew Pollet and Denitsa Stefanova

Bayes Business School (formerly Cass), University of Illinois at Urbana-Champaign - Department of Finance and Universite du Luxembourg

Downloads 87 (491,126)

Joshua Matthew Pollet

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

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Scholarly Papers (19)

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