Author Page for Joshua Matthew Pollet

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

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 2,642 (10,773)

Citation 5

Abstract:

2.

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 2,035 (16,282)

Citation 6

Abstract:

3.

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

Downloads 1,822 (19,484)

Citation 15

2

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 1,650 (22,308)

Citation 3

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 172 (353,850)

Citation 12

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 1,488 (26,497)

Citation 82

Abstract:

5.

Anomalies and Their Short-Sale Costs ☆

Number of pages: 78 Posted: 15 Nov 2022 Last Revised: 22 Jun 2024

Dmitriy Muravyev, Neil D. Pearson and Joshua Matthew Pollet

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 1,212 (35,782)

Citation 2

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 1,212 (35,782)

Citation 35

Abstract:

7.

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 1,142 (39,004)

Citation 16

Abstract:

8.

Attention, Demographics, and the Stock Market

Downloads 1,014 (46,305)

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 548 (102,835)

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 466 (125,219)

Abstract:

9.

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 891 (55,396)

Citation 14

Abstract:

10.

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

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 888 (55,657)

Citation 21

Abstract:

11.

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 819 (62,139)

Citation 7

Abstract:

12.

Investor Inattention, Firm Reaction, and Friday Earnings Announcements

Downloads 807 (63,406)

Citation 84

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 659 (81,254)

Citation 9

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 148 (402,867)

Citation 75

Abstract:

13.

The Performance of Marketplace Lenders

Downloads 724 (73,112)

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), City University London - Bayes Business School, University of Illinois at Urbana-Champaign - Department of Finance and Universite du Luxembourg - Department of Finance

Downloads 647 (83,148)

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), City University London - Bayes Business School, University of Illinois at Urbana-Champaign - Department of Finance and Universite du Luxembourg - Department of Finance

Downloads 77 (644,050)

Abstract:

14.

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 720 (73,620)

Citation 24

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 667 (81,177)

Citation 24

Abstract:

16.

Capital Budgeting vs. Market Timing: An Evaluation Using Demographics

Downloads 615 (90,015)

Citation 2

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 493 (117,032)

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 122 (470,492)

Abstract:

17.

The In-State Equity Bias of State Pension Plans

Downloads 197 (313,597)

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 105 (527,883)

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 92 (577,972)

Citation 1

Abstract:

18.

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

Downloads 147 (404,650)

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, The University of Illinois at Urbana-Champaign, Nanyang Business School and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 97 (558,297)

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, The University of Illinois at Urbana-Champaign, Nanyang Business School and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 50 (800,849)

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 127 (454,026)

Abstract:

20.

The Performance of Prosper Marketplace Lending Platform: Evidence from Proprietary Payment Data

Number of pages: 35

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

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

Downloads 1

Joshua Matthew Pollet

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

20

Top 3,979

19,170

Top 1,188

340

Scholarly Papers (20)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: