Joshua Matthew Pollet

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

1206 South Sixth Street

Champaign, IL 61820

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 3,869

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Top 3,869

in Total Papers Downloads

13,088

SSRN CITATIONS
Rank 1,648

SSRN RANKINGS

Top 1,648

in Total Papers Citations

252

CROSSREF CITATIONS

515

Scholarly Papers (18)

1.

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 1,916 (10,726)
Citation 6

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Ph.D., institutional money management, publications

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, Universite du Luxembourg - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,339 (18,477)
Citation 6

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Private equity; risk-return characteristics; funds of funds

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

Number of pages: 47 Posted: 15 Sep 2009 Last Revised: 27 Nov 2021
Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet
Emory University - Department of Finance, Universite du Luxembourg - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 78 (392,263)

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3.

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 1,336 (18,855)
Citation 39

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fund families, mutual funds, price impact, returns to scale

4.

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 1,033 (27,555)
Citation 16

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Oil, Market Efficiency, Attention

5.

Why Do Price and Volatility Information from the Options Market Predict Stock Returns?

Number of pages: 67 Posted: 13 Oct 2016 Last Revised: 29 Apr 2020
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 974 (29,958)
Citation 5

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equity options, put-call parity, implied volatility spread, implied volatility skew, stock borrowing fee, stock lending fee

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 967 (30,291)
Citation 12

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Average correlation, average variance, Roll critique

7.
Downloads 889 ( 34,052)
Citation 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 493 (72,936)

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Behavioral finance, demographics, limited attention, foresight

Attention, Demographics, and the Stock Market

Number of pages: 56 Posted: 26 Apr 2005 Last Revised: 21 Aug 2021
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 396 (94,636)

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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 839 (36,880)
Citation 3

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Mutual Funds, Hedge Funds, Managerial Turnover

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 715 (45,858)
Citation 7

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Earnings announcements, Friday, attention

10.

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 638 (53,336)
Citation 24

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CDS, market segmentation, inattention

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 500 (71,738)
Citation 2

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earnings announcements, attention, Friday, strategic behavior

Investor Inattention, Firm Reaction, and Friday Earnings Announcements

Number of pages: 47 Posted: 14 Dec 2005 Last Revised: 05 Jun 2021
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 85 (372,537)
Citation 75

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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 450 (81,533)
Citation 3

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Behavioral Finance, Market Timing, Equity Issuance, Investment, Capital Structure

Capital Budgeting vs. Market Timing: An Evaluation Using Demographics

Number of pages: 45 Posted: 28 Jul 2009 Last Revised: 28 Jun 2021
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 25 (632,211)

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13.

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 460 (80,146)
Citation 5

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Cash Holdings, Payout, Precautionary Motive

14.

The Performance of Marketplace Lenders: Evidence from Lending Club Payment Data

Number of pages: 48 Posted: 12 Sep 2018 Last Revised: 24 Apr 2021
Roman Kräussl, Zsofia Kräussl, Joshua Matthew Pollet and Kalle Rinne
Universite du Luxembourg - Department of Finance, Department of Finance, University of Luxembourg, University of Illinois at Urbana-Champaign - Department of Finance and Universite du Luxembourg - Department of Finance
Downloads 416 (90,418)
Citation 2

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Marketplace lending, household finance, financial intermediation, financial innovation, competition

15.

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 237 (164,773)
Citation 3

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Short sales, stock borrowing fee, risk premium, equity options

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 54 (476,072)

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Public Pensions, Portfolio Choice, Local Bias, Campaign Contributions

The In-State Equity Bias of State Pension Plans

Number of pages: 47 Posted: 16 Mar 2015 Last Revised: 09 Jun 2021
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 23 (647,162)

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17.

Signaling or Marketing? The Role of Discount Control Mechanisms

Number of pages: 35 Posted: 09 Sep 2018 Last Revised: 01 Aug 2019
Roman Kräussl, Joshua Matthew Pollet and Denitsa Stefanova
Universite du Luxembourg - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Luxembourg School of Finance
Downloads 64 (432,151)

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Closed-End Funds, Discount, Signaling, Repurchases, Continuation Vote

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, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 42 (530,529)

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assets in place, pecking order, R&D, patent expiration, loss of market exclusivity, pharmaceuticals

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

Number of pages: 47 Posted: 28 Jul 2020 Last Revised: 19 Nov 2021
Matthew John Higgins, Mathias Kronlund, Ji Min Park and Joshua Matthew Pollet
University of Utah - Department of Entrepreneurship & Strategy, Tulane University, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 8 (770,222)
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