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 3,428

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Top 3,428

in Total Papers Downloads

12,089

SSRN CITATIONS
Rank 1,701

SSRN RANKINGS

Top 1,701

in Total Papers Citations

189

CROSSREF CITATIONS

513

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 1,850 (9,538)
Citation 5

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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, Luxembourg School of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,259 (17,123)
Citation 2

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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

NBER Working Paper No. w15335
Number of pages: 47 Posted: 15 Sep 2009 Last Revised: 13 Oct 2009
Narasimhan Jegadeesh, Roman Kräussl and Joshua Matthew Pollet
Emory University - Department of Finance, Luxembourg School of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 71 (366,026)

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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 1,302 (16,620)
Citation 36

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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 1,010 (24,260)
Citation 16

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Oil, Market Efficiency, Attention

5.

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 933 (27,186)
Citation 14

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Average correlation, average variance, Roll critique

6.
Downloads 880 ( 29,531)
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 490 (63,448)

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Behavioral finance, demographics, limited attention, foresight

Attention, Demographics, and the Stock Market

NBER Working Paper No. w11211
Number of pages: 56 Posted: 26 Apr 2005 Last Revised: 21 Aug 2010
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 390 (83,438)

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7.

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 825 (32,326)
Citation 3

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Mutual Funds, Hedge Funds, Managerial Turnover

8.

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 704 (40,116)
Citation 7

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Earnings announcements, Friday, attention

9.

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 687 (41,552)
Citation 5

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

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 628 (46,766)
Citation 22

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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 479 (65,228)
Citation 2

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earnings announcements, attention, Friday, strategic behavior

Investor Inattention, Firm Reaction, and Friday Earnings Announcements

NBER Working Paper No. w11683
Number of pages: 47 Posted: 14 Dec 2005 Last Revised: 27 Jul 2009
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 72 (363,256)
Citation 57

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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 442 (72,037)
Citation 3

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

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 2010
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 24 (568,609)

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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 370 (89,795)
Citation 2

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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: 21 Sep 2020
Roman Kräussl, Zsofia Kräussl, Joshua Matthew Pollet and Kalle Rinne
Luxembourg School of Finance, Luxembourg School of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Luxembourg School of Finance
Downloads 352 (94,822)
Citation 2

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

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 53 (425,503)

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Public Pensions, Portfolio Choice, Local Bias, Campaign Contributions

The In-State Equity Bias of State Pension Plans

NBER Working Paper No. w21020
Number of pages: 47 Posted: 16 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 13 (648,454)

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16.

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

Number of pages: 49 Posted: 23 Jun 2016 Last Revised: 22 Oct 2019
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 65 (379,206)
Citation 1

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

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
Luxembourg School of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Luxembourg School of Finance
Downloads 53 (418,690)

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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
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 14 (640,756)

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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

NBER Working Paper No. w27588
Number of pages: 47 Posted: 28 Jul 2020
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 3 (729,041)
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