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

14

DOWNLOADS
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Top 3,060

in Total Papers Downloads

9,522

CITATIONS
Rank 2,798

SSRN RANKINGS

Top 2,798

in Total Papers Citations

199

Scholarly Papers (14)

1.

What a Difference a Ph.D. Makes: More than Three Little Letters

Number of pages: 46 Posted: 25 Oct 2013
Ranadeb Chaudhuri, Zoran Ivkovich, Joshua Matthew Pollet and Charles Trzcinka
Indiana University - Kelley School of Business - Department of Finance, 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 1,451 (8,016)

Abstract:

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 1,053 (14,750)
Citation 8

Abstract:

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
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 58 (295,793)
Citation 8

Abstract:

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 1,083 (13,134)
Citation 41

Abstract:

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 861 (18,550)
Citation 10

Abstract:

Oil, Market Efficiency, Attention

5.
Downloads 845 ( 20,866)
Citation 10

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 464 (46,542)
Citation 10

Abstract:

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
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 381 (59,304)
Citation 10

Abstract:

6.

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 706 (23,984)
Citation 14

Abstract:

Mutual Funds, Hedge Funds, Managerial Turnover

7.

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 689 (23,929)
Citation 7

Abstract:

Average correlation, average variance, Roll critique

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 601 (31,426)
Citation 4

Abstract:

Earnings announcements, Friday, attention

9.

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 491 (36,815)
Citation 6

Abstract:

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 445 (49,072)
Citation 96

Abstract:

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
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 41 (346,233)
Citation 96

Abstract:

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 426 (51,802)
Citation 3

Abstract:

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
Stefano DellaVigna and Joshua Matthew Pollet
University of California, Berkeley and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 18 (451,730)
Citation 3

Abstract:

12.

Why Do Firms Hold Cash? Evidence from Demographic Demand Shifts

Number of pages: 44 Posted: 17 Dec 2014 Last Revised: 10 May 2015
Igor Cunha and Joshua Matthew Pollet
University of Kentucky and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 93 (152,992)

Abstract:

Cash Holdings, Precautionary Motive, Free Cash Problem, Payout, Financing Policy

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 40 (349,661)

Abstract:

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 9 (502,787)

Abstract:

14.

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

Number of pages: 43 Posted: 13 Oct 2016
Dmitriy Muravyev, Neil D. Pearson and Joshua Matthew Pollet
Boston College, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 0 (248,574)

Abstract:

stock lending, short sales, lending fee, equity options