Gregory Leonard

University of North Carolina at Chapel Hill

Chapel Hill, NC

United States

  • University of North Carolina at Chapel Hill

SCHOLARLY PAPERS

2

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20

Scholarly Papers (2)

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1.

The Fundamental-to-Market Ratio and the Value Premium Decline

Kenan Institute of Private Enterprise Research Paper
Number of pages: 65 Posted: 13 Apr 2020 Last Revised: 18 Aug 2021
Andrei S. Gonçalves and Gregory Leonard
Ohio State University (OSU) - Fisher College of Business and University of North Carolina at Chapel Hill
Downloads 1,569 (25,522)
Citation 19

Abstract:

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Value Premium, Book-to-Market, Valuation Ratios, The Cross Section of Expected Returns

2.

The Loan Fee Anomaly: A Short Seller's Best Ideas

Forthcoming, Management Science, Kenan Institute of Private Enterprise Research Paper No. 3707166
Number of pages: 68 Posted: 03 Nov 2020 Last Revised: 20 Jun 2024
Joseph Engelberg, Richard B. Evans, Gregory Leonard, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of Virginia - Darden School of Business, University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 1,394 (30,547)
Citation 1

Abstract:

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Asset pricing anomalies, equity loan fees, short selling, securities lending