Christopher Geczy

University of Pennsylvania - The Wharton School, Finance Department

Assistant Professor of Finance

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

  • University of Pennsylvania - The Wharton School, Finance Department

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    • Tel: (215) 898-1698
    • Fax: (215) 898-6200
SCHOLARLY PAPERS

24

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149

CROSSREF CITATIONS

984

Scholarly Papers (24)

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1.

Investing in Socially Responsible Mutual Funds

Number of pages: 56 Posted: 22 Jul 2003
Christopher Geczy, Robert F. Stambaugh and David Levin
University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - The Wharton School and University of Pennsylvania - The Wharton School
Downloads 6,793 (917)
Citation 101

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socially responsible investing, mutual funds, portfolio selection

2.

Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)

Number of pages: 77 Posted: 20 May 2015 Last Revised: 11 May 2017
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 5,730 (1,231)
Citation 8

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Price Momentum, Early Security Prices, Market States, Price Reversal, Currency, Commodity, Bonds

3.

Two Centuries of Price Return Momentum

Financial Analysts Journal, Vol. 72, No. 5 (September/October 2016)
Number of pages: 58 Posted: 12 Jul 2013 Last Revised: 04 Sep 2016
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 5,628 (1,272)
Citation 22

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Price Momentum, Early Security Prices, Market States, Price Reversal, Hedging

4.

Why Firms Use Currency Derivatives

Downloads 2,198 ( 6,408)

Why Firms Use Currency Derivatives

WP No. 96-4
Number of pages: 51 Posted: 14 Nov 1996
Christopher Geczy, Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department, Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Downloads 2,198 (6,282)
Citation 20

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Why Firms Use Currency Derivatives

J. OF FINANCE, Vol. 52 No. 4, September 1997
Posted: 17 Jul 1997
Christopher Geczy, Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department, Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department

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5.

Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry

Number of pages: 71 Posted: 15 Jan 2000
Christopher Geczy, Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department, Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Downloads 1,722 (9,657)
Citation 10

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6.

Vote Trading and Information Aggregation

AFA 2006 Boston Meetings Paper, Sixteenth Annual Utah Winter Finance Conference, ECGI - Finance Working Paper No. 141/2007
Number of pages: 57 Posted: 20 Mar 2005
Susan Kerr Christoffersen, Christopher Geczy, Adam V. Reed and David K. Musto
University of Toronto - Rotman School of Management, University of Pennsylvania - The Wharton School, Finance Department, University of North Carolina Kenan-Flagler Business School and University of Pennsylvania - Finance Department
Downloads 1,331 (14,589)
Citation 14

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information aggregation, voting rights, equity lending, vote trading

7.

Contracts with (Social) Benefits: The Implementation of Impact Investing

Number of pages: 87 Posted: 26 Apr 2018 Last Revised: 09 Dec 2019
Christopher Geczy, Jessica Jeffers, David K. Musto and Anne M. Tucker
University of Pennsylvania - The Wharton School, Finance Department, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and Georgia State University College of Law
Downloads 1,078 (20,086)
Citation 1

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impact investing, venture capital, private equity, socially responsible investment, sustainable investing, corporate social responsibility, contracts

8.

Taking a View: Corporate Speculation, Governance and Compensation

Number of pages: 54 Posted: 17 Dec 2004
Christopher Geczy, Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department, Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department
Downloads 866 (27,559)
Citation 30

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Speculation, Compensation, Governance

9.

Failure is an Option: Impediments to Short Selling and Options Prices

Downloads 801 ( 30,752)
Citation 32

Failure is an Option: Impediments to Short Selling and Options Prices

EFA 2003 Glasgow
Number of pages: 46 Posted: 01 Aug 2003
Richard B. Evans, Adam V. Reed, Christopher Geczy and David K. Musto
University of Virginia - Darden School of Business, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 801 (30,255)
Citation 32

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Failure is an Option: Impediments to Short Selling and Options Prices

The Review of Financial Studies, Vol. 22, No. 5, pp. 1955-1980, 2009
Posted: 13 Apr 2009
Richard B. Evans, Christopher Geczy, David K. Musto and Adam V. Reed
University of Virginia - Darden School of Business, University of Pennsylvania - The Wharton School, Finance Department, University of Pennsylvania - Finance Department and University of North Carolina Kenan-Flagler Business School

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G12, G13, G29

10.

Who are the Beneficiaries When Insiders Trade? An Examination of Piggybacking in the Brokerage Industry

EFA 2005 Moscow Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 35 Posted: 06 Mar 2005
Christopher Geczy and Jinghua Yan
University of Pennsylvania - The Wharton School, Finance Department and SAC Capital Advisors
Downloads 761 (32,985)
Citation 5

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insider trading, brokerage, market maker

11.

The Equity in Equity Issuances

Number of pages: 48 Posted: 13 Nov 1998
Alon Brav, Christopher Geczy and Paul A. Gompers
Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School, Finance Department and Harvard Business School - Finance Unit
Downloads 665 (39,591)
Citation 2

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12.

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Downloads 500 ( 57,373)
Citation 307

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

AFA 2001 New Orleans Meetings; CRSP Working Paper No. 505; and RLW Center Working Paper No. 23-99
Number of pages: 48 Posted: 10 Feb 2000
Alon Brav, George M. Constantinides and Christopher Geczy
Duke University - Fuqua School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School, Finance Department
Downloads 451 (64,517)

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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

NBER Working Paper No. w7406
Number of pages: 53 Posted: 12 Jul 2000 Last Revised: 26 Oct 2010
Alon Brav, George M. Constantinides and Christopher Geczy
Duke University - Fuqua School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School, Finance Department
Downloads 38 (455,904)

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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

NBER Working Paper No. w8822
Number of pages: 41 Posted: 10 Aug 2012
Alon Brav, George M. Constantinides and Christopher Geczy
Duke University - Fuqua School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School, Finance Department
Downloads 11 (619,056)
Citation 20

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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Journal of Political Economy, Forthcoming
Posted: 19 Nov 2001
Alon Brav, George M. Constantinides and Christopher Geczy
Duke University - Fuqua School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School, Finance Department

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Equity premium, Incomplete consumption insurance, Heterogeneous consumers, Limited capital market participation

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Journal of Political Economy, Vol. 110, August 2002
Posted: 26 Aug 2002
Alon Brav, George M. Constantinides and Christopher Geczy
Duke University - Fuqua School of Business, University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School, Finance Department

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13.

The Market for Record-Date Ownership

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 37 Posted: 20 Mar 2002
Susan Kerr Christoffersen, Adam V. Reed, Christopher Geczy and David K. Musto
University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 489 (59,019)
Citation 1

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Equity Lending, Shareholder Proposals, Dividend Arbitrage

14.

Thoughts on the Future of the Hedge Fund Industry

Number of pages: 45 Posted: 03 Apr 2011
Christopher Geczy
University of Pennsylvania - The Wharton School, Finance Department
Downloads 391 (77,259)

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15.

Two Centuries of Commodity Futures Premia: Momentum, Value and Basis

Number of pages: 28 Posted: 26 Feb 2019
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 390 (77,482)

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Commodity Futures, Long-Run Research, Momentum, Value, Basis

16.

Great Expectations: Mission Preservation and Financial Performance in Impact Investing

Number of pages: 32 Posted: 26 Jan 2016
Jacob Gray, Nick Ashburn, Harry Douglas, Jessica Jeffers, David K. Musto and Christopher Geczy
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and University of Pennsylvania - The Wharton School, Finance Department
Downloads 389 (77,715)
Citation 3

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impact investing, private equity, venture capital, social impact, financial performance, mission preservation, gross performance, transactions, exits

17.

Institutional Investing When Shareholders Are Not Supreme

Harvard Business Law Review, Vol. 5, 2015, Georgia State University College of Law, Legal Studies Research Paper No. 2015-08
Number of pages: 69 Posted: 26 Mar 2015 Last Revised: 26 May 2015
Christopher Geczy, Jessica Jeffers, David K. Musto and Anne M. Tucker
University of Pennsylvania - The Wharton School, Finance Department, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and Georgia State University College of Law
Downloads 389 (77,715)
Citation 1

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institutional investing, institutional investors, high fiduciary duty institution, fiduciary duty, corporate law, constituency statutes, empirical legal research, boards of directors, director duties, alternative purpose firms, benefit corporations

18.

The Limits to Dividend Arbitrage: Implications for Cross Border Investment

Rodney L. White Center for Financial Research Working Paper No. 08-03
Number of pages: 30 Posted: 25 Jun 2003
Susan Kerr Christoffersen, Adam V. Reed, Christopher Geczy and David K. Musto
University of Toronto - Rotman School of Management, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania - The Wharton School, Finance Department and University of Pennsylvania - Finance Department
Downloads 311 (100,517)
Citation 4

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19.

In Pursuit of Good & Gold: Data Observations of Employee Ownership & Impact Investment

Seattle University Law Review, Vol. 40, No. 2, 2017, Georgia State University College of Law, Legal Studies Research Paper No. 2017-10
Number of pages: 56 Posted: 10 Mar 2017 Last Revised: 29 Jun 2017
Christopher Geczy, Jessica Jeffers, David K. Musto and Anne M. Tucker
University of Pennsylvania - The Wharton School, Finance Department, University of Chicago - Booth School of Business, University of Pennsylvania - Finance Department and Georgia State University College of Law
Downloads 182 (170,831)

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Shareholders, Impact Investors, Employee Shareholders, Employee Stock Ownership, Venture Capital, Employee Ownership, Investment Funds, Startups

20.

Efficient SRI/ESG Portfolios

Number of pages: 43 Posted: 30 Jul 2019
Christopher Geczy, John Guerard and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department, McKinley Capital Management, LLC and Two Centuries Investments
Downloads 149 (202,809)

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Socially Responsible Investing, ESG, Portfoio Selection

21.

Technical Review Panel for the Pension Insurance Modeling System (PIMS)

Michigan Retirement Research Center Research Paper No. 2013-290, Simon School Working Paper No. FR 13-32
Number of pages: 265 Posted: 11 Jan 2014
Olivia S. Mitchell, Christopher Geczy, Robert Novy-Marx, Raimond Maurer, Donald E. Fuerst, Christopher Bone, Donald Segal, Martin G. Clarke, Frank J. Fabozzi, Deborah Lucas and David F. Babbel
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Wharton School, Finance Department, Simon Business School, University of Rochester, Goethe University Frankfurt - Finance Department, Mercer Human Resource Consulting, Independent, Independent, Independent, EDHEC Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Pennsylvania - The Wharton School - Finance and Insurance Departments
Downloads 127 (230,483)

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pensions, insurance

22.

Financial Market Assumptions & Models for Pension Plans: A Technical Comment on the PIMS Model Assumptions for Asset Markets

Pension Research Council Working Paper, PRC WP2013-08
Number of pages: 31 Posted: 08 Oct 2013
Christopher Geczy
University of Pennsylvania - The Wharton School, Finance Department
Downloads 44 (422,026)
Citation 1

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23.

The Use of Multiple Risk Management Strategies: Evidence from the Natural Gas Industry

Journal of Risk, Vol. 8, No. 3, Spring 2006
Posted: 11 May 2006
Christopher Geczy, Bernadette A. Minton and Catherine M. Schrand
University of Pennsylvania - The Wharton School, Finance Department, Ohio State University (OSU) - Department of Finance and University of Pennsylvania - Accounting Department

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natural gas pipelines, time-series patterns, pipline companies, gas storage, cash holdings, line-of-business, derivatives

24.

Is the Abnormal Return Following Equity Issuances Anomalous?

Rodney L. White Center Working Paper No. 02-99
Posted: 12 Feb 1999
Alon Brav, Christopher Geczy and Paul A. Gompers
Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School, Finance Department and Harvard Business School - Finance Unit

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