Author Page for Christopher Geczy

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 5,001 (882)

Citation 53

Abstract:

2.

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 Forefront Analytics

Downloads 3,725 (1,223)

Abstract:

3.

Why Firms Use Currency Derivatives

Downloads 2,134 ( 5,644)

2

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 2,134 (5,530)

Citation 203

Abstract:

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

Abstract:

4.

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 Forefront Analytics

Downloads 1,690 (1,498)

Abstract:

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 1,655 (8,327)

Citation 9

Abstract:

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 1,227 (12,743)

Citation 36

Abstract:

7.

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 828 (24,105)

Citation 30

Abstract:

8.

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

Downloads 777 ( 27,764)

Citation 37

2

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 777 (27,319)

Citation 37

Abstract:

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

Abstract:

9.

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 686 (29,401)

Citation 1

Abstract:

10.

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 648 (34,741)

Abstract:

11.

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Downloads 490 ( 50,966)

Citation 102

5

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 446 (56,708)

Citation 102

Abstract:

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 35 (416,534)

Citation 102

Abstract:

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 9 (560,304)

Citation 100

Abstract:

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

Abstract:

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

Abstract:

12.

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 453 (52,057)

Abstract:

13.

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 332 (69,312)

Abstract:

14.

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 290 (89,038)

Citation 1

Abstract:

15.

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 153 (81,607)

Abstract:

16.

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 67 (229,129)

Abstract:

17.

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 29 (395,510)

Abstract:

18.

Contracts with Benefits: The Implementation of Impact Investing

Number of pages: 81 Posted: 26 Apr 2018 Last Revised: 10 May 2018

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 0 (207,000)

Abstract:

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 0 (200,749)

Abstract:

20.

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 0 (108,856)

Abstract:

21.

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

Abstract:

22.

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

Christopher Geczy

University of Pennsylvania - The Wharton School, Finance Department

Assistant Professor of Finance

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Scholarly Papers (22)

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