Paul Schultz

University of Notre Dame

John and Maude Clarke Professor of Finance

361 Mendoza College of Business

Notre Dame, IN 46556-5646

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 43,356

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Top 43,356

in Total Papers Downloads

1,093

SSRN CITATIONS
Rank 21,305

SSRN RANKINGS

Top 21,305

in Total Papers Citations

21

CROSSREF CITATIONS

21

Scholarly Papers (5)

1.

Inventory Management by Corporate Bond Dealers

Number of pages: 40 Posted: 12 May 2017
Paul Schultz
University of Notre Dame
Downloads 410 (77,801)
Citation 32

Abstract:

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over-the-counter market, dealer market, liquidity, corporate bond, Volcker Rule

2.

The Market for New Issues of Municipal Bonds: The Roles of Transparency and Limited Access to Retail Investors

Number of pages: 53 Posted: 20 Jan 2012
Paul Schultz
University of Notre Dame
Downloads 279 (119,614)
Citation 12

Abstract:

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municipal bond, dealer market, transparency, regulation, offering

3.

Do Option-Based Measures of Stock Mispricing Find Investment Opportunities or Market Frictions?

Number of pages: 49 Posted: 22 Mar 2019 Last Revised: 20 Dec 2019
University of Notre Dame, McGill University - Desautels Faculty of Management, University of Notre Dame and McGill University - Desautels Faculty of Management
Downloads 223 (149,919)

Abstract:

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options implied stock prices, expiration risk, stock return predictability

4.

Transparency and Dealer Networks: Evidence from the Initiation of Post-Trade Reporting in the Mortgage Backed Security Market

Number of pages: 49 Posted: 31 Oct 2017 Last Revised: 05 May 2018
Paul Schultz and Zhaogang Song
University of Notre Dame and Johns Hopkins University - Carey Business School
Downloads 127 (243,416)
Citation 4

Abstract:

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mortgage backed securities, dealer networks, transparency, trade reporting

5.

Volatility and the Cross-Section of Equity Returns: The Role of Short-Selling Constraints

Number of pages: 44 Posted: 28 Apr 2020
Ruslan Goyenko and Paul Schultz
McGill University - Desautels Faculty of Management and University of Notre Dame
Downloads 54 (407,677)

Abstract:

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Short Selling Fees, Idiosyncratic Volatility, Hard to Borrow Stocks