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Details about Christopher C. Geczy

E-mail:
Workplace:Finance Department, Wharton School of Business, University of Pennsylvania, (more information at EDIRC)
Jacobs Levy Equity Management Center for Quantitative Financial Research, Wharton School of Business, University of Pennsylvania, (more information at EDIRC)

Access statistics for papers by Christopher C. Geczy.

Last updated 2020-10-19. Update your information in the RePEc Author Service.

Short-id: pge340


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Working Papers

2013

  1. Technical Review Panel for the Pension Insurance Modeling System (PIMS)
    Working Papers, University of Michigan, Michigan Retirement Research Center Downloads

2010

  1. Thoughts on the Future of the Hedge Fund Industry
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads

2004

  1. Do Shareholders' Preferences Affect their Funds' Management? Evidence from the Cross Section of Shareholders and Funds
    CIRANO Working Papers, CIRANO Downloads
  2. How and Why do Investors Trade Votes, and What Does it Mean?
    CIRANO Working Papers, CIRANO Downloads View citations (1)
  3. Taking a View: Corporate Speculation, Governance and Compensation
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    See also Journal Article in Journal of Finance (2007)

2003

  1. The Limits to Dividend Arbitrage: Implications for Cross-Border Investment
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (3)

2002

  1. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (154)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999) Downloads View citations (17)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (17)
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (26)

    See also Journal Article in Journal of Political Economy (2002)

Undated

  1. Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (3)
  2. Is the Abnormal Return Following Equity Issuances Anomalous?
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (2)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2000)

Journal Articles

2015

  1. Financial market assumptions and pension plan models: a comment on PIMS model asset markets assumptions*
    Journal of Pension Economics and Finance, 2015, 14, (2), 127-143 Downloads

2009

  1. Failure Is an Option: Impediments to Short Selling and Options Prices
    Review of Financial Studies, 2009, 22, (5), 1955-1980 Downloads View citations (33)

2007

  1. Taking a View: Corporate Speculation, Governance, and Compensation
    Journal of Finance, 2007, 62, (5), 2405-2443 Downloads View citations (28)
    See also Working Paper (2004)
  2. Vote Trading and Information Aggregation
    Journal of Finance, 2007, 62, (6), 2897-2929 Downloads View citations (36)

2005

  1. Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada
    Journal of Financial Economics, 2005, 78, (1), 121-144 Downloads View citations (23)

2002

  1. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
    Journal of Political Economy, 2002, 110, (4), 793-824 Downloads View citations (166)
    See also Working Paper (2002)
  2. Stocks are special too: an analysis of the equity lending market
    Journal of Financial Economics, 2002, 66, (2-3), 241-269 Downloads View citations (126)

2000

  1. Is the abnormal return following equity issuances anomalous?
    Journal of Financial Economics, 2000, 56, (2), 209-249 Downloads View citations (177)
    See also Working Paper

1997

  1. Why Firms Use Currency Derivatives
    Journal of Finance, 1997, 52, (4), 1323-54 Downloads View citations (347)
 
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