Details about Christopher C. Geczy

Access statistics for papers by Christopher C. Geczy.

Last updated 2021-10-05. Update your information in the RePEc Author Service.

Short-id: pge340

Working Papers

2013

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

2010

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

2004

3. Do Shareholders' Preferences Affect their Funds' Management? Evidence from the Cross Section of Shareholders and Funds
   CIRANO Working Papers, CIRANO
4. How and Why do Investors Trade Votes, and What Does it Mean?
   CIRANO Working Papers, CIRANO View citations (1)
5. Taking a View: Corporate Speculation, Governance and Compensation
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (1)
   See also Journal Article Taking a View: Corporate Speculation, Governance, and Compensation, Journal of Finance, American Finance Association (2007) View citations (38) (2007)

2003

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

2002

7. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (215)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999) View citations (20)
   Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (20)
   NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations (30)
   See also Journal Article Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence, Journal of Political Economy, University of Chicago Press (2002) View citations (212) (2002)

Undated

8. 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 View citations (3)
9. 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 View citations (2)
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)
   See also Journal Article Is the abnormal return following equity issuances anomalous?, Journal of Financial Economics, Elsevier (2000) View citations (207) (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

2009

2. Failure Is an Option: Impediments to Short Selling and Options Prices
   The Review of Financial Studies, 2009, 22, (5), 1955-1980 View citations (45)

2007

3. Taking a View: Corporate Speculation, Governance, and Compensation
   Journal of Finance, 2007, 62, (5), 2405-2443 View citations (38)
   See also Working Paper Taking a View: Corporate Speculation, Governance and Compensation, Working Paper Series (2004) View citations (1) (2004)
4. Vote Trading and Information Aggregation
   Journal of Finance, 2007, 62, (6), 2897-2929 View citations (48)

2005

5. Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada
   Journal of Financial Economics, 2005, 78, (1), 121-144 View citations (26)

2002

6. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
   Journal of Political Economy, 2002, 110, (4), 793-824 View citations (212)
   See also Working Paper Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence, NBER Working Papers (2002) View citations (215) (2002)
7. Stocks are special too: an analysis of the equity lending market
   Journal of Financial Economics, 2002, 66, (2-3), 241-269 View citations (167)

2000

8. Is the abnormal return following equity issuances anomalous?
   Journal of Financial Economics, 2000, 56, (2), 209-249 View citations (207)
   See also Working Paper Is the Abnormal Return Following Equity Issuances Anomalous?, Rodney L. White Center for Financial Research Working Papers View citations (2)

1997

9. Why Firms Use Currency Derivatives
   Journal of Finance, 1997, 52, (4), 1323-54 View citations (419)