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Publications

by members of

Jacobs Levy Equity Management Center for Quantitative Financial Research
Wharton School of Business
University of Pennsylvania
Philadelphia, Pennsylvania (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2013

  1. Olivia S. Mitchell & Christopher C. Geczy & Robert Novy-Marx & Raimond Maurer & Donald E. Fuerst & Christopher M. Bone & Donald J. Segal & Martin G. Clarke & Frank J. Fabozzi & Deborah Lucas & David F, 2013. "Technical Review Panel for the Pension Insurance Modeling System (PIMS)," Working Papers wp290, University of Michigan, Michigan Retirement Research Center.

2010

  1. Geczy, Christopher C., 2010. "Thoughts on the Future of the Hedge Fund Industry," Working Papers 10-15, University of Pennsylvania, Wharton School, Weiss Center.

2004

  1. Susan Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004. "How and Why do Investors Trade Votes, and What Does it Mean?," CIRANO Working Papers 2004s-23, CIRANO.
  2. Geczy, Christopher C. & Minton, Bernadette & Schrand, Catherine, 2004. "Taking a View: Corporate Speculation, Governance and Compensation," Working Paper Series 2004-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  3. Susan Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2004. "Do Shareholders' Preferences Affect their Funds' Management? Evidence from the Cross Section of Shareholders and Funds," CIRANO Working Papers 2004s-22, CIRANO.

2003

  1. Christoffersen, Susan E. K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2003. "The Limits to Dividend Arbitrage: Implications for Cross-Border Investment," Working Papers 03-2, University of Pennsylvania, Wharton School, Weiss Center.

1999

  1. Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 7406, National Bureau of Economic Research, Inc.

Undated

  1. Alon Brav & Christopher Geczy & Paul A. Gompers, "undated". "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers 2-99, Wharton School Rodney L. White Center for Financial Research.
  2. Christopher C. Geczy & Bernadette A. Minton & Catherine Schrand, "undated". "Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry," Rodney L. White Center for Financial Research Working Papers 28-99, Wharton School Rodney L. White Center for Financial Research.

Journal articles

2015

  1. Geczy, Christopher C., 2015. "Financial market assumptions and pension plan models: a comment on PIMS model asset markets assumptions," Journal of Pension Economics and Finance, Cambridge University Press, vol. 14(2), pages 127-143, April.

2009

  1. Richard B. Evans & Christopher C. Geczy & Adam V. Reed, 2009. "Failure Is an Option: Impediments to Short Selling and Options Prices," The Review of Financial Studies, Society for Financial Studies, vol. 22(5), pages 1955-1980, May.

2007

  1. Christopher C. Géczy & Bernadette A. Minton & Catherine M. Schrand, 2007. "Taking a View: Corporate Speculation, Governance, and Compensation," Journal of Finance, American Finance Association, vol. 62(5), pages 2405-2443, October.
  2. Susan E.K. Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2007. "Vote Trading and Information Aggregation," Journal of Finance, American Finance Association, vol. 62(6), pages 2897-2929, December.

2005

  1. Christoffersen, Susan E.K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2005. "Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada," Journal of Financial Economics, Elsevier, vol. 78(1), pages 121-144, October.

2002

  1. Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2002. "Stocks are special too: an analysis of the equity lending market," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 241-269.
  2. Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 110(4), pages 793-824, August.

2000

  1. Brav, Alon & Geczy, Christopher & Gompers, Paul A., 2000. "Is the abnormal return following equity issuances anomalous?," Journal of Financial Economics, Elsevier, vol. 56(2), pages 209-249, May.

1997

  1. Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997. "Why Firms Use Currency Derivatives," Journal of Finance, American Finance Association, vol. 52(4), pages 1323-1354, September.

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