Adem Atmaz

Associate Professor (Finance)

Krannert School of Management

Purdue University

403 W. State Street

West Lafayette, IN 47907

Office: KRAN 511

Tel: +1 (765) 494-6725

Email: aatmaz@purdue.edu

CV

Papers on SSRN

Google Scholar Page

Publications

Stock Market and No-Dividend Stocks

Journal of Finance, 2022, 77 (1), 545–599 (with S. Basak)

Stock Return Extrapolation, Option Prices, and Variance Risk Premium

Review of Financial Studies, 2022, 35 (3), 1348-1393

Option Prices and Costly Short-Selling

Journal of Financial Economics, 2019, 134 (1), 1-28 (with S. Basak)

Belief Dispersion in the Stock Market (Internet Appendix)

Journal of Finance, 2018, 73 (3), 1225-1279 (with S. Basak)


Working Papers

Dynamic Equilibrium with Costly Short-Selling and Lending Market

Revise and Resubmit at Review of Financial Studies, 2022 (with S. Basak and F. Ruan)

Contrarians, Extrapolators, and Stock Market Momentum and Reversal

Revise and Resubmit at Management Science, 2022 (with S. Cassella, H. Gulen, and F. Ruan)