Adem Atmaz

Assistant 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, Forthcoming (with S. Basak)

Stock Return Extrapolation, Option Prices, and Variance Risk Premium

Review of Financial Studies, Forthcoming

Option Prices and Costly Short-Selling

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

Belief Dispersion in the Stock Market (Internet Appendix)

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


Working Papers

Different Extrapolators and Stock Market Momentum and Reversal

2020 (with S. Cassella, H. Gulen and F. Ruan)

Dynamic Equilibrium with Costly Short-Selling and Lending Market

2019 (with S. Basak and F. Ruan)