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

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

Stock Return Extrapolation, Option Prices, and Variance Risk Premium

Revise and Resubmit Review of Financial Studies

Stock Market and No-Dividend Stocks

Revise and Resubmit Journal of Finance (with S. Basak)

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)