Adem Atmaz

Associate Professor (Finance)          

Daniels School of Business

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

Dynamic Equilibrium with Costly Short-Selling and Lending Market  

Review of Financial Studies, 2023, Forthcoming  (with S. Basak and F. Ruan) 

Contrarians, Extrapolators, and Stock Market Momentum and Reversal  

Management Science, 2023, Forthcoming   (with S. Cassella, H. Gulen, and F. Ruan) 

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

Volatility Disagreement and Equilibrium Volatility Trading

(with A. Buffa)