Adem Atmaz

Publications

Dynamic Equilibrium with Costly Short-Selling and Lending Market  

Review of Financial Studies, 2024, 37 (2), 444-506 (with S. Basak and F. Ruan) 

Contrarians, Extrapolators, and Stock Market Momentum and Reversal  

Management Science, 2024, 70 (9), 5949-5984  (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 Asset Prices

(with A. Buffa) 

Index Investing and Sentiment Spillover

(with Z. Zhou)