Joshua Pollet
Associate Professor of Finance
Education
Ph.D.
Economics,
Harvard University,
2004.
B.A.
Economics,
Emory University,
1998.
Positions
Assistant Professor, Emory University, 2008 - 2009
Assistant Professor, University of Illinois, 2004 - 2008
Research Interests
The dominant component of Pollet's research program analyzes the reaction of stock prices and derivatives prices to various types of information. Because the behavior of corporate managers is affected by stock prices, the response of stock prices to information may also influence management decisions. In particular, this research theme examines the relation between investor inattention and stock prices as well as the relation between investor inattention and the decisions of corporate managers. Although investor inattention is the primary focus, Pollet's research is also comprised of several projects investigating other topics, including the trade-off between aggregate risk and expected return, the link between price impact (liquidity constraints) and the investment decisions of mutual fund managers, and the decision of mutual fund managers to join hedge funds.
Research
Journal Articles
"Capital Budgeting vs. Market Timing: An Evaluation Using Demographics."
S. DellaVigna,
J. Pollet,
Journal of Finance,
(68)
February:
1
237-270
2013
"Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets."
J. Hilscher,
J. Pollet,
M. Wilson,
Journal of Financial and Quantitative Analysis,
2013
"The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?."
P. Deuskar,
J. Pollet,
Z. Wang,
L. Zheng,
Review of Financial Studies,
(24)
September:
9
3008-3024
2011
"Average Correlation and Stock Market Returns."
J. Pollet,
M. Wilson,
Journal of Financial Economics,
(96)
June:
3
364-380
2010
"Investor Inattention and Friday Earnings Announcements."
S. DellaVigna,
J. Pollet,
Journal of Finance,
(64)
April:
2
709-749
2009
"How Does Size Affect Mutual Fund Behavior?."
J. Pollet,
M. Wilson,
Journal of Finance,
(63)
December:
6
2941-2969
2008
"Demographics and Industry Returns."
S. DellaVigna,
J. Pollet,
The American Economic Review,
(97)
December:
5
1667-1702
2007
Chapters in Books
"Estimating Life Tablets that Reflect Socioeconomic Differences in Mortality."
J. Brown,
J. Liebman,
J. Pollet,
447-457
In The Distributional Effects of Social Security Reform, (Eds: M. Feldstein and J. Liebman),
University of Chicago Press: Chicago, IL,
2002
Honors and Awards
Prize For Excellence,
UK Inquire
, 2009-2010
Evans-Hall Lectureship Award,
Emory University
, 2011
|
|
Contact Information
4039 BIF
515 E. Gregory Drive
Champaign IL 61820
(217) 300-1961
pollet@illinois.edu
Curriculum Vitae
College Profile
Research Profile
Home Page
In The News
Edit my
data
|