Joshua M Pollet
Associate Professor of Finance
Ph.D., Economics, Harvard University, 2004 B.A., Magna Cum Laude, Economics, Emory University, 1998
Associate Professor, University of Illinois, 2012 to present Associate Professor, Michigan State University, 2009-2012 Assistant Professor, Emory University, 2008-2009 Assistant Professor, University of Illinois, 2004-2008
Hilscher, J., Pollet, J., Wilson, M. Forthcoming. Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets. Journal of Financial and Quantitative Analysis
DellaVigna, S., Pollet, J. 2013. Capital Budgeting vs. Market Timing: An Evaluation Using Demographics. Journal of Finance, 68: 237-270
Deuskar, P. , Pollet, J., Wang, Z., Zheng, L. 2011. The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds? Review of Financial Studies, 24: 3008-3024
Evans-Hall Lectureship Award, Emory University, 2011 Prize For Excellence, UK Inquire, 2009-2010
Ad Hoc Reviewer, Journal of Finance, 2007-present Ad Hoc Reviewer, Review of Financial Studies, 2006-present
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.
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4039 BIF 515 E. Gregory Drive Champaign, IL, 61820 (217) 300-1961 pollet@illinois.edu
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