Joshua Pollet

Articles

• Chaudhuri, R., Ivkovich, Z., Pollet, J., & Trzcinka, C. (2020). PhDs in Institutional Money Management: A Tangled Tale of Talent and Training. Management Science, 66 (12), 5623–5647.  link >
• Cunha, I., & Pollet, J. (2020). Why do Firms Hold Cash? Evidence from Demographic Demand Shifts. Review of Financial Studies, 33 (9), 4102–4138.  link >
• Jegadeesh, N., Roman, K., & Pollet, J. (2015). Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices. Review of Financial Studies, 28 (12), 3269-3302.
• Hilscher, J., Pollet, J., & Wilson, M. (2015). Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets. Journal of Financial and Quantitative Analysis, 50 (3), 543-567.
• DellaVigna, S., & Pollet, J. (2013). Capital Budgeting vs. Market Timing: An Evaluation Using Demographics. Journal of Finance, 68 (1), 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 (9), 3008-3024.
• Pollet, J., & Wilson, M. (2010). Average Correlation and Stock Market Returns. Journal of Financial Economics, 96 (3), 364-380.
• DellaVigna, S., & Pollet, J. (2009). Investor Inattention and Friday Earnings Announcements. Journal of Finance, 64 (2), 709-749.
• Pollet, J., & Wilson, M. (2008). How Does Size Affect Mutual Fund Behavior? Journal of Finance, 63 (6), 2941-2969.
• DellaVigna, S., & Pollet, J. (2007). Demographics and Industry Returns. American Economic Review, 97 (5), 1667-1702.

Book Chapters

• Brown, J., Liebman, J., & Pollet, J., M. Feldstein and J. Liebman (Ed.) (2002). Estimating Life Tablets that Reflect Socioeconomic Differences in Mortality. The Distributional Effects of Social Security Reform ( pp. 447-457). Chicago, IL: University of Chicago Press.

Presentations

• Muravyev, D., Pearson, N., & Pollet, J. (2023). Anomalies and Their Short-Sale Costs. SFS Cavalcade North America 2023, Society of Financial Studies.
• Muravyev, D., Pearson, N., & Pollet, J. (2023). Why Does Options Market Information Predict Stock Returns? American Finance Association Annual Meeting, American Finance Association.
• Kraussl, R., Kraussl, Z., Pollet, J., & Rinne, K. (2019). The Performance of Marketplace Lenders: Evidence from Lending Club Payment Data. 14th Annual Conference of the Financial Intermediation Research Society, Financial Intermediation Research Society.
• Muravyev, D., Pearson, N., & Pollet, J. (2018). Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. American Finance Association Annual Meetings, American Finance Association.
• Muravyev, D., Pearson, N., & Pollet, J. (2017). Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. 2017 China International Conference in Finance.
• Muravyev, D., Pearson, N., & Pollet, J. (2017). Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. 12th Annual Conference of the Financial Intermediation Research Society, Financial Intermediation Research Society.
• Muravyev, D., Pearson, N., & Pollet, J. (2017). Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. SFS Cavalcade North America 2017, Society of Financial Studies.
• Pearson, N., Muravyev, D., & Pollet, J. (2017). Is There A Risk Premium in the Stock Lending Market: Evidence from Equity Options. HEC-McGill Winter Finance Workshop, HEC-McGill.
• Muravyev, D., Pearson, N., & Pollet, J. (2017). Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options. 11th Jackson Hole Finance Conference, Jackson Hole Finance Group.
• Pearson, N., Muravyev, D., & Pollet, J. (2016). Risk Premia in the Stock Lending Market: Evidence from Equity Options. NUS Risk Management Conference.
• Cunha, I., & Pollet, J. (2015). Why Do Firms Hold Cash? Evidence from Demographic Demand Shift. European Finance Association 42nd Annual Meeting, European Finance Association.
• Deuskar, P., Wang, Z., Zheng, L., & Pollet, J. (2011). The good, the bad or the expensive? Which mutual fund managers join hedge funds? UC Davis Symposium on Financial Institutions and Intermediaries.
• Deuskar, P., Wang, Z., Zheng, L., & Pollet, J. (2010). The good, the bad or the expensive? Which mutual fund managers join hedge funds? American Finance Association Meetings.
• Deuskar, P., Wang, Z., Zheng, L., & Pollet, J. (2009). The good, the bad or the expensive? Which mutual fund managers join hedge funds? Fourth Biannual FIRS Finance Conference.
• Widdicks, M., Pollet, J., & White, J. (2008). Executive Stock Option Exercise Behavior with Consumption and Overconfidence. European Finance Association Annual Meeting.
• Pollet, J., & DellaVigna, S. (2005). Strategic Release of Information on Friday: Evidence from Earnings Announcements. Adam Smith Asset Pricing Conference.
• Pollet, J., & DellaVigna, S. (2005). Strategic Release of Information on Friday: Evidence from Earnings Announcements. American Economic Association Meetings.
• Pollet, J., & DellaVigna, S. (2004). Strategic Release of Information on Friday: Evidence from Earnings Announcements. Hong Kong University of Science and Techology.
• Pollet, J., & DellaVigna, S. (2004). Attention, Demographics, and the Stock Market. American Economic Association Meetings.
• Pollet, J., & DellaVigna, S. (2003). Attention, Demographics, and the Stoci Market. National Bureau of Economic Research, Behavioral Finance Meetings.

Working Papers

• Pearson, N., Muravyev, D., & Pollet, J. Why Does Options Market Information Predict Stock Returns.
• Pollet, J., & Widdicks, M. Share Retention, Executive Optimism, and Partial Option Exercise.
• Roman, K., Kraussl, Z., Pollet, J., & Rinne, K. The Performance of Marketplace Lenders: Evidence from Lending Club Payment Data.
• Brown, J., Pollet, J., & Weisbenner, S. The In-State Equity Bias of State Pension Plans.
• Huang, J., Pollet, J., & Weisbenner, S. The Impact of Seeking Prestige: Corporate Decisions Around the Fortune 100 Threshold.
• Muravyev, D., Pearson, N., & Pollet, J. Understanding Returns to Short Selling Using Option-Implied Stock Borrowing Fees.