Knowledge Wharton
Christopher C. Geczy
Adjunct Associate Professor of Finance; Director, Wharton Wealth Management Initiative
Research Publications Biography
Research Areas
Asset pricing; financial econometrics; risk management
Adjunct Associate Professor of Finance; Director, Wharton Wealth Management Initiative
Asset pricing; financial econometrics; risk management
(with R. Evans, D. Musto and A. Reed)
"Failure is an Option: Impediments to Short-Selling and Options Prices." Review of Financial Studies (2008).
(with C. Schrand and B. Minton)
Taking a View: Corporate Speculation, Governance and Compensation, Journal of Finance (2007).
(with D. Musto and A. Reed)
The "Stocks are Special Too: An Analysis of the Equity Lending Market." Journal of Financial Economics (2002).
(with A. Brav and G. Constantinides)
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence." Journal of Political Economy (2002).
(with A. Brav and P. Gompers)
"The Abnormal Return Following Equity Issuances
Anomalous?" Journal of Financial Economics (2000).
(with B. Minton and C. Schrand)
"Why Firms Use Currency Derivatives." The Journal of Finance (September 1997).
PhD, The University of Chicago, 1999; BA, The University of Pennsylvania, 1990
Caesarea Prize; Bank of Canada Research Award; Zicklin Center Research Grant; Q Group Research Award; Sloan Fellow, Wharton; New York Stock Exchange Fellow, Wharton; Oscar Mayer Fellowship, University of Chicago; CRSP Research Award; Dice Fellow in Finance, Ohio State University
Wharton: 1997-present.
Federal Reserve Board, 1990-92; Member, Board of Directors, Mid-Atlantic Hedge Fund Association
Economic Advisory Board, NASDAQ; Advisory Editor, Journal of Alternative Investments; Advisor Editor, Journal of Wealth Management; Academic Director, Securities Industry Institute; Curriculum and Exam Committee, Chartered Alternative Investment Analyst Association (CAIA)
