Christopher C. Geczy Faculty Profile
Christopher C. Geczy
Assistant Professor of Finance
PhD, The University of Chicago, 1999; BA, The University of Pennsylvania, 1990
Research Areas
Asset pricing; financial econometrics; risk management
Academic Positions Held
Wharton: 1997-present.
Other Positions
Federal Reserve Board, 1990-92; Member, Board of Directors, Mid-Atlantic Hedge Fund Association
Career and Recent Professional Awards; Teaching Awards
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
Professional Leadership 2003-2007
Economic Advisory Board, NASDAQ; Advisory Editor, Journal of Alternative Investments
Representative Publications
(with D. Musto and A. Reed)
"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).
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