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Joshua Pollet

Associate Professor of Finance and Seass Faculty Fellow

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


BlackRock Prize, 25th Australasian Finance and Banking Conference , 2012


The Talk of the Town Award, Finance Down Under Conference , 2013

 

Contact Information
4039 BIF
515 E. Gregory Drive
Champaign IL 61820

(217) 300-1961
pollet@illinois.edu

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