Gregory Weitzner

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 43,207

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Top 43,207

in Total Papers Downloads

1,329

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (5)

1.

The Term Structure of Short Selling Costs

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 43 Posted: 03 Feb 2016 Last Revised: 12 Nov 2020
Gregory Weitzner
McGill University
Downloads 432 (84,113)

Abstract:

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short sale, equity lending, limits to arbitrage, information in option prices, behavioral asset pricing

2.

Distortions Caused by Lending Fee Retention

Number of pages: 54 Posted: 06 Dec 2017 Last Revised: 05 Jan 2021
Travis L. Johnson and Gregory Weitzner
The University of Texas at Austin and McGill University
Downloads 382 (97,072)

Abstract:

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Share lending, short selling, mutual funds, ETFs, incentives, asset management

3.

What's in a Debt? Rating Agency Methodologies and Firms’ Financing and Investment Decisions

Number of pages: 63 Posted: 31 Dec 2016 Last Revised: 20 Mar 2020
Cesare Fracassi and Gregory Weitzner
University of Texas at Austin and McGill University
Downloads 306 (123,957)

Abstract:

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Rating Agencies, Capital Structure, Leverage Targeting, Rating Targeting

4.

Debt Maturity and Information Production

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 54 Posted: 04 Dec 2019 Last Revised: 15 Jan 2021
Gregory Weitzner
McGill University
Downloads 121 (285,471)

Abstract:

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Short-Term Funding, Capital Structure, Security Design, Debt Maturity, Fire Sales

5.

Bank Loan Markups and Adverse Selection

Number of pages: 41 Posted: 01 Dec 2020
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Texas at Austin and McGill University
Downloads 88 (353,116)

Abstract:

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bank loans, adverse selection, market power