Ryan Lewis

University of Colorado, Boulder

Assistant Professor of Finance

Boulder, CO 80309-0419

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 9,658

SSRN RANKINGS

Top 9,658

in Total Papers Downloads

6,376

SSRN CITATIONS
Rank 12,668

SSRN RANKINGS

Top 12,668

in Total Papers Citations

87

CROSSREF CITATIONS

8

Scholarly Papers (11)

1.

Disaster on the Horizon: The Price Effect of Sea Level Rise

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 64 Posted: 21 Nov 2017 Last Revised: 26 Jul 2018
University of Colorado at Boulder, Pennsylvania State University - Smeal College of Business and University of Colorado, Boulder
Downloads 3,714 (3,601)
Citation 89

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Climate Change, Asset Prices, Beliefs, Sea Level Rise, Real Estate

2.

Sea Level Rise Exposure and Municipal Bond Yields

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53 Posted: 11 Nov 2019 Last Revised: 06 Oct 2021
Yale School of Management, Pennsylvania State University - Smeal College of Business, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 838 (37,096)
Citation 17

Abstract:

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climate change, sea level rise, asset prices, municipal bonds, credit risk

3.

Corporate Debt Markets and Recovery Rates with Vulture Investors

Number of pages: 64 Posted: 18 Dec 2014 Last Revised: 09 Feb 2017
Ryan Lewis
University of Colorado, Boulder
Downloads 496 (73,322)

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Intermediary Asset Pricing, Recovery Rates, Credit Spreads, Bankruptcy Restructuring

4.

Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?

Finance Down Under 2017 Building on the Best from the Cellars of Finance, European Corporate Governance Institute – Finance Working Paper No. 655/2020, Forthcoming Journal of Finance
Number of pages: 62 Posted: 24 Nov 2015 Last Revised: 18 Oct 2021
Koc University, College of Administrative Sciences and Economics, London Business School - Institute of Finance and Accounting and University of Colorado, Boulder
Downloads 409 (92,192)

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Bankruptcy, Chapter 11, TRACE, Transparency, Bond, Dissemination

5.

The Effects of Transparency on OTC Market-Making

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 49 Posted: 12 Dec 2018 Last Revised: 12 Aug 2021
Ryan Lewis and Michael Schwert
University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 316 (123,046)
Citation 2

Abstract:

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over-the-counter markets, price transparency, corporate bonds

6.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 09 Mar 2021 Last Revised: 19 Oct 2021
Brigham Young University - Marriott School, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 147 (252,159)

Abstract:

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Public finance, pensions, deadweight loss, real estate.

7.

Crowded Ratings: Clientele Effects in the Corporate Bond Market

Number of pages: 61 Posted: 28 Nov 2020 Last Revised: 01 Sep 2021
London Business School, University of Colorado, Boulder and MIT - Sloan
Downloads 126 (284,217)

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credit ratings, clientele effects, corporate bond pricing, market segmentation

8.

Same Firm, Different Betas

Number of pages: 38 Posted: 24 Apr 2019 Last Revised: 13 Nov 2019
Ryan Lewis
University of Colorado, Boulder
Downloads 124 (287,567)
Citation 1

Abstract:

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Credit Spreads, Systematic Risk, Empirical Asset Pricing, Segmented Markets

9.

Investor Betas

Number of pages: 29 Posted: 28 Jan 2021
Ryan Lewis and Shrihari Santosh
University of Colorado, Boulder and University of Colorado at Boulder - Department of Finance
Downloads 121 (292,686)

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CAPM, risk, return, idiosyncratic, portfolio, active investor

Partisan Residential Sorting on Climate Change Risk

Number of pages: 71 Posted: 11 Dec 2020 Last Revised: 26 Oct 2021
University of Colorado at Boulder, University of Colorado - Boulder, Pennsylvania State University - Smeal College of Business and University of Colorado, Boulder
Downloads 69 (421,319)

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residential sorting, climate change, sea level rise, real estate, politics

Partisan Residential Sorting on Climate Change Risk

Number of pages: 72 Posted: 27 Oct 2020 Last Revised: 03 Dec 2021
University of Colorado at Boulder, University of Colorado - Boulder, Pennsylvania State University - Smeal College of Business and University of Colorado, Boulder
Downloads 10 (754,100)
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11.

The Economic Burden of Pension Shortfalls: Evidence from House Prices

Number of pages: 58 Posted: 25 Oct 2021 Last Revised: 18 Nov 2021
Brigham Young University, University of Colorado at Boulder, University of Illinois at Urbana-Champaign - Department of Finance, University of Colorado, Boulder and University of Pennsylvania - The Wharton School
Downloads 6 (757,334)
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