Gregory Weitzner

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 38,905

SSRN RANKINGS

Top 38,905

in Total Papers Downloads

1,712

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

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 484 (81,142)

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 434 (92,311)

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 340 (121,808)

Abstract:

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Rating Agencies, Capital Structure, Leverage Targeting, Rating Targeting

4.

Bank Loan Markups and Adverse Selection

Number of pages: 46 Posted: 01 Dec 2020 Last Revised: 23 Nov 2021
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Texas at Austin and McGill University
Downloads 157 (254,080)

Abstract:

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bank loans, adverse selection, market power

5.

Debt Maturity and Information Production

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 63 Posted: 04 Dec 2019 Last Revised: 10 Feb 2022
Gregory Weitzner
McGill University
Downloads 150 (263,731)

Abstract:

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

6.

Bank Information Production Over the Business Cycle

Number of pages: 56 Posted: 11 Oct 2021 Last Revised: 21 Dec 2021
Gregory Weitzner and Cooper Howes
McGill University and Federal Reserve Bank of Kansas City
Downloads 88 (383,692)

Abstract:

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Bank loans, information production, business cycle, security design

7.

Rating Agency Beliefs and Credit Market Distortions

Number of pages: 42 Posted: 20 Dec 2021 Last Revised: 13 May 2022
Chen Wang and Gregory Weitzner
University of Notre Dame - Mendoza College of Business and McGill University
Downloads 59 (476,432)

Abstract:

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Credit Rating Agencies, Beliefs, Financing Decisions, Investment Decisions