LabCompass

Adem Atmaz

Economics, Econometrics and Finance · Purdue University West Lafayette

OpenAlex ORCID
Mid career · publishing since 2014Rising activity
Financial Markets and Investment StrategiesMarket Dynamics and VolatilityStochastic processes and financial applicationsHousing Market and EconomicsCorporate Finance and Governance

Publications

21

Citations

403

Est. group size

—

Recurring co-author estimate

Active years

13

Publishing since 2014

Research summary
AI-generated

Adem Atmaz studies how investors' beliefs, disagreements, and behavioral tendencies (such as extrapolating from past price trends) affect stock and option prices, market volatility, and trading patterns like momentum and reversal. His work builds theoretical (mathematical) models of financial markets to explain patterns such as short-selling costs, dividend policies, and variance risk premiums observed in real markets. This research is aimed at understanding asset pricing and investor behavior in equity and derivatives markets.

Investor beliefs and disagreement in asset pricingStock market momentum and reversalOption pricing and short-selling constraintsVolatility and variance risk premiumBehavioral finance and extrapolation

Publication output has been fairly steady over the last decade, with a mix of working papers and journal articles each year, though the average output over the last five years is modest at about 1-2 per year.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 1.4/year recently
2017: 3 publications172018: 3 publications182019: 3 publications192020: 1 publication202021: 3 publications21222023: 4 publications4232024: 1 publication242025: 1 publication252026: 1 publication26
Recent publications
Publishes in
  • SSRN Electronic Journal×10
  • The Journal of Finance×2
  • Review of Financial Studies×2
  • London Business School Research Online (London Business School)×2
  • Harvard Dataverse×2
Similar researchers
By research-topic overlap
  • Peter G. Hansen

    Economics, Econometrics and Finance · Purdue University West Lafayette

  • Huseyin Gulen

    Economics, Econometrics and Finance · Purdue University West Lafayette

  • Russell Rhoads

    Economics, Econometrics and Finance · Indiana University

  • Söhnke M. Bartram

    Economics, Econometrics and Finance · The Ohio State University

  • Sumudu W. Watugala

    Economics, Econometrics and Finance · Indiana University

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 20, 2026.

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