Simon Fraser University
NBER Working Papers and Publications
|February 2008||Liquidity Risk and Syndicate Structure|
with Philip Strahan: w13802
Published: Gatev, Evan & Strahan, Philip E., 2009. "Liquidity risk and syndicate structure," Journal of Financial Economics, Elsevier, vol. 93(3), pages 490-504, September.
|January 2007||How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998 |
with Til Schuermann, Philip Strahan
in The Risks of Financial Institutions, Mark Carey and René M. Stulz, editors
|May 2006||Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions|
with Til Schuermann, Philip E. Strahan: w12234
Published: Evan Gatev & Til Schuermann & Philip E. Strahan, 2009. "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(3), pages 995-1020, March. citation courtesy of
|December 2004||How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998|
with Philip E. Strahan, Til Schuermann: w10982
Published: Carey, Mark and René Stulz (eds.) Risks of Financial Institutions. Chicago: NBER & University of Chicago Press, 2006.
|September 2003||Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market|
with Philip E. Strahan: w9956
Published: Gatev, Evan and Philip E. Strahan. "Banks' Advantage In Hedging Liquidity Risk: Theory and Evidence From The Commercial Paper Market," Journal of Finance, 2006, v61(2,Apr), 867-892.
|August 2000||Rebels, Conformists, Contrarians and Momentum Traders|
with Stephen A. Ross: w7835
|March 1999||Pairs Trading: Performance of a Relative Value Arbitrage Rule|
with William N. Goetzmann, K. Geert Rouwenhorst: w7032
Published: Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006. "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(3), pages 797-827. citation courtesy of