Evan Gatev

Associate Professor, Finance
Ph.D. (Yale), M.Fin (Yale), M.S. Math (Yale), B.A. (Belmont Abbey College)

Burnaby Room: WMC 3313
Burnaby Phone: 778.782.3749

Email Address: ega8@sfu.ca

Curriculum Vitae: View


Associate Professor of Finance Evan Gatev joined the Beedie School of Business in 2008 from Boston College, Massachusetts where he was an Assistant Professor. Evan, who holds a PhD in finance from Yale University, has also worked in the finance industry where he consulted for hedge funds in New York and worked in investment management in Hong Kong. His research into trading strategies, banking and financial institutions has been published in many top academic journals.

Specialization and Research Interests

trading strategies, big data high frequency trading, banks, hedge funds and financial institutions

Selected Publications

Articles and Reports

Christina Atanasova, & Evan Gatev

Pension plan risk-taking: Does it matter if the sponsor is publicly-traded?

2013 | Journal of Pension Economics and Finance. 12(2): 218-249

Evan Gatev, & Philip E. Strahan

Liquidity risk and syndicate structure

2009 | Journal of Financial Economics. 93(3): 490-504

Liquidity risk and limited arbitrage: Are taxpayers helping hedge fund managers get rich?

2009 | Journal of Investment Management. 7(2)

Evan Gatev, & Stephen A. Ross

Momentum trading and performance with wrong return expectations

2009 | Journal of Portfolio Management. 35(3): 73-78

Evan Gatev, Til Schuermann, & Philip Strahan

Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary With Market Conditions

2009 | Review of Financial Studies. 22(3): 995-1020

Evan Gatev, William N. Goetzmann , & Geert K. Rouwenhorst

Pairs trading: Performance of a relative-value arbitrage rule

2006 | Review of Financial Studies. 19(3): 797-827

Evan Gatev, & Philip E. Strahan

Banks' advantage in hedging liquidity risk: Theory and evidence from the commercial paper market

2006 | Journal of Finance. 61(2): 867-892

Teaching Related Material

Evan Gatev, Mark Carey, Philip Strahan, Rene Stulz, & Til Schuermann

How do banks manage liquidity risk? Evidence from the equity and deposit markets in the fall of 1998

2006 | Book Chapter, Textbook - New | The Risks of Financial Institutions. 105-127

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