Faculty Profile

Evan Gatev

Associate Professor
PhD, M.S, Finance, M.S. Math (Yale)

Burnaby Phone: 778-782-3749
Burnaby Office: WMC 5356

Email Address:

Biography

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 asset pricing and financial institutions has been published in many top academic journals.

Selected Publications

Gatev, Evan, William Goetzmann and Geert Rouwenhorst. (2006). Pairs Trading: Performance of a Relative-value Arbitrage Rule. Review of Financial Studies.

Gatev, Evan and Stephen Ross. (2009) Momentum Trading and Performance with Wrong Return Expectations. Journal of Portfolio Management.

Gatev, Evan and Philip Strahan. (2009)  Liquidity Risk and Syndicate Structure. Journal of Financial Economics.

Gatev, Evan and Philip Strahan. (2006). Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market. Journal of Finance, 61(2), 867-892.

Gatev, Evan, Til Schuermann and Philip Strahan. (2006). How do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998. In Mark Carey and Rene Stulz (Eds.), NBER Handbook on Risk of Financial Institutions (pp. 105-127). Chicago, IL: University of Chicago Press.

Working Papers

Gatev, Evan and Christina Atanasova. Risk Taking of Institutional Investors: Evidence from US Defined Benefit Pension Plans