CredentialsPh.D. (Yale), M.Fin (Yale), M.S. Math (Yale), B.A. (Belmont Abbey College)
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 top academic journals.
trading strategies, banks, hedge funds and financial institutions, big data machine learning, high frequency trading,
articles and reports
Gatev, E., Gladish, N., Mostafavi, S., & Kobor, M. S. (2020). CoMeBack: DNA methylation array data analysis for co-methylated regions. Bioinformatics, 36(9), 2675-2683. http://doi.org/10.1093/bioinformatics/btaa049
Gatev, E., & Li, M. (2017). Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada. Financial Markets and Portfolio Management, 31(2), 117-136. http://doi.org/10.1007/s11408-017-0285-0
Atanasova, C., Gatev, E., & Shapiro, D. (2016). The corporate governance and financing of small-cap firms in Canada. Managerial Finance, 42(3), 244-269. http://doi.org/10.1108/MF-01-2015-0003
Atanasova, C., & Gatev, E. (2013). Pension plan risk-taking: Does it matter if the sponsor is publicly-traded? Journal of Pension Economics and Finance, 12(2), 218-249. http://doi.org/10.1017/S1474747212000339
Gatev, E., & Strahan, P. E. (2009). Liquidity risk and syndicate structure. Journal of Financial Economics, 93(3), 490-504. http://doi.org/10.1016/j.jfineco.2008.10.004
Gatev, E. (2009). Liquidity risk and limited arbitrage: Are taxpayers helping hedge fund managers get rich? Journal of Investment Management, 7(2), 23-34. http://doi.org/10.2139/ssrn.958305
Gatev, E., Schuermann, T., & Strahan, P. E. (2009). Managing bank liquidity risk: How deposit-loan synergies vary with market conditions. Review of Financial Studies, 22(3), 995-1020. http://doi.org/10.1093/rfs/hhm060
Gatev, E., & Ross, S. A. (2009). Momentum trading and performance with wrong return expectations. Journal of Portfolio Management, 35(3). http://doi.org/10.3905/JPM.2009.35.3.073
Gatev, E., Goetzmann, W. N., & Rouwenhorst, K. G. (2006). Pairs trading: Performance of a relative-value arbitrage rule. Review of Financial Studies, 19(3), 797-827. http://doi.org/10.1093/rfs/hhj020
Gatev, E., & Strahan, P. E. (2006). Banks' advantage in hedging liquidity risk: Theory and evidence from the commercial paper market. The Journal of Finance, 61(2), 867-892. http://doi.org/10.1111/j.1540-6261.2006.00857.x
Related Teaching Material
Gatev, E., Strahan, P., & Schuermann, T. (2006). How do banks manage liquidity risk? Evidence from the equity and deposit markets in the fall of 1998. In Carey, M., & Stulz, R. (Eds.), The Risks of Financial Institutions (pp. 105-127). Chicago, Illinois, United States: University of Chicago Press.