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Evan Gatev

Associate Professor, Finance


Room: WMC 3313

Phone: 778.782.3749


Curriculum Vitae: View


Ph.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.

Research Interests

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

Selected Publications

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.

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.

Atanasova, C., Gatev, E., & Shapiro, D. (2016). The corporate governance and financing of small-cap firms in Canada. Managerial Finance, 42(3), 244-269.

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.

Gatev, E., & Strahan, P. E. (2009). Liquidity risk and syndicate structure. Journal of Financial Economics, 93(3), 490-504.

Gatev, E. (2009). Liquidity risk and limited arbitrage: Are taxpayers helping hedge fund managers get rich? Journal of Investment Management, 7(2), 23-34.

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.

Gatev, E., & Ross, S. A. (2009). Momentum trading and performance with wrong return expectations. Journal of Portfolio Management, 35(3).

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.

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.

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). University of Chicago Press.