Ryan Lewis | Leeds School of Business | University of Colorado, Boulder
+1 (303) 492 2820 | ryan.c.lewis@colorado.edu
Research Interests
Asset Pricing with Financial Intermediaries, Bankruptcy, Empirical Asset Pricing, Climate Finance
Working Paper(s)
Household/Climate
The Marginal Value of Public Pension Wealth: Evidence From Border House Prices with Darren Aiello, Asaf Bernstein, Mahyar Kargar, and Michael Schwert. Revise and Resubmit, JFE.
Presentations: SFS Cavalcade, Red Rock, AFA, FIRS
The Effect of Insurance Premiums on the Housing Market and Climate Risk Expectations with Shan Ge and Ammon Lam
Presentations: SITE, NBER Insurance Workshop, Workshop on Non-Bank Financial Intermediaries
Does Wildfire Smoke Choke Local Business? with Jawad Addoum, Matthew Gustafson, Dimitrios Gounopoulos, and Tam Nguyen
Presentations: WFA, Eastern Finance Association Meetings, Edinburgh World-Class Workshop in Finance, Manchester Conference on ESG and Climate Finance
The Value of Climate Hedge Assets: Evidence from Australian Water Markets
Presentations: SFS Cavalcade, LBS Summer Finance Symposium, the University of Colorado, the Federal Reserve Bank Chicago, the Federal Reserve Board, the Office of Financial Research, Temple, and Lausanne
Asset Pricing
Crowded Ratings: Clientele Effects in the Corporate Bond Market with Francisco Gomes and Jordan Nickerson
Presentations: FIRS, AFA, WFA SFS Cavalcade
Investor Betas with Shri Santosh and Lorenzo Bretscher
Presentations: EFA, WFA, NBER, UBC Winter, Cavalcade*
Ambiguity and Corporate Yield Spreads with Yud Izhakian and Jaime Zender
Presentations: MFA, Risk Uncertainty and Decision Conference, Fixed Income and Financial Institutions Conference, XXXI Finance Forum
The Effects of Transparency on OTC Market-Making with Michael Schwert
Presetations: SFS Cavalcade, BOE Conference on Market Transparency
Corporate Debt Markets and Recovery Rates with Vulture Investors
Presentations: WFA, FMA, EFA, Blackrock Applied Research Award Finalist, Colorado Winter Finance Summit (PhD paper session)
Same Firm, Different Betas
Presentations: AFA, Colorado Finance Summit
Publications
Sea Level Rise Exposure and Municipal Bond Yields with Paul Goldsmith-Pinkham, Matthew Gustafston and Michael Schwert. Conditionally Accepted: RFS
Presentations: OSU Energy, AFA, OSU Muni Conference
Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11? with Cem Demiroglu and Julian Franks. Forthcoming Journal of Finance. Presented at: NBER Summer Institute (Law and Economics), SFS Cavalcade, WFA, EFA, FMA, Finance Down Under
Disaster on the Horizon: The Price Effect of Sea Level Rise with Asaf Bernstein and Matthew Gustafson. Journal of Financial Economics. Second Prize AQR Insight award. Presented at WFA and EFA
Partisan Residential Sorting on Climate Change Risk with Asaf Bernstein, Steven Billings and Mathew Gustafson. Journal of Financial Economics. Presented at WFA, PRI Acadmic Network, NBER SI, SITE
Ryan Lewis | Leeds School of Business | University of Colorado, Boulder
+1 (303) 492 2820 | ryan.c.lewis@colorado.edu