| . |
Strebulaev, Ilya A.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
16,663 |
Total
Citations
529 |
|
|
|
|
|
1.
|
|
Firm Size and Capital Structure
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Kurshev, Alexander
London Business School Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
04 Mar 05
|
|
Last Revised:
|
|
17 Aug 07
|
|
3,265
(1,169)
|
15
|
|
|
|
|
Kurshev, Alexander
London Business School Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
831
|
15
|
|
| |
|
| |
Capital structure, leverage, firm size, transaction costs, default, dynamic programming, dynamic economy, refinancing point
|
|
|
|
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Kurshev, Alexander
London Business School
|
|
2,434
|
15
|
|
| |
|
| |
Capital structure, leverage, firm size, transaction costs, default, dynamic programming, dynamic economy, refinancing point, zero leverage
|
|
|
|
|
|
2.
|
|
The Mystery of Zero-Leverage Firms
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Yang, Baozhong
Georgia State University - Robinson College of Business
|
|
Posted:
|
|
14 Mar 06
|
|
Last Revised:
|
|
10 Apr 13
|
|
1,586
(4,214)
|
27
|
|
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Yang, Baozhong
Georgia State University - Robinson College of Business
|
|
61
|
26
|
|
| |
|
| |
Leverage, Debt financing, Capital structure, Zero leverage, Financing
|
|
|
|
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Yang, Baozhong
Georgia State University - Robinson College of Business
|
|
20
|
26
|
|
| |
|
| |
|
|
|
|
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Yang, Baozhong
Georgia State University - Robinson College of Business
|
| Posted: |
|
14 Mar 06
|
|
Last Revised:
|
|
10 Apr 13
|
|
1,505
|
27
|
|
| |
|
| |
Leverage, debt financing, capital structure, zero leverage, financing decisions, low-leverage puzzle
|
|
|
|
|
|
3.
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
1,480
(4,785)
|
12
|
|
| |
|
| |
pricing, liquidity, market imperfections, bond markets, tax arbitrage
|
|
|
4.
|
|
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Bhamra, Harjoat Singh
University of British Columbia (UBC) - Sauder School of Business Kuehn, Lars-Alexander
Carnegie Mellon University - David A. Tepper School of Business Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
30 Sep 07
|
|
Last Revised:
|
|
29 Jul 10
|
|
1,337
(5,725)
|
63
|
|
|
|
|
Bhamra, Harjoat Singh
University of British Columbia (UBC) - Sauder School of Business Kuehn, Lars-Alexander
Carnegie Mellon University - David A. Tepper School of Business Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Bhamra, Harjoat Singh
University of British Columbia (UBC) - Sauder School of Business Kuehn, Lars-Alexander
Carnegie Mellon University - David A. Tepper School of Business Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
30 Sep 07
|
|
Last Revised:
|
|
03 Mar 09
|
|
1,337
|
63
|
|
| |
|
| |
Equity premium, corporate bond credit spread, predictability, macroeconomic conditions, jumps, capital structure, default
|
|
|
|
|
|
5.
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
|
| Posted: |
|
18 Jun 04
|
|
Last Revised:
|
|
23 Dec 07
|
|
1,329
(5,781)
|
67
|
|
| |
|
| |
Credit risk, structural models, hedge ratios, credit spreads
|
|
|
6.
|
|
Dynamic Models and Structural Estimation in Corporate Finance
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Whited, Toni M.
University of Rochester - Simon Graduate School of Business
|
|
Posted:
|
|
25 Jun 12
|
|
Last Revised:
|
|
23 May 13
|
|
1,255
(6,405)
|
1
|
|
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Whited, Toni M.
University of Rochester - Simon Graduate School of Business
|
|
0
|
|
|
| |
|
| |
dynamic corporate finance, structural empirical methods, dynamic capital structure models
|
|
|
|
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Whited, Toni M.
University of Rochester - Simon Graduate School of Business
|
| Posted: |
|
25 Jun 12
|
|
Last Revised:
|
|
20 Dec 12
|
|
1,255
|
1
|
|
| |
|
| |
Dynamic Corporate Finance, Structural Estimation
|
|
|
|
|
|
7.
|
|
Cash Holdings and Credit Risk
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Davydenko, Sergei A.
University of Toronto - Finance Area Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
22 Mar 07
|
|
Last Revised:
|
|
20 Aug 12
|
|
1,142
(7,459)
|
16
|
|
|
|
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Davydenko, Sergei A.
University of Toronto - Finance Area Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
30
|
16
|
|
| |
|
| |
|
|
|
|
|
|
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Davydenko, Sergei A.
University of Toronto - Finance Area Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
6
|
16
|
|
| |
|
| |
Credit spreads, Default, Liquidity, Precautionary savings
|
|
|
|
|
|
|
Acharya, Viral V.
New York University - Leonard N. Stern School of Business Davydenko, Sergei A.
University of Toronto - Finance Area Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
22 Mar 07
|
|
Last Revised:
|
|
20 Aug 12
|
|
1,106
|
16
|
|
| |
|
| |
Credit spreads, Default, Liquidity, Precautionary savings
|
|
|
|
|
|
8.
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
1,046
(8,655)
|
171
|
|
| |
|
| |
capital structure, dynamic economy, trade-off model, simulations, asset liquidity, refinancing point, profitability, stock returns, credit
|
|
|
9.
|
|
|
Bhamra, Harjoat Singh
University of British Columbia (UBC) - Sauder School of Business Kuehn, Lars-Alexander
Carnegie Mellon University - David A. Tepper School of Business Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
10 Sep 08
|
|
Last Revised:
|
|
06 Nov 09
|
|
779
(13,695)
|
29
|
|
| |
|
| |
Dynamic capital structure, leverage, aggregate dynamics, cross-sectional behavior, default probability, financial constraints, macroeconomic risk, risk aversion, elasticity of intertemporal substitution
|
|
|
10.
|
|
|
Davydenko, Sergei A.
University of Toronto - Finance Area Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
18 May 03
|
|
Last Revised:
|
|
31 Mar 10
|
|
559
(21,995)
|
37
|
|
| |
|
| |
credit spreads, strategic debt service, capital structure, credit risk, renegotiation, bargaining power
|
|
|
11.
|
|
Bidding and Performance in Repo Auctions - Evidence from ECB Open Market Operations
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Bindseil, Ulrich
European Central Bank (ECB) Nyborg, Kjell G.
University of Zurich - Department of Banking and Finance Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
29 May 03
|
|
Last Revised:
|
|
24 Aug 05
|
|
506
(25,138)
|
27
|
|
|
|
|
Nyborg, Kjell G.
University of Zurich - Department of Banking and Finance Bindseil, Ulrich
European Central Bank (ECB) Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
137
|
27
|
|
| |
|
| |
Repo auctions, Multiunit auctions, Reserve requirements, Loser's nightmare, Money markets, Central bank, Collateral, Open market operations
|
|
|
|
|
|
|
Bindseil, Ulrich
European Central Bank (ECB) Nyborg, Kjell G.
University of Zurich - Department of Banking and Finance Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
23
|
27
|
|
| |
|
| |
Multiunit auctions, reserve requirements, loser's nightmare, money markets, collateral, repo auctions, central bank, open market operations
|
|
|
|
|
|
|
Nyborg, Kjell G.
University of Zurich - Department of Banking and Finance Bindseil, Ulrich
European Central Bank (ECB) Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
346
|
27
|
|
| |
|
| |
Repo auctions, multiunit auctions, discriminatory auctions, reserve requirements, money markets, central bank, interest rates, collateral, open market operations.
|
|
|
|
|
|
12.
|
|
|
Strebulaev, Ilya A.
Stanford University - Graduate School of Business Whited, Toni M.
University of Rochester - Simon Graduate School of Business
|
| Posted: |
|
30 Dec 12
|
|
Last Revised:
|
|
19 Feb 13
|
|
380
(36,449)
|
|
|
| |
|
| |
Dynamic Corporate Finance
|
|
|
13.
|
|
|
Nyborg, Kjell G.
University of Zurich - Department of Banking and Finance Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
377
(36,686)
|
21
|
|
| |
|
| |
Multiple Unit Auction, Uniform auction, Discriminatory Auction, Treasury Auction, Repo Auction, Short Squeeze, Market Manipulation, Market Power
|
|
|
14.
|
|
Investment Busts, Reputation, and the Temptation to Blend in with the Crowd
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Grenadier, Steven R.
Stanford Graduate School of Business Malenko, Andrey
MIT Sloan School of Management Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
20 Mar 12
|
|
Last Revised:
|
|
08 May 13
|
|
292
(49,760)
|
|
|
|
|
|
Grenadier, Steven R.
Stanford Graduate School of Business Malenko, Andrey
MIT Sloan School of Management Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
3
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Grenadier, Steven R.
Stanford Graduate School of Business Malenko, Andrey
MIT Sloan School of Management Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
20 Mar 12
|
|
Last Revised:
|
|
08 May 13
|
|
289
|
|
|
| |
|
| |
investment, abandonment, real options, signaling, asymmetric information, reputation
|
|
|
|
|
|
15.
|
|
|
Davydenko, Sergei A.
University of Toronto - Finance Area Strebulaev, Ilya A.
Stanford University - Graduate School of Business Zhao, Xiaofei
University of Toronto - Rotman School of Management
|
| Posted: |
|
19 Mar 10
|
|
Last Revised:
|
|
22 Aug 12
|
|
291
(49,952)
|
4
|
|
| |
|
| |
Default, Bankruptcy, Renegotiation, Costs of financial distress, Structural models, Credit risk
|
|
|
16.
|
|
|
Korteweg, Arthur G.
Stanford Graduate School of Business Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
19 Mar 11
|
|
Last Revised:
|
|
19 Aug 12
|
|
231
(64,537)
|
1
|
|
| |
|
| |
Capital structure, refinancing, adjustment costs, structural models
|
|
|
17.
|
|
|
Gorbenko, Alexander S.
London Business School Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
231
(64,537)
|
5
|
|
| |
|
| |
Leverage, debt financing, capital structure, financing decisions, temporary and permanent shocks, mean-reversion, finance substitution
|
|
|
18.
|
|
Government Policy and Ownership of Equity Securities
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Rydqvist, Kristian
State University of New York at Binghamton - School of Management Spizman, Joshua D.
Loyola Marymount University - Department of Finance and Computer Information Systems Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
02 Jul 09
|
|
Last Revised:
|
|
01 Jan 13
|
|
174
(85,593)
|
|
|
|
|
|
Rydqvist, Kristian
State University of New York at Binghamton - School of Management Spizman, Joshua D.
Loyola Marymount University - Department of Finance and Computer Information Systems Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
11
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Rydqvist, Kristian
State University of New York at Binghamton - School of Management Spizman, Joshua D.
Loyola Marymount University - Department of Finance and Computer Information Systems Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
| Posted: |
|
02 Jul 09
|
|
Last Revised:
|
|
01 Jan 13
|
|
163
|
|
|
| |
|
| |
Capital gains tax, income tax, stock ownership, inflation, bracket creep, pension funds
|
|
|
|
|
|
19.
|
|
|
Nyborg, Kjell G.
University of Zurich - Department of Banking and Finance Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
159
(92,960)
|
11
|
|
| |
|
| |
Short squeeze, collateral, fixed rate tender, liquidity
|
|
|
20.
|
|
Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
Posted:
|
|
09 Feb 12
|
|
Last Revised:
|
|
20 Feb 12
|
|
145
(100,973)
|
|
|
|
|
|
Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
19
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
126
|
|
|
| |
|
| |
financial markets, macroeconomy, corporate defaults, bank lending, collateral, business cycles
|
|
|
|
|
|
21.
|
|
|
Giesecke, Kay
Stanford University - Management Science & Engineering Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
96
(139,089)
|
17
|
|
| |
|
| |
|
|
|
22.
|
|
|
Rydqvist, Kristian
State University of New York at Binghamton - School of Management Spizman, Joshua D.
Loyola Marymount University - Department of Finance and Computer Information Systems Strebulaev, Ilya A.
Stanford University - Graduate School of Business
|
|
3
(331,326)
|
7
|
|
| |
|
| |
Bracket creep, capital gains tax, Income tax, Inflation, Pension funds, stock ownership
|
|
