1.
Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007
Number of pages: 53
Posted: 18 May 2009
Working Paper Series
Yale School of Management
Downloads
12,320
2.
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Number of pages: 47
Posted: 18 May 2010
Last Revised: 05 Aug 2016
Working Paper Series
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads
11,612
3.
Corporate Governance of Banks after the Financial Crisis - Theory, Evidence, Reforms
ECGI - Law Working Paper No. 130/2009
Number of pages: 45
Posted: 17 Aug 2009
Last Revised: 04 Apr 2010
Working Paper Series
University of Mainz - Center for German and International Law of Financial Services and Faculty
Downloads
8,534
4.
The Great Recession of 2008-2009: Causes, Consequences and Policy Responses
IZA Discussion Paper No. 4934
Number of pages: 62
Posted: 29 Jun 2010
Working Paper Series
International Labour Organization (ILO) and Griffith University - Griffith Asia Institute
Downloads
8,395
5.
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome
MIT Department of Economics Working Paper No. 10-16
Number of pages: 23
Posted: 27 Sep 2010
Last Revised: 10 Oct 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
There are 2 versions of this paper
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome
MIT Department of Economics Working Paper No. 10-16
Number of pages: 23
Posted: 27 Sep 2010
Last Revised: 10 Oct 2010
Downloads
6,039
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome
NBER Working Paper No. w16429
Number of pages: 24
Posted: 12 Oct 2010
Last Revised: 15 Oct 2010
Downloads
91
Downloads
6,039
6.
Bank CEO Incentives and the Credit Crisis
Journal of Financial Economics (JFE), Forthcoming, Charles A Dice Center Working Paper No. 2009-13, Fisher College of Business Working Paper No. 2009-03-13, Swiss Finance Institute Research Paper No. 09-27, ECGI - Finance Working Paper No. 256/2009
Number of pages: 43
Posted: 28 Jul 2009
Last Revised: 27 Sep 2010
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
Bank CEO Incentives and the Credit Crisis
Journal of Financial Economics (JFE), Forthcoming, Charles A Dice Center Working Paper No. 2009-13, Fisher College of Business Working Paper No. 2009-03-13, Swiss Finance Institute Research Paper No. 09-27, ECGI - Finance Working Paper No. 256/2009
Number of pages: 43
Posted: 28 Jul 2009
Last Revised: 27 Sep 2010
Downloads
5,929
Bank CEO Incentives and the Credit Crisis
NBER Working Paper No. w15212
Number of pages: 34
Posted: 11 Aug 2009
Last Revised: 27 Jul 2010
Downloads
247
Downloads
5,929
7.
Shadow Banking
Number of pages: 81
Posted: 16 Jul 2010
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch
There are 3 versions of this paper
Shadow Banking
FRB of New York Staff Report No. 458
Number of pages: 81
Posted: 20 Jul 2010
Last Revised: 09 Aug 2014
Downloads
2,126
Downloads
898
Downloads
5,149
8.
CDS Rate Construction Methods by Machine Learning Techniques
Number of pages: 51
Posted: 15 May 2017
Last Revised: 31 Oct 2018
Working Paper Series
University of Reims Champagne-Ardenne and Birkbeck, University of London
Downloads
4,830
9.
Warning: Physics Envy May be Hazardous to Your Wealth!
Number of pages: 73
Posted: 05 Mar 2010
Last Revised: 15 Mar 2010
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology, Center for Theoretical Physics
There are 2 versions of this paper
Warning: Physics Envy May be Hazardous to Your Wealth!
Number of pages: 73
Posted: 05 Mar 2010
Last Revised: 15 Mar 2010
Downloads
4,720
Warning: Physics Envy May Be Hazardous to Your Wealth!
Journal of Investment Management (JOIM), Second Quarter 2010
Posted: 13 Jul 2010
Downloads
4,720
10.
The Role of Banks in the Subprime Financial Crisis
Review of Economic Conditions in Italy, 2009/1
Number of pages: 37
Posted: 16 Apr 2009
Last Revised: 12 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Downloads
4,702
11.
Corporate Governance and Banks: What Have We Learned from the Financial Crisis?
FRB of New York Staff Report No. 502
Number of pages: 44
Posted: 07 Jul 2011
Working Paper Series
Independent, University of Oxford - Said Business School and University of Oxford - Said Business School
Downloads
4,386
12.
Bank Failure, Mark-to-Market and the Financial Crisis
Number of pages: 47
Posted: 27 Oct 2009
Last Revised: 28 Nov 2011
Working Paper Series
University of Oxford - Said Business School and University of Cambridge - Judge Business School
There are 2 versions of this paper
Bank Failure, Mark-to-Market and the Financial Crisis
Number of pages: 47
Posted: 27 Oct 2009
Last Revised: 28 Nov 2011
Downloads
4,361
Bank Failure, Mark‐To‐Market and the Financial Crisis
Abacus, Vol. 49, Issue 3, pp. 308-339, 2013
Number of pages: 32
Posted: 30 Sep 2013
Downloads
1
Downloads
4,361
13.
Financial Networks and Contagion
Number of pages: 63
Posted: 10 Dec 2012
Last Revised: 20 Aug 2018
Working Paper Series
Cambridge University, Harvard University and Stanford University - Department of Economics
Downloads
4,320
14.
Information, Liquidity, and the (Ongoing) Panic of 2007
Number of pages: 13
Posted: 10 Jan 2009
Working Paper Series
Yale School of Management
There are 2 versions of this paper
Information, Liquidity, and the (Ongoing) Panic of 2007
Number of pages: 13
Posted: 10 Jan 2009
Downloads
4,246
Information, Liquidity, and the (Ongoing) Panic of 2007
NBER Working Paper No. w14649
Number of pages: 14
Posted: 19 Jan 2009
Last Revised: 13 Jul 2010
Downloads
156
Downloads
4,246
15.
Measuring Systemic Risk
FRB of Cleveland Working Paper No. 10-02
Number of pages: 55
Posted: 24 Apr 2010
Last Revised: 28 Aug 2010
Accepted Paper Series
New York University - Leonard N. Stern School of Business, AQR Capital Management, LLC, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Measuring Systemic Risk
AFA 2011 Denver Meetings Paper
Number of pages: 46
Posted: 22 Mar 2010
Last Revised: 09 Aug 2010
Downloads
5,731
Downloads
14
Downloads
3,965
16.
The Relationship between Bank Credit Risk and Profitability and Liquidity
The International Journal of Business and Finance Research, v. 7 (3) p. 105-118
Number of pages: 14
Posted: 29 Jan 2013
Accepted Paper Series
Modern Hairstyling Institute
Downloads
3,963
17.
The Future of Securities Regulation
Chicago Booth School of Business Research Paper No. 08-27, FEEM Working Paper No. 7.2009
Number of pages: 50
Posted: 23 Dec 2008
Last Revised: 11 Feb 2009
Working Paper Series
University of Chicago - Booth School of Business
There are 3 versions of this paper
The Future of Securities Regulation
Chicago Booth School of Business Research Paper No. 08-27, FEEM Working Paper No. 7.2009
Number of pages: 50
Posted: 23 Dec 2008
Last Revised: 11 Feb 2009
Downloads
3,811
The Future of Securities Regulation
CEPR Discussion Paper No. DP7110
Number of pages: 50
Posted: 18 Feb 2009
Downloads
10
Downloads
3,811
18.
The BP Oil Disaster: Stock and Option Market Reactions
Number of pages: 33
Posted: 30 Jun 2010
Last Revised: 26 Dec 2010
Working Paper Series
Ohio University and Ohio University
Downloads
3,667
19.
The Effect of Accounting Conservatism on Corporate Investment during the Global Financial Crisis
Journal of Business Finance and Accounting, Forthcoming
Number of pages: 45
Posted: 01 Nov 2011
Last Revised: 04 Jul 2016
Accepted Paper Series
Rice University - Jesse H. Jones Graduate School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
There are 2 versions of this paper
The Effect of Accounting Conservatism on Corporate Investment during the Global Financial Crisis
Journal of Business Finance and Accounting, Forthcoming
Number of pages: 45
Posted: 01 Nov 2011
Last Revised: 04 Jul 2016
Downloads
3,462
The Effect of Accounting Conservatism on Corporate Investment during the Global Financial Crisis
Journal of Business Finance and Accounting, Vol. 43, No. 5-6, 2016
Number of pages: 45
Posted: 06 Jul 2016
Last Revised: 27 Jul 2016
Downloads
323
Downloads
3,462
20.
Who is Hit Hardest During a Financial Crisis? The Vulnerability of Young Men and Women to Unemployment in an Economic Downturn
IZA Discussion Paper No. 4359
Number of pages: 36
Posted: 18 Aug 2009
Working Paper Series
International Labour Organization (ILO)
Downloads
3,403
21.
A Theoretical and Empirical Comparison of Systemic Risk Measures
HEC Paris Research Paper No. FIN-2014-1030
Number of pages: 47
Posted: 21 Dec 2011
Last Revised: 21 Jan 2014
Working Paper Series
Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads
3,147
22.
Rating Agencies in the Face of Regulation
Journal of Financial Economics (JFE), Vol. 108, pp. 64-81, 2013, Chicago Booth Research Paper No. 13-05, Fama-Miller Working Paper
Number of pages: 33
Posted: 26 Jan 2010
Last Revised: 11 Apr 2013
Accepted Paper Series
University of Rochester - Simon Business School, Stockholm School of Economics - Department of Finance and University of Chicago - Finance
Downloads
3,093
23.
Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis
MPI Collective Goods Preprint, No. 2008/43
Number of pages: 77
Posted: 01 Dec 2008
Working Paper Series
Max Planck Institute for Research on Collective Goods
Downloads
3,088
24.
Does a Central Clearing Counterparty Reduce Counterparty Risk?
Rock Center for Corporate Governance at Stanford University Working Paper No. 46, Stanford University Graduate School of Business Research Paper No. 2022
Number of pages: 31
Posted: 23 Feb 2009
Last Revised: 28 Apr 2011
Working Paper Series
Stanford University - Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
3,073
25.
The Acceleration Effect and Gamma Factor in Asset Pricing
Swiss Finance Institute Research Paper No. 15-30
Number of pages: 25
Posted: 21 Aug 2015
Working Paper Series
ETH Zürich, Independent and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads
3,056
26.
Credit Default Swaps and the Credit Crisis
Charles A. Dice Center Working Paper No. 2009-16 , Fisher College of Business Working Paper No. 2009-03-16, ECGI - Finance Working Paper No. 264/2009
Number of pages: 47
Posted: 29 Sep 2009
Last Revised: 27 Sep 2010
Working Paper Series
Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
Credit Default Swaps and the Credit Crisis
Charles A. Dice Center Working Paper No. 2009-16 , Fisher College of Business Working Paper No. 2009-03-16, ECGI - Finance Working Paper No. 264/2009
Number of pages: 47
Posted: 29 Sep 2009
Last Revised: 27 Sep 2010
Downloads
3,041
Credit Default Swaps and the Credit Crisis
NBER Working Paper No. w15384
Number of pages: 43
Posted: 28 Sep 2009
Last Revised: 16 Jul 2010
Downloads
82
Downloads
3,041
27.
The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?
Number of pages: 26
Posted: 31 May 2019
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads
2,990
28.
An Agent-Based Model of the Flash Crash of May 6, 2010, with Policy Implications
Number of pages: 39
Posted: 07 Oct 2013
Last Revised: 27 Feb 2014
Working Paper Series
Rayleigh Research and University of Cambridge
Downloads
2,916
29.
This Time Is Different, but It Will End the Same Way: Unrecognized Secular Changes in the Bond Market since the 2008 Crisis That May Precipitate the Next Crisis
Number of pages: 50
Posted: 17 May 2019
Working Paper Series
Arena Investors, LP, Johns Hopkins University - Carey Business School and Johns Hopkins University - Carey Business School
Downloads
2,876
30.
Islamic Mutual Funds’ Financial Performance and International Investment Style: Evidence from 20 Countries
European Journal of Finance, Forthcoming
Number of pages: 37
Posted: 12 Oct 2009
Last Revised: 18 Dec 2010
Accepted Paper Series
Smurfit Graduate Business School, University College Dublin, University of Technology Sydney (UTS) and Sociovestix Labs - a DFKI spin-off
Downloads
2,848
31.
Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas
Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248
Number of pages: 50
Posted: 19 Jul 2014
Last Revised: 16 Jun 2017
Accepted Paper Series
OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads
2,810
32.
Did Corporate Governance 'Fail' During the 2008 Stock Market Meltdown? The Case of the S&P 500
ECGI - Law Working Paper No. 124/2009
Number of pages: 55
Posted: 04 May 2009
Last Revised: 19 Oct 2010
Working Paper Series
University of Cambridge - Faculty of Law
There are 2 versions of this paper
Did Corporate Governance 'Fail' During the 2008 Stock Market Meltdown? The Case of the S&P 500
ECGI - Law Working Paper No. 124/2009
Number of pages: 55
Posted: 04 May 2009
Last Revised: 19 Oct 2010
Downloads
2,783
Did Corporate Governance 'Fail' during the 2008 Stock Market Meltdown? The Case of the S&P 500
Business Lawyer, Vol. 65, No. 1, 2009
Posted: 03 Feb 2010
Downloads
2,783
33.
Market Reaction to Corporate Press Releases
Number of pages: 58
Posted: 21 Feb 2010
Last Revised: 13 Nov 2011
Working Paper Series
University of Notre Dame - Department of Finance, Brandeis University and Board of Governors of the Federal Reserve System
Downloads
2,665
34.
The Financial Crisis and the Regulation of Credit Rating Agencies: A European Banking Perspective
ADBI Working Paper No. 188
Number of pages: 26
Posted: 21 Apr 2010
Working Paper Series
affiliation not provided to SSRN
Downloads
2,662
35.
Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin
Journal of Asset Management, 16, 6, 365-373, doi:10.1057/jam.2015.5
Number of pages: 17
Posted: 14 Sep 2013
Last Revised: 23 May 2017
Accepted Paper Series
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads
2,654
36.
Financial Crisis of 2007-2010
Number of pages: 38
Posted: 12 Jan 2011
Last Revised: 15 Aug 2011
Working Paper Series
University at Buffalo - Department of Economics
Downloads
2,576
37.
New Evidence on the First Financial Bubble
Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607
Number of pages: 81
Posted: 01 Apr 2009
Last Revised: 10 Sep 2019
Working Paper Series
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
There are 2 versions of this paper
New Evidence on the First Financial Bubble
Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607
Number of pages: 81
Posted: 01 Apr 2009
Last Revised: 10 Sep 2019
Downloads
2,526
New Evidence on the First Financial Bubble
NBER Working Paper No. w15332
Number of pages: 43
Posted: 15 Sep 2009
Last Revised: 17 Jan 2015
Downloads
79
Downloads
2,526
38.
Six Components of Corporate Governance That Cannot Be Ignored
Lex Research Topics in Corporate Law & Economics Working Paper No. 2014-2, European Corporate Governance Institute (ECGI) - Law Working Paper No. 248/2014, Tilburg Law School Research Paper No. 08/2014
Number of pages: 44
Posted: 10 Mar 2014
Last Revised: 26 May 2014
Working Paper Series
Tilburg University - School of Law; European Banking Center (EBC) and Tilburg University - Department of Business Law
Downloads
2,430
39.
Do Private Equity Fund Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance
The Review of Financial Studies, Forthcoming
, AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2011-14, Fisher College of Business Working Paper No. 2011-03-014, UCD & CalPERS Sustainability & Finance Symposium 2013
Number of pages: 50
Posted: 22 Jul 2011
Last Revised: 22 Jul 2013
Accepted Paper Series
Fuqua School of Business, Duke University and Vanderbilt University - Finance
Downloads
2,418
40.
Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
Accepted Paper Series
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
There are 4 versions of this paper
Uncertainty about Government Policy and Stock Prices
Chicago Booth Research Paper No. 10-25, Fama-Miller Working Paper Series
Number of pages: 54
Posted: 16 Jun 2010
Last Revised: 06 Sep 2012
Downloads
2,372
Uncertainty About Government Policy and Stock Prices
MFI Working Paper No. 2010-08
Number of pages: 54
Posted: 17 Jun 2010
Downloads
143
Uncertainty About Government Policy and Stock Prices
NBER Working Paper No. w16128
Number of pages: 62
Posted: 29 Jun 2010
Last Revised: 28 Jul 2010
Downloads
28
Uncertainty About Government Policy and Stock Prices
CEPR Discussion Paper No. DP7897
Number of pages: 55
Posted: 19 Jul 2010
Downloads
3
Downloads
2,372
41.
Banks’ Non-Interest Income and Systemic Risk
AFA 2012 Chicago Meetings Paper
Number of pages: 33
Posted: 23 Mar 2011
Last Revised: 03 Apr 2015
Working Paper Series
Princeton University - Department of Economics, Boston College - Department of Finance and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads
2,315
42.
Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
AFA 2011 Denver Meetings Paper, Charles A. Dice Center Working Paper No. 2010-2, Fisher College of Business Working Paper No. 2010-03-002, Swiss Finance Institute Research Paper No. 11-08
Number of pages: 83
Posted: 09 Feb 2010
Last Revised: 14 Sep 2011
Working Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano and Villanova University - Department of Finance
Downloads
2,286
43.
Costly External Finance, Corporate Investment, and the Subprime Mortgage Credit Crisis
Journal of Financial Economics (JFE), Forthcoming, Marshall School of Business Working Paper No. MKT 01-09, Ross School of Business Paper No. 1121
Number of pages: 47
Posted: 18 Oct 2008
Last Revised: 06 Dec 2009
Accepted Paper Series
University of Washington - Michael G. Foster School of Business, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Vanderbilt University - Finance
Downloads
2,282
44.
JPMorgan Chase London Whale A: Risky Business
Yale Program on Financial Stability Case Study 2014-2A-V1
Number of pages: 19
Posted: 18 Mar 2015
Working Paper Series
Yale University - Yale Program on Financial Stability, Bank of Japan and Yale School of Management
Downloads
2,251
45.
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of pages: 69
Posted: 14 Aug 2009
Last Revised: 13 Oct 2013
Accepted Paper Series
USI Lugano - Institute of Finance, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads
2,229
46.
Everybody's Doing it: Short Volatility Strategies and Shadow Financial Insurers
Forthcoming, Financial Analysts Journal, Vol. 74, No. 2, 2018
Number of pages: 23
Posted: 17 Nov 2017
Last Revised: 21 Feb 2018
Working Paper Series
LongTail Alpha, LLC and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads
2,199
47.
Credit and Economic Recovery: Demystifying Phoenix Miracles
Number of pages: 25
Posted: 24 May 2010
Working Paper Series
Deutsche Bank, London, Centre for European Policy Studies (CEPS) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads
2,138
48.
Shadow Banking
FRB of New York Staff Report No. 458
Number of pages: 81
Posted: 20 Jul 2010
Last Revised: 09 Aug 2014
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Bank of America Merrill Lynch
There are 3 versions of this paper
Shadow Banking
FRB of New York Staff Report No. 458
Number of pages: 81
Posted: 20 Jul 2010
Last Revised: 09 Aug 2014
Downloads
2,126
Downloads
898
Downloads
2,126
49.
VPIN and the Flash Crash
Journal of Financial Markets, Vol. 17, pp. 1-46, 2014
Number of pages: 44
Posted: 09 Jul 2011
Last Revised: 18 Feb 2014
Accepted Paper Series
Northwestern University - Kellogg School of Management and University of Illinois at Chicago - Department of Finance
Downloads
2,126
50.
Crashes and High Frequency Trading
Swiss Finance Institute Research Paper No. 11-63
Number of pages: 29
Posted: 24 Dec 2011
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zurich
Downloads
2,107
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.