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Chapman Conferences on Money & Finance

3,035 Total downloads

Viewing: 1 - 37 of 37 papers

1.

In Search of Liquidity Risk in Bank Stock Returns

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability, Kenan Institute of Private Enterprise Research Paper No. 20-06
Number of pages: 54 Posted: 02 Feb 2017 Last Revised: 26 Mar 2020
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and United States Energy Information Administration
Downloads 462
2.

The Night and Day of Amihud's (2002) Liquidity Measure

The Review of Asset Pricing Studies 11 (2), 269-308
Number of pages: 57 Posted: 26 Feb 2019 Last Revised: 12 Jul 2021
Accepted Paper Series
Chapman University - The George L. Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics, Government of the United States of America - Office of Financial Research and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 377
3.

Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks

Paper presented at conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 55 Posted: 04 Oct 2017
Working Paper Series
University of Vienna and University of St Andrews
Downloads 232
4.

Sources of Systemic Risk (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 8 Posted: 05 Oct 2017
Working Paper Series
Auburn University
Downloads 201
5.

Smartphone Trading Technology, Investor Behavior, and Financial Fragility

Number of pages: 50 Posted: 24 Jul 2019 Last Revised: 28 Jun 2021
Working Paper Series
Mays Business School, Texas A&M University

Multiple version iconThere are 2 versions of this paper

Downloads 177
6.

Sources of Systemic Risk (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 12 Posted: 05 Oct 2017
Working Paper Series
University of California, Irvine - Paul Merage School of Business
Downloads 156
7.

Efficient priority rules and the Indian IBC

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 18 Posted: 24 Jul 2019
Working Paper Series
Indian Statistical Institute, New Delhi - India Development Foundation and India Development Foundation
Downloads 97
8.

Bank Complexity, Governance, and Risk

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 48 Posted: 15 Jan 2020
Working Paper Series
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York

Multiple version iconThere are 4 versions of this paper

Downloads 94
9.

Liquidity, Solvency and Stability (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 35 Posted: 15 Jan 2020
Working Paper Series
Washington University, Saint Louis - John M. Olin School of Business
Downloads 78
10.

Capital, Liquidity and Prudential Regulation (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 29 Posted: 14 Jan 2020
Working Paper Series
Texas A&M University
Downloads 69
11.

Stock Volatility and the Great Depression (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 32 Posted: 05 Oct 2017
Working Paper Series
Warrington College of Business, University of Florida and Chapman University
Downloads 67
12.

On the Interaction of Bank Liquidity and Capital (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 51 Posted: 14 Jan 2020
Working Paper Series
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 64
13.

Liquidity and Corporate Governance

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 13 Posted: 15 Jan 2020
Working Paper Series
Hanken School of Economics - Department of Economics
Downloads 60
14.

Bank Business Models and Risk: What Policy Implications (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 34 Posted: 05 Oct 2017 Last Revised: 06 Oct 2017
Working Paper Series
HEC MontrealHEC Montreal
Downloads 57
15.

Global Bank Liquidity (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 19 Posted: 24 Jan 2020
Working Paper Series
Tilburg University
Downloads 54
16.

Meeting the Liquidity Challenge in Resolution: the US Approach (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 33 Posted: 15 Jan 2020
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 54
17.

Keynote Address: Quantitative Easing and Global Economic Problems (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 43 Posted: 15 Jan 2020
Working Paper Series
The University of Sydney - Discipline of Economics
Downloads 53
18.

Centralized Derivatives Markets, Systemic Risk, and Recovery and Resolution of CCPs (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 45 Posted: 05 Oct 2017
Working Paper Series
University of Hamburg
Downloads 50
19.

Volatility Dynamics and Liquidity (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 14 Posted: 15 Jan 2020
Working Paper Series
Economic Science Institute, Chapman University
Downloads 49
20.

Financial Market Development in Emerging Asia: the Corporate Governance Perspective (Presentation Slides)

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 18 Posted: 07 Aug 2019
Working Paper Series
Research Institute of Industrial Economics (IFN)
Downloads 47
21.

Bondholder Reorganization of Systemically Important Financial Institutions

Paper presented at conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 11 Posted: 04 Oct 2017
Working Paper Series
University of Arizona - Department of Economics
Downloads 46
22.

The Shifting Drivers of Global Liquidity (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 53 Posted: 05 Oct 2017
Working Paper Series
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Federal Reserve Bank of New York and Bank of ItalyBank of Italy
Downloads 44
23.

Religiosity, Neglected Risk and Asset Returns: Theory and Evidence from Islamic Finance Industry

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 45 Posted: 24 Jul 2019
Working Paper Series
Monash University - Department of Accounting and Finance, Lahore University of Management Sciences (LUMS), Deakin University and University of New Orleans - College of Business Administration - Department of Economics and Finance
Downloads 42
24.

A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion

Paper presented at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 52 Posted: 04 Oct 2017
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business and University of Warwick - Finance Group

Multiple version iconThere are 3 versions of this paper

Downloads 40
25.

Corporate Diversification, Sales Growth, and Capital Market Development: Cross-Country Evidence

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 59 Posted: 24 Jul 2019
Working Paper Series
Bowling Green State University - Department of Finance, Bowling Green State University - Department of Finance and Chungnam National University
Downloads 40
26.

Cross-Border Spillovers from Mutual Fund Activity (Presentation Slides)

Presentation at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 12, 2017
Number of pages: 26 Posted: 05 Oct 2017
Working Paper Series
International Monetary Fund - Monetary and Capital Markets Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 37
27.

Risk-Insensitive Regulation

Paper presented at conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 37 Posted: 04 Oct 2017
Working Paper Series
University of British Columbia - Sauder School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 37
28.

The Long-Run Determinants of Indian Government Bond Yields (Presentation Slides)

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 21 Posted: 08 Aug 2019
Working Paper Series
General Motors and Mount Royal University - Department of Economics
Downloads 37
29.

Liquidity in the Financial System Panel (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 29 Posted: 14 Jan 2020
Working Paper Series
University of San Francisco
Downloads 35
30.

Liquidity Requirements and the Interbank Loan Market: An Experimental Investigation (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 43 Posted: 14 Jan 2020
Working Paper Series
Virginia Commonwealth University - School of Business - Department of Economics, Virginia Commonwealth University (VCU), Virginia Commonwealth University - School of Business and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 34
31.

An American Perspective on Financial Market Development in Emerging Asia (Presentation Slides)

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 10 Posted: 26 Jul 2019
Working Paper Series
Auburn University
Downloads 29
32.

Opacity: Insurance and Fragility

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 39 Posted: 15 Jan 2020
Working Paper Series
Wesleyan University

Multiple version iconThere are 2 versions of this paper

Downloads 29
33.

Unconventional Central Bank Policies in Emerging Asia (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 21 Posted: 14 Jan 2020
Working Paper Series
University of Geneva - Graduate Institute of International Studies (HEI)
Downloads 29
34.

CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 67 Posted: 15 Jan 2020
Working Paper Series
Swiss Finance Institute, Students

Multiple version iconThere are 2 versions of this paper

Downloads 20
35.

The Development of East Asian Bond Markets (Presentation Slides)

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 25 Posted: 26 Jul 2019
Working Paper Series
University of Hawaii at Manoa - Shidler College of Business
Downloads 18
36.

Has the Split-Share Reform Influenced Corporate Behaviour? Chinese Firms’ Fixed Capital Investment 2002–2016

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 38 Posted: 24 Jul 2019
Working Paper Series
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and University of Birmingham - Department of Economics
Downloads 14
37.

Discussion of 'Has the Split-Share Reform Influenced Corporate Behaviour? Chinese Firms’ Fixed Capital Investment 2002-2016' (Presentation Slides)

3rd Chapman Conference on Money and Finance - Financial Market Development in Emerging Asia: Impact on Corporate Performance, Capital Flows and Politics | May 4, 2018
Number of pages: 17 Posted: 26 Jul 2019
Working Paper Series
Federal Reserve Bank of San Francisco - Center for Pacific Basin Monetary & Economic Studies
Downloads 6