Author Page for Valentin Haddad

How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing

Number of pages: 56 Posted: 07 Apr 2021 Last Revised: 11 Apr 2024

Valentin Haddad, Paul Huebner and Erik Loualiche

University of California, Los Angeles (UCLA) - Anderson School of Management, Stockholm School of Economics and University of Minnesota, Finance

Downloads 4,321 (4,607)

Citation 9

Abstract:

2.

Factor Timing

Number of pages: 79 Posted: 05 Apr 2017 Last Revised: 31 Dec 2019

Valentin Haddad, Serhiy Kozak and Shrihari Santosh

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Colorado at Boulder - Department of Finance

Downloads 2,635 (10,115)

Citation 17

Abstract:

Predicting Relative Returns

NBER Working Paper No. w23886

Number of pages: 56 Posted: 02 Oct 2017 Last Revised: 08 Apr 2023

Valentin Haddad, Serhiy Kozak and Shrihari Santosh

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Maryland

Downloads 153 (369,233)

Abstract:

Factor Timing

NBER Working Paper No. w26708

Number of pages: 80 Posted: 03 Feb 2020 Last Revised: 24 Jun 2023

Valentin Haddad, Serhiy Kozak and Shrihari Santosh

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Maryland

Downloads 131 (418,674)

Citation 23

Abstract:

3.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

Number of pages: 69 Posted: 04 May 2020 Last Revised: 28 Aug 2021

Valentin Haddad, Alan Moreira and Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 2,089 (14,870)

Citation 9

Abstract:

4.

Bank Fragility When Depositors Are the Asset

Number of pages: 40 Posted: 19 Apr 2023 Last Revised: 10 Oct 2023

Valentin Haddad, Barney Hartman-Glaser and Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 785 (62,646)

Citation 3

Abstract:

5.

The Banking View of Bond Risk Premia

Downloads 384 (150,419)

Citation 41

3

The Banking View of Bond Risk Premia

Journal of Finance, Forthcoming

Number of pages: 79 Posted: 02 Nov 2018 Last Revised: 07 Oct 2019

Valentin Haddad and David Alexandre Sraer

University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley

Downloads 359 (160,804)

Citation 6

Abstract:

The Banking View of Bond Risk Premia

NBER Working Paper No. w26369

Number of pages: 80 Posted: 14 Oct 2019 Last Revised: 21 Jul 2023

Valentin Haddad and David Alexandre Sraer

University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley

Downloads 25 (964,913)

Abstract:

The Banking View of Bond Risk Premia

CEPR Discussion Paper No. DP14207

Number of pages: 82 Posted: 14 Jan 2020

Valentin Haddad and David Alexandre Sraer

University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley

Downloads 0

Citation 38

Add to Cart

Abstract:

6.

Buyout Activity and Asset Prices

Downloads 345 (169,262)

Citation 3

2

Buyout Activity and Asset Prices

Number of pages: 53 Posted: 18 May 2011 Last Revised: 21 Jun 2013

Valentin Haddad, Erik Loualiche and Matthew C. Plosser

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Minnesota, Finance and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 185 (312,617)

Citation 1

Abstract:

Buyout Activity: The Impact of Aggregate Discount Rates

FRB of New York Staff Report No. 606

Number of pages: 77 Posted: 27 Mar 2013 Last Revised: 26 Nov 2014

Valentin Haddad, Erik Loualiche and Matthew C. Plosser

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Minnesota, Finance and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 160 (355,537)

Citation 2

Abstract:

7.

Bubbles and the Value of Innovation

FRB Richmond Working Paper No. 20-08

Number of pages: 92 Posted: 23 Jul 2020

Valentin Haddad, Paul Ho and Erik Loualiche

University of California, Los Angeles (UCLA) - Anderson School of Management, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Minnesota, Finance

Downloads 292 (202,115)

Abstract:

8.

The Federal Reserve and Market Confidence

FRB of NY Staff Report No. 773

Number of pages: 57 Posted: 31 May 2016 Last Revised: 12 Sep 2017

Nina Boyarchenko, Valentin Haddad and Matthew C. Plosser

Federal Reserve Banks - Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 218 (269,505)

Citation 2

Abstract:

9.

Asset Insulators

Downloads 199 (294,551)

Citation 17

2

Asset Insulators

2nd Annual Financial Institutions, Regulation and Corporate Governance Conference

Number of pages: 57 Posted: 19 Jul 2016 Last Revised: 02 Oct 2016

Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad

Harvard University Department of Economics, University of Utah - David Eccles School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 152 (373,322)

Citation 4

Abstract:

Asset Insulators

NBER Working Paper No. w24973

Number of pages: 70 Posted: 17 Sep 2018 Last Revised: 27 Mar 2023

Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad

Harvard University Department of Economics, University of Utah - David Eccles School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 47 (776,811)

Citation 1

Abstract:

10.

Market Confidence and Monetary Policy

Number of pages: 38 Posted: 02 Dec 2015 Last Revised: 08 Dec 2015

Nina Boyarchenko, Valentin Haddad and Matthew C. Plosser

Federal Reserve Banks - Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 159 (357,448)

Citation 3

Abstract:

11.

When Selling Becomes Viral: Disruptions in Debt Markets in the Covid-19 Crisis and the Fed's Response

NBER Working Paper No. w27168

Number of pages: 53 Posted: 18 May 2020 Last Revised: 27 Mar 2022

Valentin Haddad, Alan Moreira and Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 108 (482,519)

Citation 6

Abstract:

12.

Efficient Bubbles?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI

Number of pages: 64 Posted: 06 Jun 2018

Valentin Haddad, Paul Ho and Erik Loualiche

University of California, Los Angeles (UCLA) - Anderson School of Management, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Minnesota, Finance

Downloads 90 (545,543)

Abstract:

13.

Do Intermediaries Matter for Aggregate Asset Prices?

NBER Working Paper No. w28692

Number of pages: 79 Posted: 19 Apr 2021 Last Revised: 26 May 2023

Valentin Haddad and Tyler Muir

University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 75 (607,240)

Abstract:

14.

Information Aversion

NBER Working Paper No. w23958

Number of pages: 52 Posted: 23 Oct 2017 Last Revised: 19 Jun 2022

Marianne Andries and Valentin Haddad

University of Southern California and University of California, Los Angeles (UCLA) - Anderson School of Management

Downloads 66 (650,116)

Citation 28

Abstract:

15.

Buyout Activity: The Impact of Aggregate Discount Rates

NBER Working Paper No. w22414

Number of pages: 51 Posted: 18 Jul 2016 Last Revised: 31 Mar 2023

Valentin Haddad, Erik Loualiche and Matthew C. Plosser

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Minnesota, Finance and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 49 (745,854)

Citation 6

Valentin Haddad

University of California, Los Angeles (UCLA) - Anderson School of Management

National Bureau of Economic Research (NBER)

15

Top 7,056

12,099

Top 3,139

558

34

Scholarly Papers (15)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

The Banking View of Bond Risk Premia

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: