Valentin Haddad

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

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

14

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5,158

SSRN CITATIONS
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Top 9,526

in Total Papers Citations

106

CROSSREF CITATIONS

29

Scholarly Papers (14)

1.
Downloads 1,987 ( 9,806)
Citation 10

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 1,904 (10,301)
Citation 5

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Predictability, Returns, Cross Section, Time Series, Equities, Bonds, Foreign Exchange

Predicting Relative Returns

NBER Working Paper No. w23886
Number of pages: 56 Posted: 02 Oct 2017
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 64 (429,001)

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Factor Timing

NBER Working Paper No. w26708
Number of pages: 80 Posted: 03 Feb 2020 Last Revised: 24 Jun 2021
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 19 (665,633)
Citation 5
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2.

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 1,659 (13,184)
Citation 9

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COVID-19, Bond Markets, Financial Crisis, Liquidity, CDS-Bond Basis, ETF Arbitrage, Federal Reserve

3.

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

Number of pages: 60 Posted: 07 Apr 2021
Valentin Haddad, Paul Huebner and Erik Loualiche
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Anderson School of Management and University of Minnesota, Finance
Downloads 280 (136,391)

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Asset pricing model, Demand system, Institutional investors, Liquidity, Information, Portfolio choice

4.
Downloads 275 (139,035)
Citation 14

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 265 (143,810)
Citation 6

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The Banking View of Bond Risk Premia

NBER Working Paper No. w26369
Number of pages: 80 Posted: 14 Oct 2019 Last Revised: 21 Jul 2021
Valentin Haddad and David Alexandre Sraer
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley
Downloads 10 (739,528)

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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 8
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5.
Downloads 274 (139,532)
Citation 3

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 151 (241,656)
Citation 1

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buyout waves, time-varying risk premium

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 123 (283,938)
Citation 2

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buyouts, governance, discount rates, illiquidity

6.
Downloads 133 (266,644)
Citation 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 120 (289,185)
Citation 1

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Asset Insulators

NBER Working Paper No. w24973
Number of pages: 70 Posted: 17 Sep 2018 Last Revised: 28 Mar 2021
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 13 (714,106)
Citation 1

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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 123 (282,705)

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Bubbles, Innovation, patents

8.

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 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 114 (298,378)
Citation 3

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9.

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 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 112 (302,121)
Citation 2

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policy announcement, risk premium, uncertainty, financial conditions

10.

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 Jun 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 81 (371,979)
Citation 6

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11.

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 56 (451,860)

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Innovation, Growth, Entrepreneurship, Bubbles, Industrial Policy, Optimal Taxation

12.

Information Aversion

NBER Working Paper No. w23958
Number of pages: 52 Posted: 23 Oct 2017 Last Revised: 19 Jun 2021
Marianne Andries and Valentin Haddad
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 39 (528,701)
Citation 10

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13.

Buyout Activity: The Impact of Aggregate Discount Rates

NBER Working Paper No. w22414
Number of pages: 51 Posted: 18 Jul 2016
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 21 (629,664)
Citation 6

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14.

Do Intermediaries Matter for Aggregate Asset Prices?

NBER Working Paper No. w28692
Number of pages: 79 Posted: 19 Apr 2021 Last Revised: 26 May 2021
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 4 (758,667)
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