Heather Tookes

Yale University - Yale School of Management

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

Yale University - International Center for Finance

Box 208200

New Haven, CT 06520

United States

  • Yale University - Yale School of Management

  • Yale University - International Center for Finance

SCHOLARLY PAPERS

13

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CITATIONS
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116

Scholarly Papers (13)

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1.

Convertible Bond Arbitrage, Liquidity Externalities and Stock Prices

Journal of Financial Economics, Vol. 91, No. 2, pp. 227-251, February 2009, Yale ICF Working Paper No. 08-09
Number of pages: 58 Posted: 24 May 2006 Last Revised: 13 Aug 2010
Darwin Choi, Mila Getmansky Sherman and Heather Tookes
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Yale University - Yale School of Management
Downloads 1,190 (16,430)
Citation 34

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Convertible Bond Arbitrage, Liquidity, Spillovers

2.

Identifying an IPO's Impact on Rival Firms

Number of pages: 67 Posted: 14 Jun 2014 Last Revised: 13 Apr 2016
Matthew I. Spiegel and Heather Tookes
Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management
Downloads 724 (33,601)
Citation 4

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Initial public offerings, dynamic corporate finance models, finance and product market competition

3.

Convertible Bond Arbitrageurs as Suppliers of Capital

Downloads 706 ( 34,789)
Citation 11

Convertible Bond Arbitrageurs as Suppliers of Capital

Review of Financial Studies, forthcoming
Number of pages: 54 Posted: 11 Mar 2009 Last Revised: 22 Feb 2010
Darwin Choi, Mila Getmansky Sherman, Brian J. Henderson and Heather Tookes
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, George Washington University - Department of Finance and Yale University - Yale School of Management
Downloads 706 (34,261)
Citation 28

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capital structure, supply of capital, convertible bond arbitrage, hedge funds, short selling, crisis of 2008

Convertible Bond Arbitrageurs as Suppliers of Capital

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2492-2522, 2010
Posted: 17 May 2010
Darwin Choi, Mila Getmansky Sherman, Brian J. Henderson and Heather Tookes
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, George Washington University - Department of Finance and Yale University - Yale School of Management

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G14, G23, G32

4.

Related Securities and Equity Market Quality: The Case of CDS

Number of pages: 62 Posted: 15 Aug 2010 Last Revised: 26 Oct 2015
Ekkehart Boehmer, Sudheer Chava and Heather Tookes
Singapore Management University - Lee Kong Chian School of Business, Georgia Institute of Technology - Scheller College of Business and Yale University - Yale School of Management
Downloads 659 (38,164)
Citation 16

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5.

Dynamic Competition, Innovation and Strategic Financing

Number of pages: 64 Posted: 17 Jul 2008 Last Revised: 01 Mar 2015
Matthew I. Spiegel and Heather Tookes
Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management
Downloads 657 (38,399)
Citation 24

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stragetic financing, finance, market competition, corporate financing

6.

Trader Leverage and Liquidity

Number of pages: 71 Posted: 19 Nov 2013 Last Revised: 07 Jul 2016
Bige Kahraman and Heather Tookes
University of Oxford - Said Business School and Yale University - Yale School of Management
Downloads 616 (41,764)
Citation 9

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Trader Leverage, Market Liquidity, Funding Liquidity

7.

Dynamic Competition, Valuation and Merger Activity

Journal of Finance, Forthcoming
Number of pages: 69 Posted: 16 Sep 2010 Last Revised: 26 Sep 2011
Matthew I. Spiegel and Heather Tookes
Yale University - Yale School of Management, International Center for Finance and Yale University - Yale School of Management
Downloads 480 (57,548)
Citation 13

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8.

Corporate Leverage, Debt Maturity and Credit Supply: The Role of Credit Default Swaps

Number of pages: 74 Posted: 08 Mar 2011 Last Revised: 17 Aug 2015
Alessio Saretto and Heather Tookes
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Yale University - Yale School of Management
Downloads 473 (58,619)
Citation 63

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capital structure, supply frictions, credit default swaps

9.

Information, Trading and Product Market Interactions: Cross-Sectional Implications of Informed Trading

AFA 2004 San Diego Meetings, Journal of Finance, Vol. 63, No. 1, 2008, EFA 2003 Annual Conference Paper No. 68
Number of pages: 53 Posted: 07 Aug 2003 Last Revised: 23 Oct 2008
Heather Tookes
Yale University - Yale School of Management
Downloads 470 (59,089)
Citation 18

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10.

How Does Hedge Designation Impact the Market's Perception of Credit Risk?

Downloads 408 ( 70,172)

How Does Hedge Designation Impact the Market's Perception of Credit Risk?

Number of pages: 61 Posted: 19 Aug 2015 Last Revised: 02 Apr 2018
Sriya Anbil, Alessio Saretto and Heather Tookes
Board of Governors of the Federal Reserve System, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Yale University - Yale School of Management
Downloads 281 (106,194)

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risk management, derivatives, SFAS 133, SFAS 161, basis risk

Does Hedging with Derivatives Reduce the Market's Perception of Credit Risk?

FEDS Working Paper No. 2016-100
Number of pages: 56 Posted: 27 Dec 2016
Sriya Anbil, Alessio Saretto and Heather Tookes
Board of Governors of the Federal Reserve System, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Yale University - Yale School of Management
Downloads 127 (221,346)

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Counterparty credit risk, Derivatives, futures, and options, Risk management, Hedging

11.

Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues

Number of pages: 33 Posted: 02 Feb 2010 Last Revised: 18 Jun 2011
Brian J. Henderson and Heather Tookes
George Washington University - Department of Finance and Yale University - Yale School of Management
Downloads 247 (122,129)
Citation 6

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Convertible Bonds, Investment Banks

12.

Margin Trading and Excess Comovement During Crises

Saïd Business School WP 2016-27
Number of pages: 71 Posted: 11 Nov 2016 Last Revised: 23 May 2019
Bige Kahraman and Heather Tookes
University of Oxford - Said Business School and Yale University - Yale School of Management
Downloads 143 (200,683)

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Margin Trading, Comovement, Crisis, Funding Constraints, Leverage, Regression Discontinuity Design

13.

Voluntary and Mandatory Skin in the Game: Understanding Outside Directors’ Stock Holdings

Number of pages: 32 Posted: 31 Mar 2011
Sanjai Bhagat and Heather Tookes
University of Colorado at Boulder - Department of Finance and Yale University - Yale School of Management
Downloads 99 (263,556)
Citation 5

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director stockholdings, equity ownership requirements, corporate governance, ownership and performance