Christof W. Stahel

Independent

No Address Available

SCHOLARLY PAPERS

13

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181

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Scholarly Papers (13)

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1.

Hedge Fund Contagion and Liquidity Shocks

Downloads 2,740 ( 4,147)

Hedge Fund Contagion and Liquidity Shocks

Journal of Finance, Vol. 55, No. 5, pp. 1789-1816, October 2010
Number of pages: 60 Posted: 15 Mar 2006 Last Revised: 04 Dec 2012
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, Independent and Ohio State University (OSU) - Department of Finance
Downloads 2,629 (4,336)

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Hedge funds, Extreme returns, Contagion, Systemic risk

Is There Hedge Fund Contagion?

NBER Working Paper No. w12090
Number of pages: 52 Posted: 11 May 2006 Last Revised: 04 Dec 2012
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, Independent and Ohio State University (OSU) - Department of Finance
Downloads 111 (243,516)

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2.

Momentum in Corporate Bond Returns

Downloads 1,419 ( 12,397)

Momentum in Corporate Bond Returns

Number of pages: 63 Posted: 02 Aug 2010 Last Revised: 08 Jan 2013
Gergana Jostova, Stanislava Nikolova, Alexander Philipov and Christof W. Stahel
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Department of Finance and Independent
Downloads 1,203 (15,713)

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momentum, credit risk, corporate bonds, TRACE, anomalies, market efficiency

Momentum in Corporate Bond Returns

Number of pages: 41 Posted: 04 Jun 2010 Last Revised: 14 Sep 2014
Gergana Jostova, Stanislava Nikolova, Alexander Philipov and Christof W. Stahel
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Department of Finance and Independent
Downloads 216 (138,346)

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Bond Marke, Price Momentum, Credit Risk

3.

Is There a Global Liquidity Factor?

Dice Center Working Paper No. 2003-24
Number of pages: 40 Posted: 02 Jan 2004
Christof W. Stahel
Independent
Downloads 542 (49,119)

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4.

Liquidity Across Developed and Emerging Markets

Number of pages: 39 Posted: 15 Mar 2006
Christof W. Stahel
Independent
Downloads 419 (67,457)

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Determinants of Stock Market Liquidity, Global Liquidity Factor, Liquidity Contagion

5.

Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?

28th Annual Conference on Financial Economics and Accounting, Fifth Annual Conference on Financial Market Regulation 2018
Number of pages: 53 Posted: 13 Jul 2017 Last Revised: 11 Dec 2018
Vikas Agarwal, Paul Hanouna, Rabih Moussawi and Christof W. Stahel
Georgia State University, Villanova University - School of Business, Villanova University - Department of Finance and Independent
Downloads 359 (81,738)

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Exchange traded funds, commonality in liquidity, authorized participants, arbitrage, institutional ownership, trading halts, index reconstitution, liquidity risk

6.

Are Foreign Investors Better Informed? Evidence from the Return - Volume Relationship

Number of pages: 38 Posted: 11 Jul 2002
Christof W. Stahel
Independent
Downloads 312 (94,832)

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international investment, investor behavior

7.

The Transaction Costs of Trading Corporate Credit

Number of pages: 48 Posted: 02 Dec 2014 Last Revised: 04 Mar 2015
Gopa Biswas, Stanislava Nikolova and Christof W. Stahel
Government of the United States of America - Office of Financial Research, University of Nebraska - Lincoln and Independent
Downloads 307 (96,492)

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Credit Risk, Credit Default Swaps, Bonds, Liquidity, Transaction Costs

8.

Liquidity Shocks and Hedge Fund Contagion

Downloads 242 (123,961)

Liquidity Shocks and Hedge Fund Contagion

Fisher College of Business Working Paper No. 2011-03-012, Charles A. Dice Center Working Paper No. 2011-12, Journal of Investment Management, Q2, 2012
Number of pages: 33 Posted: 21 Jun 2011 Last Revised: 04 Dec 2012
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, Independent and Ohio State University (OSU) - Department of Finance
Downloads 242 (123,484)

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Hedge Funds, Extreme Returns, Contagion, System Risk

Liquidity Shocks and Hedge Fund Contagion

Journal of Investment Management, Second Quarter 2012
Posted: 02 Jun 2012
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, Independent and Ohio State University (OSU) - Department of Finance

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Hedge funds, contagion, liquidity shocks

9.

Are Foreclosures Contagious?

Downloads 226 (132,761)

Are Foreclosures Contagious?

GMU Working Paper in Economics No. 11-12
Number of pages: 34 Posted: 19 Feb 2011
Ryan Goodstein, Paul Hanouna, Carlos D. Ramirez and Christof W. Stahel
FDIC Division of Depositor and Consumer Protection, Villanova University - School of Business, George Mason University - Department of Economics and Independent
Downloads 127 (220,165)

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Foreclosure, Contagion, Mortgages, Learning, Stigma

Are Foreclosures Contagious?

Number of pages: 34 Posted: 20 Mar 2012
Ryan Goodstein, Paul Hanouna, Carlos D. Ramirez and Christof W. Stahel
FDIC Division of Depositor and Consumer Protection, Villanova University - School of Business, George Mason University - Department of Economics and Independent
Downloads 62 (349,185)

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Foreclosure, Contagion, Mortgages, Learning, Stigma

Are Foreclosures Contagious?

Number of pages: 33 Posted: 10 Jan 2012
Ryan Goodstein, Paul Hanouna, Carlos D. Ramirez and Christof W. Stahel
FDIC Division of Depositor and Consumer Protection, Villanova University - School of Business, George Mason University - Department of Economics and Independent
Downloads 37 (438,115)

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Foreclosure, Contagion, Mortgages, Learning, Stigma

10.

Contagion Effects in Strategic Mortgage Defaults

GMU Working Paper in Economics No. 13-07
Number of pages: 43 Posted: 07 Mar 2013
Ryan Goodstein, Paul Hanouna, Carlos D. Ramirez and Christof W. Stahel
FDIC Division of Depositor and Consumer Protection, Villanova University - School of Business, George Mason University - Department of Economics and Independent
Downloads 148 (194,129)

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Foreclosure contagion, strategic defaults, mortagages, underwater homes

11.

Hedge Fund Contagion and Liquidity

NBER Working Paper No. w14068
Number of pages: 46 Posted: 09 Jun 2008 Last Revised: 04 Dec 2012
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, Independent and Ohio State University (OSU) - Department of Finance
Downloads 68 (328,457)

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12.

Does Supervisory Discipline Reduce Bank Risk? Evidence from Before, During, and After the Crisis

FDIC Center for Financial Research Paper No. 2017-05
Number of pages: 59 Posted: 15 Nov 2017 Last Revised: 20 Dec 2017
Gary S. Fissel, Stefan Jacewitz, Myron L. Kwast and Christof W. Stahel
U.S. Federal Deposit Insurance Corporation (FDIC) - Division of Insurance and Research, FDIC, Division of Insurance and Research, FDIC, Division of Insurance and Research and Independent
Downloads 64 (339,043)

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Banks; Capital Regulation; Enforcement Actions

13.

Stability of Money Demand in Switzerland: A Comparison of the M2 and M3 Cases

Empirical Economics, Vol. 23, Issue 3, 1998
Posted: 09 Sep 1998
Michel Peytrignet and Christof W. Stahel
Swiss National Bank and Independent

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