Christof W. Stahel

Independent

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SCHOLARLY PAPERS

13

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7,159

SSRN CITATIONS
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Top 3,143

in Total Papers Citations

99

CROSSREF CITATIONS

253

Scholarly Papers (13)

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1.

Hedge Fund Contagion and Liquidity Shocks

Downloads 2,767 ( 4,420)
Citation 111

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 2,652 (4,647)
Citation 12

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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 115 (250,820)

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2.

Momentum in Corporate Bond Returns

Downloads 1,488 ( 12,316)
Citation 34

Momentum in Corporate Bond Returns

Number of pages: 63 Posted: 02 Aug 2010 Last Revised: 08 Jan 2013
Gergana Jostova, Stanislava (Stas) 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 1,260 (15,681)
Citation 9

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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 (Stas) 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 228 (138,854)
Citation 30

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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 547 (51,499)
Citation 11

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4.

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 525 (54,493)
Citation 8

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

5.

Liquidity Across Developed and Emerging Markets

Number of pages: 39 Posted: 15 Mar 2006
Christof W. Stahel
Independent
Downloads 425 (70,509)
Citation 6

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

6.

The Transaction Costs of Trading Corporate Credit

Number of pages: 48 Posted: 02 Dec 2014 Last Revised: 04 Mar 2015
Gopa Biswas, Stanislava (Stas) Nikolova and Christof W. Stahel
Government of the United States of America - Office of Financial Research, University of Nebraska - Lincoln and Independent
Downloads 320 (97,746)
Citation 18

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

7.

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

Number of pages: 38 Posted: 11 Jul 2002
Christof W. Stahel
Independent
Downloads 314 (99,817)
Citation 1

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international investment, investor behavior

8.

Liquidity Shocks and Hedge Fund Contagion

Downloads 245 (129,832)

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 245 (129,259)

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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 234 (135,860)
Citation 5

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 131 (227,172)
Citation 7

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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 64 (362,753)
Citation 6

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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 39 (454,154)
Citation 7

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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 151 (201,892)
Citation 2

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Foreclosure contagion, strategic defaults, mortagages, underwater homes

11.

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 72 (338,942)

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Banks; Capital Regulation; Enforcement Actions

12.

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 71 (338,942)

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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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