Christof W. Stahel

U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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5,791

CITATIONS
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SSRN RANKINGS

Top 3,030

in Total Papers Citations

182

Scholarly Papers (11)

1.
Downloads 2,642 ( 3,450)
Citation 62

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, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Ohio State University (OSU) - Department of Finance
Downloads 2,534 (3,619)
Citation 62

Abstract:

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
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Ohio State University (OSU) - Department of Finance
Downloads 108 (212,015)
Citation 62

Abstract:

2.
Downloads 1,105 ( 14,774)
Citation 2

Momentum in Corporate Bond Returns

Number of pages: 63 Posted: 02 Aug 2010 Last Revised: 08 Jan 2013
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Finance Area and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 924 (19,016)
Citation 2

Abstract:

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
George Washington University - Department of Finance, University of Nebraska - Lincoln, George Mason University - Finance Area and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 181 (138,574)
Citation 2

Abstract:

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
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 480 (43,086)
Citation 10

Abstract:

4.

Liquidity Across Developed and Emerging Markets

Number of pages: 39 Posted: 15 Mar 2006
Christof W. Stahel
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 379 (59,332)
Citation 3

Abstract:

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

5.

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

Number of pages: 38 Posted: 11 Jul 2002
Christof W. Stahel
U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 294 (81,626)
Citation 1

Abstract:

international investment, investor behavior

6.
Downloads 227 (111,603)
Citation 48

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, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Ohio State University (OSU) - Department of Finance
Downloads 227 (111,144)
Citation 48

Abstract:

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, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Ohio State University (OSU) - Department of Finance

Abstract:

Hedge funds, contagion, liquidity shocks

7.
Downloads 209 (121,157)

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
Federal Deposit Insurance Corporation, Villanova University - School of Business, George Mason University - Department of Economics and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 122 (193,559)

Abstract:

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
Federal Deposit Insurance Corporation, Villanova University - School of Business, George Mason University - Department of Economics and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 55 (318,758)

Abstract:

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
Federal Deposit Insurance Corporation, Villanova University - School of Business, George Mason University - Department of Economics and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 32 (398,614)

Abstract:

Foreclosure, Contagion, Mortgages, Learning, Stigma

8.

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 U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 109 (126,931)

Abstract:

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

9.

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
Federal Deposit Insurance Corporation, Villanova University - School of Business, George Mason University - Department of Economics and U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis
Downloads 96 (196,536)

Abstract:

Foreclosure contagion, strategic defaults, mortagages, underwater homes

10.

Hedge Fund Contagion and Liquidity

NBER Working Paper No. w14068
Number of pages: 46 Posted: 09 Jun 2008
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Ohio State University (OSU) - Department of Finance
Downloads 66 (286,790)
Citation 54

Abstract:

11.

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 U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis

Abstract: