Author Page for Christof W. Stahel

1.

Hedge Fund Contagion and Liquidity Shocks

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Citation 62

2

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 2,524 (3,591)

Citation 62

Abstract:

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 (209,509)

Citation 62

Abstract:

2.

Momentum in Corporate Bond Returns

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Citation 2

2

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

Downloads 903 (19,388)

Citation 2

Abstract:

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

Downloads 178 (138,878)

Citation 2

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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 (43,108)

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 (58,538)

Citation 3

Abstract:

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 (80,578)

Citation 1

Abstract:

6.

Liquidity Shocks and Hedge Fund Contagion

Downloads 227 (110,213)

Citation 48

2

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 (109,784)

Citation 48

Abstract:

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:

7.

Are Foreclosures Contagious?

Downloads 207 (120,712)

3

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 (191,164)

Abstract:

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 (314,974)

Abstract:

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 30 (402,902)

Abstract:

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 (130,172)

Abstract:

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 (195,328)

Abstract:

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 65 (285,640)

Citation 54

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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

Christof W. Stahel

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

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