Christof W. Stahel

ICI

1401 H St NW

DC District Of Columbia 20005

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 6,785

SSRN RANKINGS

Top 6,785

in Total Papers Downloads

7,667

SSRN CITATIONS
Rank 3,195

SSRN RANKINGS

Top 3,195

in Total Papers Citations

144

CROSSREF CITATIONS

263

Scholarly Papers (14)

Actions:
Email selected abstracts
1.

Hedge Fund Contagion and Liquidity Shocks

Downloads 2,821 ( 5,043)
Citation 120

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, ICI and Ohio State University (OSU) - Department of Finance
Downloads 2,699 (5,326)
Citation 21

Abstract:

Loading...

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, ICI and Ohio State University (OSU) - Department of Finance
Downloads 122 (269,204)

Abstract:

Loading...

2.

Momentum in Corporate Bond Returns

Downloads 1,571 ( 13,118)
Citation 47

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 ICI
Downloads 1,332 (16,664)
Citation 9

Abstract:

Loading...

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 ICI
Downloads 239 (149,578)
Citation 38

Abstract:

Loading...

Bond Marke, Price Momentum, Credit Risk

3.

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 ICI
Downloads 746 (39,164)
Citation 11

Abstract:

Loading...

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

4.

Is There a Global Liquidity Factor?

Dice Center Working Paper No. 2003-24
Number of pages: 40 Posted: 02 Jan 2004
Christof W. Stahel
ICI
Downloads 559 (57,276)
Citation 12

Abstract:

Loading...

5.

Liquidity Across Developed and Emerging Markets

Number of pages: 39 Posted: 15 Mar 2006
Christof W. Stahel
ICI
Downloads 430 (79,155)
Citation 6

Abstract:

Loading...

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 ICI
Downloads 354 (99,171)
Citation 19

Abstract:

Loading...

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
ICI
Downloads 317 (112,142)
Citation 1

Abstract:

Loading...

international investment, investor behavior

8.

Liquidity Shocks and Hedge Fund Contagion

Downloads 249 (144,221)

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, ICI and Ohio State University (OSU) - Department of Finance
Downloads 249 (143,667)

Abstract:

Loading...

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, ICI and Ohio State University (OSU) - Department of Finance

Abstract:

Loading...

Hedge funds, contagion, liquidity shocks

9.

Are Foreclosures Contagious?

Downloads 236 (151,879)
Citation 10

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 ICI
Downloads 131 (255,012)
Citation 4

Abstract:

Loading...

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 ICI
Downloads 65 (401,912)
Citation 6

Abstract:

Loading...

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 ICI
Downloads 40 (501,361)
Citation 3

Abstract:

Loading...

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 ICI
Downloads 158 (218,371)
Citation 3

Abstract:

Loading...

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 ICI
Downloads 81 (351,278)

Abstract:

Loading...

Banks; Capital Regulation; Enforcement Actions

12.

NBER Working Paper No. w14068
Number of pages: 46 Posted: 09 Jun 2008 Last Revised: 15 Jun 2020
Nicole M. Boyson, Christof W. Stahel and René M. Stulz
Northeastern University - D’Amore-McKim School of Business, ICI and Ohio State University (OSU) - Department of Finance
Downloads 73 (372,730)

Abstract:

Loading...

13.

Do Fund Flows Lead to Fire-sales and Pose Systemic Risk?

Number of pages: 40 Posted: 11 Jul 2020 Last Revised: 16 Jul 2020
Rochelle (Shelly) Antoniewicz and Christof W. Stahel
Investment Company Institute and ICI
Downloads 72 (375,653)

Abstract:

Loading...

Systemic Risk, Fire Sales, Corporate Bonds, Mutual Funds, ETFs

14.

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

Posted: 09 Sep 1998
Michel Peytrignet and Christof W. Stahel
Swiss National Bank and ICI

Abstract:

Loading...