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Hedge funds, Extreme returns, Contagion, Systemic risk
momentum, credit risk, corporate bonds, TRACE, anomalies, market efficiency
Bond Marke, Price Momentum, Credit Risk
Exchange traded funds, commonality in liquidity, authorized participants, arbitrage, institutional ownership, trading halts, index reconstitution, liquidity risk
Determinants of Stock Market Liquidity, Global Liquidity Factor, Liquidity Contagion
Credit Risk, Credit Default Swaps, Bonds, Liquidity, Transaction Costs
international investment, investor behavior
Hedge Funds, Extreme Returns, Contagion, System Risk
Hedge funds, contagion, liquidity shocks
Foreclosure, Contagion, Mortgages, Learning, Stigma
Foreclosure contagion, strategic defaults, mortagages, underwater homes
Banks; Capital Regulation; Enforcement Actions
Systemic Risk, Fire Sales, Corporate Bonds, Mutual Funds, ETFs