John Sedunov

Villanova University - Department of Finance

Assistant Professor

800 Lancaster Ave.

Villanova, PA 19085

United States

http://homepage.villanova.edu/john.sedunov/

SCHOLARLY PAPERS

20

DOWNLOADS
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SSRN RANKINGS

Top 7,146

in Total Papers Downloads

10,883

SSRN CITATIONS
Rank 5,883

SSRN RANKINGS

Top 5,883

in Total Papers Citations

252

CROSSREF CITATIONS

28

Scholarly Papers (20)

1.

Operational Shorting and ETF Liquidity Provision

Darden Business School Working Paper No. 2961954, 2019 Academic Research Colloquium for Financial Planning and Related Disciplines
Number of pages: 89 Posted: 03 May 2017 Last Revised: 04 Aug 2022
University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 2,388 (10,578)
Citation 6

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Exchange-Traded Funds, Authorized Participants, Short-Selling, Failure to Deliver, Liquidity, Retail Trading, Market Making

2.
Downloads 2,375 (10,712)
Citation 35

The Granular Nature of Large Institutional Investors

Management Science, Forthcoming, Charles A. Dice Center Working Paper No. 2015-09, Fisher College of Business Working Paper No. 2015-03-09, Swiss Finance Institute Research Paper No. 15-67
Number of pages: 97 Posted: 20 Jun 2015 Last Revised: 08 Jul 2020
Ohio State University (OSU) - Department of Finance, Universita della Svizzera italiana (USI Lugano), Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 2,278 (11,211)
Citation 6

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Institutional investors, Concentration, Granularity, Fire Sales, Liquidity

The Granular Nature of Large Institutional Investors

NBER Working Paper No. w22247
Number of pages: 96 Posted: 16 May 2016 Last Revised: 16 Apr 2023
Ohio State University (OSU) - Department of Finance, Universita della Svizzera italiana (USI Lugano), Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 97 (462,180)
Citation 33

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The Granular Nature of Large Institutional Investors

CEPR Discussion Paper No. DP13427
Number of pages: 48 Posted: 11 Jan 2019
Ohio State University (OSU) - Department of Finance, Universita della Svizzera italiana (USI Lugano), Villanova University - Department of Finance and Villanova University - Department of Finance
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Concentration, fire sales, granularity, institutional investors, liquidity

3.

How did Retail Investors Respond to the COVID-19 Pandemic? The Effect of Robinhood Brokerage Customers on Market Quality

Finance Research Letters, Forthcoming
Number of pages: 26 Posted: 08 Oct 2020 Last Revised: 23 Dec 2021
Michael S. Pagano, John Sedunov and Raisa Velthuis
Villanova University - Villanova School of Business, Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 962 (41,917)
Citation 20

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COVID-19 pandemic, financial markets, individual investors, retail trading, herding, Robinhood, Robintrack

4.

Bitcoin and the Demand for Money: Is Bitcoin More Than a Speculative Asset?

Number of pages: 56 Posted: 07 Dec 2018 Last Revised: 12 Jun 2020
Michael S. Pagano and John Sedunov
Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 577 (82,068)
Citation 3

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Fintech, Bitcoin, Cryptocurrency, Money

5.

Did TARP Reduce or Increase Systemic Risk? The Effects of Government Aid on Financial System Stability

Journal of Financial Intermediation, Forthcoming
Number of pages: 63 Posted: 30 Sep 2016 Last Revised: 12 Jan 2019
Allen N. Berger, Raluca A. Roman and John Sedunov
University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Philadelphia and Villanova University - Department of Finance
Downloads 552 (86,794)
Citation 53

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Government Assistance, TARP, Banks, Systemic risk, Financial Crises.

6.

Governance Mechanisms and Effective Activism: Evidence from Shareholder Proposals on Poison Pills

EFA 2007 Ljubljana Meetings Paper
Number of pages: 41 Posted: 06 Mar 2007 Last Revised: 15 Jul 2017
Mireia Gine, Rabih Moussawi and John Sedunov
IESE Business School, University of Navarra, Villanova University - Department of Finance and Villanova University - Department of Finance
Downloads 536 (90,089)
Citation 5

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Corporate Governance, Poison Pills, Institutional Investors, Shareholder Proposals, Voting

7.

Cross-Border Bank Flows and Systemic Risk

Number of pages: 75 Posted: 23 Mar 2017 Last Revised: 09 Jun 2022
Cornell University - SC Johnson College of Business, Villanova University - Department of Finance and Mississippi State University
Downloads 525 (92,432)
Citation 15

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Cross-border bank flows, financial institutions, bank regulation, systemic risk, financial crises

8.

Operational Risk Is More Systemic than You Think: Evidence from U.S. Bank Holding Companies

Journal of Banking & Finance, forthcoming
Number of pages: 71 Posted: 31 Jul 2018 Last Revised: 12 Jul 2022
University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Richmond - Quantitative Supervision & Research, University of Kansas - School of Business and Villanova University - Department of Finance
Downloads 513 (95,072)
Citation 9

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Banking, Operational Risk, Systemic Risk

9.

What is the Systemic Risk Exposure of Financial Institutions?

Journal of Financial Stability, Forthcoming, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 59 Posted: 09 Sep 2012 Last Revised: 28 Apr 2016
John Sedunov
Villanova University - Department of Finance
Downloads 442 (113,614)
Citation 10

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Systemic Risk, Financial Crises, Risk Management, Banking

10.

Bank Liquidity Creation and Real Economic Output

Journal of Banking and Finance, Forthcoming
Number of pages: 47 Posted: 29 Oct 2014 Last Revised: 19 Apr 2017
Allen N. Berger and John Sedunov
University of South Carolina - Darla Moore School of Business and Villanova University - Department of Finance
Downloads 401 (127,234)
Citation 36

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Banks, Liquidity Creation, GDP, Economic Output

11.

The Life Cycle of Systemic Risk and Crises

Journal of Money, Credit, and Banking
Number of pages: 43 Posted: 06 Feb 2022 Last Revised: 01 Nov 2023
Allen N. Berger and John Sedunov
University of South Carolina - Darla Moore School of Business and Villanova University - Department of Finance
Downloads 255 (205,693)

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Banks, Systemic Risk, Financial Crises, Real Economy, Financial Markets, Bailouts, TARP, COVID-19

12.

A Comprehensive Approach to Measuring the Relation Between Systemic Risk Exposure and Sovereign Debt

Journal of Financial Stability, Volume 23, April 2016, 62-78
Number of pages: 51 Posted: 26 Jul 2013 Last Revised: 13 Nov 2019
Michael S. Pagano and John Sedunov
Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 248 (211,288)
Citation 2

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Systemic Risk, Banking Crises, Sovereign Risk, Contagion, Financial Institutions

13.

Operational Shorting and ETF Liquidity Provision

Number of pages: 89 Posted: 22 Jul 2022
University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 232 (225,554)

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Exchange-Traded Funds, Authorized Participants, Short-Selling, Failure to Deliver, Liquidity, Retail Trading, Market Making

14.

Supervisory Enforcement Actions against Banks and Systemic Risk

Journal of Banking and Finance, Forthcoming
Number of pages: 57 Posted: 10 Nov 2020 Last Revised: 06 Jul 2021
University of South Carolina - Darla Moore School of Business, Sacred Heart University, Federal Reserve Bank of Philadelphia and Villanova University - Department of Finance
Downloads 219 (238,143)
Citation 12

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Enforcement actions, banks, systemic risk, leverage risk, financial crises

15.

Operating Risk and the Scope of Lender Control Rights

Number of pages: 50 Posted: 25 Jan 2017 Last Revised: 30 Jan 2017
Stephen A. Karolyi and John Sedunov
Office of the Comptroller of the Currency and Villanova University - Department of Finance
Downloads 169 (300,221)

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operating risk, technical default, control rights, governance, syndicated loans

16.

Does Bank Technology Impact Small Business Lending Decisions?

Journal of Financial Research, Forthcoming
Number of pages: 45 Posted: 02 Nov 2014 Last Revised: 15 Oct 2016
John Sedunov
Villanova University - Department of Finance
Downloads 147 (337,462)
Citation 2

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Financial Institutions, Lending, Technology, Soft Information

17.

Spillover Effects of Cross-Border Bank Acquisitions on Systemic Risk

Number of pages: 59 Posted: 25 Jun 2021
John Sedunov and Alvaro G. Taboada
Villanova University - Department of Finance and Mississippi State University
Downloads 139 (352,684)

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Banking, Cross-border, Mergers and Acquisitions, Systemic Risk

18.

Small Banks and Consumer Satisfaction

Journal of Corporate Finance, Vol. 60, 2020
Number of pages: 46 Posted: 21 Nov 2018 Last Revised: 14 Nov 2019
John Sedunov
Villanova University - Department of Finance
Downloads 108 (425,582)
Citation 1

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Consumer Satisfaction, CFPB, Bank Regulation, Small Banks

19.

Federal Reserve Intervention and Systemic Risk during Financial Crises

Journal of Banking and Finance, Forthcoming
Number of pages: 52 Posted: 15 Jun 2021
John Sedunov
Villanova University - Department of Finance
Downloads 72 (548,668)
Citation 5

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Systemic Risk, Financial Crisis, Federal Reserve, Regulation

20.

The Role of Investor Sentiment in Bank Liquidity Creation

Number of pages: 17 Posted: 09 Sep 2023
Jin Cai, Michael S. Pagano and John Sedunov
Sacred Heart University, Villanova University - Villanova School of Business and Villanova University - Department of Finance
Downloads 23 (860,469)

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Banks, Liquidity Creation, Sentiment, Depository Institutions