8000 Utopia Parkway
Queens, NY 11439
United States
http://www.bergbrant.com
St. Johns University
Fama-French Factors, Book-to-market, Size, Momentum, Macroeconomic risk, expectations
deposit insurance; financial market development; nonbank financial markets; risk-shifting
Asset Pricing, Idiosyncratic Volatility, Risky Arbitrage, Market Efficiency, EGARCH
capital constraints; financial constraints; credit constraints; access to finance; product market competition; bank competition; credit rationing
IPO, withdrawn IPO, credit standards, lending standards, private information
firm-level competition, exchange rate exposure, foreign exchange risk, foreign trade, purely domestic firms, financial constraints
financial constraints, credit constraints, credit standards, bank-credit channel, credit rationing, bank loan supply, exchange rate exposure, currency hedging
Idiosyncratic Volatility, Priced Risk Factors, GARCH, EGARCH, Conditional Expected Volatility
exchange rate exposure, bank loan contracting, cost of debt, expected return premium, expected default risk premium, private credit market
Policy uncertainty; TV media; stock market volatility; economic uncertainty; politics