Mikael C. Bergbrant

St. Johns University

Assistant Professor of Finance

8000 Utopia Parkway

Queens, NY 11439

United States

http://www.bergbrant.com

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 43,563

SSRN RANKINGS

Top 43,563

in Total Papers Downloads

957

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.

Is Idiosyncratic Volatility Really Priced?

Number of pages: 35 Posted: 15 Mar 2011 Last Revised: 02 Jun 2011
Mikael C. Bergbrant
St. Johns University
Downloads 191 (158,312)
Citation 1

Abstract:

Loading...

Asset Pricing, Idiosyncratic Volatility, Risky Arbitrage, Market Efficiency, EGARCH

2.

Macroeconomic Expectations and the Size, Value and Momentum Factors

Number of pages: 53 Posted: 01 Mar 2015 Last Revised: 17 Mar 2016
Mikael C. Bergbrant and Patrick J. Kelly
St. Johns University and University of Melbourne - Department of Finance
Downloads 178 (168,755)

Abstract:

Loading...

Fama-French Factors, Book-to-market, Size, Momentum, Macroeconomic risk, expectations

3.

Does Deposit Insurance Retard the Development of Financial Markets?

Number of pages: 54 Posted: 19 Mar 2012 Last Revised: 10 Jun 2014
Mikael C. Bergbrant, Kaysia Campbell, Delroy M. Hunter and James E. Owers
St. Johns University, East Carolina University - Department of Finance, University of South Florida and Georgia State University - Department of Finance
Downloads 175 (171,254)

Abstract:

Loading...

deposit insurance; financial market development; nonbank financial markets; risk-shifting

4.

Rivals’ Competitive Activities, Capital Constraints, and Firm Growth

Number of pages: 49 Posted: 14 Apr 2015 Last Revised: 04 Oct 2018
Mikael C. Bergbrant, Delroy M. Hunter and Patrick J. Kelly
St. Johns University, University of South Florida and University of Melbourne - Department of Finance
Downloads 131 (217,941)

Abstract:

Loading...

capital constraints; financial constraints; credit constraints; access to finance; product market competition; bank competition; credit rationing

5.

Banks’ Private Information and the Supply of Equity Capital: Evidence from Share Issuance and Withdrawal

Number of pages: 50 Posted: 15 Oct 2012 Last Revised: 10 Jun 2014
Mikael C. Bergbrant, Daniel Bradley and Delroy M. Hunter
St. Johns University, University of South Florida and University of South Florida
Downloads 85 (294,013)

Abstract:

Loading...

IPO, withdrawn IPO, credit standards, lending standards, private information

6.

Do Credit Market Conditions Affect Firms’ Post-hedging Outcomes? Evidence from Bank Credit Standards and Firms’ Currency Exposure

Number of pages: 55 Posted: 23 Apr 2012 Last Revised: 04 Jul 2016
Mikael C. Bergbrant and Delroy M. Hunter
St. Johns University and University of South Florida
Downloads 78 (309,460)
Citation 2

Abstract:

Loading...

financial constraints, credit constraints, credit standards, bank-credit channel, credit rationing, bank loan supply, exchange rate exposure, currency hedging

7.

Firm-Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms

Bergbrant, M., Campbell, K., and Hunter, D, 2014. Firm-Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms, in Financial Management, Forthcoming
Number of pages: 47 Posted: 11 Jun 2014
Mikael C. Bergbrant, Kaysia Campbell and Delroy M. Hunter
St. Johns University, East Carolina University - Department of Finance and University of South Florida
Downloads 76 (314,289)

Abstract:

Loading...

firm-level competition, exchange rate exposure, foreign exchange risk, foreign trade, purely domestic firms, financial constraints

8.

Is Idiosyncratic Volatility Related to Returns? Evidence from a Subset of Firms with Quality Idiosyncratic Volatility Estimates

Number of pages: 40 Posted: 05 Mar 2018 Last Revised: 25 Mar 2018
Mikael C. Bergbrant and Haim Kassa
St. Johns University and Miami University
Downloads 43 (412,854)

Abstract:

Loading...

Idiosyncratic Volatility, Priced Risk Factors, GARCH, EGARCH, Conditional Expected Volatility