Mikael C. Bergbrant

St. Johns University

Associate Professor of Finance

8000 Utopia Parkway

Queens, NY 11439

United States

http://https://www.stjohns.edu/academics/faculty/mikael-c-bergbrant-phd

  • St. Johns University

SCHOLARLY PAPERS

11

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1,320

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (11)

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1.

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 The University of Melbourne
Downloads 214 (207,584)
Citation 3

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

2.

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 209 (212,080)
Citation 3

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

3.

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 209 (212,080)
Citation 1

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

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 The University of Melbourne
Downloads 145 (289,702)

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

5.

Expected Idiosyncratic Volatility

Number of pages: 68 Posted: 26 Aug 2022
Geert Bekaert, Mikael C. Bergbrant and Haim Kassa
Columbia University - Columbia Business School, Finance, St. Johns University and Miami University
Downloads 116 (344,321)

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Idiosyncratic Volatility, Volatility Forecasting, Priced Risk Factors, Martingale, EGARCH, ARIMA, HAR, Realized Variances

6.

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 108 (359,636)

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IPO, withdrawn IPO, credit standards, lending standards, private information

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 95 (391,026)

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

8.

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 88 (410,186)

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

9.

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 79 (437,212)

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

10.

Did They Just Say That? Cable News, Policy Uncertainty and Market Volatility

Number of pages: 44 Posted: 24 Mar 2022 Last Revised: 01 Apr 2022
Mikael C. Bergbrant and Daniel Bradley
St. Johns University and University of South Florida
Downloads 30 (659,487)

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Policy uncertainty; TV media; stock market volatility; economic uncertainty; politics

11.

How Does Currency Risk Impact Firms? New Evidence from Bank Loan Contracts

Number of pages: 35 Posted: 28 Mar 2022
Mikael C. Bergbrant, Bill B. Francis and Delroy M. Hunter
St. Johns University, Rensselaer Polytechnic Institute (RPI) - Lally School of Management and University of South Florida
Downloads 27 (680,639)

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exchange rate exposure, bank loan contracting, cost of debt, expected return premium, expected default risk premium, private credit market