Mikael C. Bergbrant

St. Johns University

Assistant Professor of Finance

8000 Utopia Parkway

Queens, NY 11439

United States

http://www.bergbrant.com

SCHOLARLY PAPERS

10

DOWNLOADS

1,115

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (10)

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 204 (202,617)
Citation 3

Abstract:

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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 202 (204,474)
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 201 (205,374)
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 140 (278,402)

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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 99 (356,332)

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IPO, withdrawn IPO, credit standards, lending standards, private information

6.

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 88 (383,549)

Abstract:

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

7.

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 84 (394,411)

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

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 70 (436,920)

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

9.

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 17 (706,806)

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

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 10 (765,828)

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