8000 Utopia Parkway
Queens, NY 11439
United States
http://www.bergbrant.com
St. Johns University
Asset Pricing, Idiosyncratic Volatility, Risky Arbitrage, Market Efficiency, EGARCH
deposit insurance; financial market development; nonbank financial markets; risk-shifting
Fama-French Factors, Book-to-market, Size, Momentum, Macroeconomic risk, expectations
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IPO, withdrawn IPO, credit standards, lending standards, private information
financial constraints, credit constraints, credit standards, bank-credit channel, credit rationing, bank loan supply, exchange rate exposure, currency hedging
firm-level competition, exchange rate exposure, foreign exchange risk, foreign trade, purely domestic firms, financial constraints
Idiosyncratic Volatility, Priced Risk Factors, GARCH, EGARCH, Conditional Expected Volatility