Alexandre Corhay

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 49,294

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Top 49,294

in Total Papers Downloads

959

SSRN CITATIONS
Rank 25,953

SSRN RANKINGS

Top 25,953

in Total Papers Citations

19

CROSSREF CITATIONS

14

Scholarly Papers (6)

1.

Competition, Markups and Predictable Returns

Number of pages: 47 Posted: 18 Jan 2015 Last Revised: 27 Aug 2019
Alexandre Corhay, Howard Kung and Lukas Schmid
University of Toronto - Rotman School of Management, London Business School and University of Southern California - Marshall School of Business
Downloads 577 (52,576)
Citation 24

Abstract:

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Production-based asset pricing, imperfect competition, time-varying risk premia, stock return predictability, recursive preferences

2.

Industry Competition, Credit Spreads, and Levered Equity Returns

Rotman School of Management Working Paper No. 2981793
Number of pages: 56 Posted: 08 Jun 2017
Alexandre Corhay
University of Toronto - Rotman School of Management
Downloads 114 (269,439)
Citation 6

Abstract:

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Strategic interactions, Capital structure, Default, Corporate bond credit spread, Equity premium, Recursive preferences

3.

Q: Risk, Rents, or Growth?

Number of pages: 67 Posted: 26 Mar 2020 Last Revised: 29 Apr 2020
Alexandre Corhay, Howard Kung and Lukas Schmid
University of Toronto - Rotman School of Management, London Business School and University of Southern California - Marshall School of Business
Downloads 84 (329,427)
Citation 4

Abstract:

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Tobin's Q, Aggregate demand, Simulated method of moments, Corporate investment, Intangible capital, Innovation, Industry concentration, Price-dividend ratios, Asset valuations, Equity premium

4.

Government Maturity Structure Twists

Number of pages: 40 Posted: 25 Apr 2016
Alexandre Corhay, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School and University of Alberta
Downloads 80 (339,127)
Citation 5

Abstract:

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5.

QE in the Fiscal Theory: A Risk-Based View

Rotman School of Management Working Paper No. 2981085
Number of pages: 52 Posted: 07 Jun 2017
Alexandre Corhay, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School and University of Alberta
Downloads 63 (386,479)

Abstract:

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Fiscal Theory of the Price Level, Government Debt, Maturity Structure, Inflation, Bond Risk Premia, Markov-Switching DSGE, Nonlinear Solution Methods, Time-Varying Risk Premia

6.

Strategic Product Diversity

Number of pages: 59 Posted: 02 Dec 2019
Nuno Clara, Alexandre Corhay and Howard Kung
London Business School, University of Toronto - Rotman School of Management and London Business School
Downloads 41 (466,503)

Abstract:

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Firm Boundary, Multi Product Firm, Asset Pricing, Imperfect Competition, Financial Frictions, Idiosyncratic Volatility, Productivity, Secular Trends