Alexandre Corhay

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

  • University of Toronto - Rotman School of Management

SCHOLARLY PAPERS

8

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Top 25,500

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3,941

SSRN CITATIONS
Rank 21,002

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Top 21,002

in Total Papers Citations

48

CROSSREF CITATIONS

16

Scholarly Papers (8)

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1.

Markup Shocks and Asset Prices

Number of pages: 50 Posted: 29 Mar 2022
Alexandre Corhay, Jun E. Li and Jincheng Tong
University of Toronto - Rotman School of Management, University of Warwick - Warwick Business School and University of Toronto
Downloads 785 (62,622)

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Production-based asset pricing, imperfect competition, time-varying markups, cross-section of stock returns, recursive preferences

2.

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 756 (65,789)
Citation 24

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

3.

Q: Risk, Rents, or Growth?

USC Marshall School of Business Research Paper Sponsored by iORB, No. Forthcoming
Number of pages: 72 Posted: 26 Mar 2020 Last Revised: 11 Sep 2024
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 568 (94,829)
Citation 4

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Tobin's Q, Aggregate demand, Simulated method of moments, Corporate investment, Intangible capital, Innovation, Industry concentration

4.

Inflation Risk and the Finance-Growth Nexus

Rotman School of Management Working Paper No. 3795679
Number of pages: 77 Posted: 11 Mar 2021 Last Revised: 24 Apr 2024
Alexandre Corhay and Jincheng Tong
University of Toronto - Rotman School of Management and University of Toronto
Downloads 465 (121,106)
Citation 7

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Inflation, inflation risk premium, asset prices, credit risk, debt deflation, financial intermediation, monetary policy, general equilibrium model, recursive preferences.

5.

Price Rigidities and Credit Risk

Chicago Booth Research Paper No. 21-14, Fama-Miller Working Paper
Number of pages: 81 Posted: 25 May 2021 Last Revised: 25 Mar 2024
Patrick Augustin, Linxiao Francis Cong, Alexandre Corhay and Michael Weber
McGill University, McGill University - Desautels Faculty of Management, University of Toronto - Rotman School of Management and University of Chicago - Finance
Downloads 456 (123,588)
Citation 1

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sticky prices, monetary policy, credit risk, nominal rigidities

6.

Firm Product Concentration and Asset Prices

Number of pages: 62 Posted: 02 Dec 2019 Last Revised: 23 Aug 2021
Nuno Clara, Nuno Clara, Alexandre Corhay and Howard Kung
London Business SchoolDuke University - Finance, University of Toronto - Rotman School of Management and London Business School
Downloads 436 (130,300)

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

7.

Discount Rates, Debt Maturity, and the Fiscal Theory

Rotman School of Management Working Paper No. 2981085
Number of pages: 77 Posted: 07 Jun 2017 Last Revised: 31 Dec 2022
Alexandre Corhay, Thilo Kind, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School, London Business School and University of Alberta
Downloads 256 (232,087)

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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

8.

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 219 (268,764)
Citation 7

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