Samuel Rosen

Temple University, Fox School of Business

Fox School of Business and Management

Philadelphia, PA 19122

United States

http://sites.google.com/view/samuel-rosen/

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 35,804

in Total Papers Citations

5

CROSSREF CITATIONS

12

Scholarly Papers (7)

Firm-Specific Risk-Neutral Distributions with Options and CDS

Number of pages: 55 Posted: 31 Jan 2017 Last Revised: 17 Jun 2019
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System, Temple University, Fox School of Business and Board of Governors of the Federal Reserve System
Downloads 200 (156,530)

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Risk Neutral Distributions, Investor Expectations, CDS Spreads

Firm-Specific Risk-Neutral Distributions: The Role of CDS Spreads

FRB International Finance Discussion Paper No. 1212
Number of pages: 62 Posted: 07 Sep 2017
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Temple University, Fox School of Business
Downloads 39 (451,456)

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Risk neutral distributions, CDS spreads, Cross-section of expected returns

2.

Uncertainty-Induced Reallocations and Growth

Number of pages: 59 Posted: 18 Nov 2016 Last Revised: 26 Aug 2019
Duke University and NBER, Finance Department, Bocconi University, Fuqua School of Business, Duke University and Temple University, Fox School of Business
Downloads 239 (132,703)
Citation 2

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Uncertainty shocks, Reallocation, Growth

3.

De-crypto-ing Signals in Initial Coin Offerings: Evidence of Rational Token Retention

Number of pages: 95 Posted: 06 Dec 2018 Last Revised: 04 Nov 2019
Tetiana Davydiuk, Deeksha Gupta and Samuel Rosen
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University and Temple University, Fox School of Business
Downloads 236 (133,876)
Citation 9

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asymmetric information, signaling, entrepreneurial financing, ICOs

4.

Adding Fuel to the Fire Sales: Banks, Capital Regulation, and Systemic Risk

Fox School of Business Research Paper No. 18-022
Number of pages: 84 Posted: 05 Jun 2018 Last Revised: 08 Nov 2018
Samuel Rosen
Temple University, Fox School of Business
Downloads 127 (230,483)

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bank capital regulation, systemic risk, fire sales, macroprudential policy

Assessing and Combining Financial Conditions Indexes

Number of pages: 38 Posted: 24 May 2013
Sirio Aramonte, Samuel Rosen and John W. Schindler
Bank for International Settlements (BIS), Temple University, Fox School of Business and Board of Governors of the Federal Reserve System
Downloads 82 (312,911)
Citation 4

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Financial conditions indexes, stock returns predictability, forecasting

Assessing and Combining Financial Conditions Indexes

FEDS Working Paper No. 2013-39
Number of pages: 39 Posted: 31 May 2017
Sirio Aramonte, John W. Schindler and Samuel Rosen
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Temple University, Fox School of Business
Downloads 17 (577,047)

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6.

SONOMA: A Small Open ecoNOmy for MAcrofinance

Number of pages: 61 Posted: 29 Nov 2018 Last Revised: 13 Dec 2019
Finance Department, Bocconi University, Board of Governors of the Federal Reserve System and Temple University, Fox School of Business
Downloads 74 (329,272)

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Small Open Economy, Credit Shocks, Asset Pricing

Uncertainty-Induced Reallocations and Growth

NBER Working Paper No. w26248
Number of pages: 60 Posted: 09 Sep 2019
Duke University, Finance Department, Bocconi University, Duke University and Temple University, Fox School of Business
Downloads 7 (647,934)
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Uncertainty-Induced Reallocations and Growth

CEPR Discussion Paper No. DP13964
Number of pages: 62 Posted: 07 Oct 2019
Duke University, Finance Department, Bocconi University, Duke University and Temple University, Fox School of Business
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growth, reallocation, Uncertainty shocks