Sascha Strobl

Clarmont Graduate University

150 E. Tenth Street

Claremont, CA 91711

United States

SCHOLARLY PAPERS

7

DOWNLOADS

666

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Corporate Governance and the Systemic Risk of Financial Institutions

Journal of Economics and Business, Vol. 82, No. 1, pp. 42-61, 2015, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 23 Aug 2014 Last Revised: 28 Nov 2015
Jamshed Iqbal, Sascha Strobl and Sami Vähämaa
University of Vaasa, School of Accounting and Finance, Clarmont Graduate University and University of Vaasa
Downloads 279 (114,665)
Citation 2

Abstract:

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corporate governance; boards; systemic risk; bank risk-taking; financial crisis

2.

Measuring Systemic Risk: A Comparison of Alternative Market-Based Approaches

Finance Research Letters, Vol. 21, pp. 40-46, 2017
Number of pages: 15 Posted: 27 Nov 2015 Last Revised: 27 Mar 2020
, University of Edinburgh, Clarmont Graduate University and University of Vaasa
Downloads 166 (188,210)
Citation 3

Abstract:

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systemic risk, marginal expected shortfall, codependence risk, delta conditional value at risk, lower tail dependence, bank risk-taking, financial crisis

3.

The Anatomy of a Crash: Liquidity Black Holes and ETF Options During the Flash Crash of 2010

Review of Futures Markets, 23(2), 49-69, 2013
Number of pages: 30 Posted: 08 Sep 2015
Sascha Strobl, Ahmet Oztekin and Robert T. Daigler
Clarmont Graduate University, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 100 (277,893)

Abstract:

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Flash Crash, ETF options, bid-ask spread, depth, liquidity

4.

Governance and Liquidity Commonality in Asset Pricing

The International Journal of Finance, 27(3), 353-379.
Number of pages: 35 Posted: 18 Sep 2015 Last Revised: 14 Oct 2016
Sascha Strobl, Ahmet Oztekin and Suchi Mishra
Clarmont Graduate University, Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 59 (376,595)

Abstract:

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Corporate governance, liquidity

5.

The Excess Returns Puzzle: Interactions with Information Asymmetry Variables

The International Journal of Finance, 2015, 27(3), 334-353
Number of pages: 27 Posted: 10 Sep 2015 Last Revised: 08 Oct 2016
Ajeet Jain and Sascha Strobl
affiliation not provided to SSRN and Clarmont Graduate University
Downloads 46 (420,876)

Abstract:

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Volatility, information asymmetry, liquidity

6.

Governance and Adverse Selection

International Journal of Finance (2017), 28(3)
Number of pages: 31 Posted: 19 May 2018
Sascha Strobl and Ahmet Oztekin
Clarmont Graduate University and Florida International University (FIU) - Department of Finance
Downloads 16 (570,946)

Abstract:

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corporate governance; adverse selection; information asymmetry

7.

The Effect of Volatility Persistence on Excess Returns

Posted: 08 Dec 2015
Ajeet Jain and Sascha Strobl
affiliation not provided to SSRN and Clarmont Graduate University

Abstract:

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Volatility persistence; volatility; liquidity; information asymmetry