Matthew Baron

Cornell University - Samuel Curtis Johnson Graduate School of Management

Assistant Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 7,708

SSRN RANKINGS

Top 7,708

in Total Papers Downloads

5,787

CITATIONS
Rank 10,290

SSRN RANKINGS

Top 10,290

in Total Papers Citations

76

Scholarly Papers (7)

1.

Risk and Return in High-Frequency Trading

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 82 Posted: 06 May 2014 Last Revised: 10 Jan 2018
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Utah - David Eccles School of Business, Stockholm University - Stockholm Business School and University of Cambridge - Finance
Downloads 4,319 (1,919)
Citation 26

Abstract:

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high-frequency trading, low latency, market microstructure

2.

Salient Crises, Quiet Crises

Number of pages: 131 Posted: 14 Feb 2018 Last Revised: 09 Jul 2019
Matthew Baron, Emil Verner and Wei Xiong
Cornell University - Samuel Curtis Johnson Graduate School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 561 (47,756)
Citation 2

Abstract:

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banking crises, panics, bank equity

3.

Countercyclical Bank Equity Issuance

Number of pages: 125 Posted: 23 Jan 2017 Last Revised: 03 Jul 2019
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 358 (82,328)
Citation 12

Abstract:

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bank equity, capital requirements, government guarantees, financial stability

4.

Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016

Number of pages: 95 Posted: 14 Feb 2018 Last Revised: 16 Jun 2018
Matthew Baron and Tyler Muir
Cornell University - Samuel Curtis Johnson Graduate School of Management and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 276 (110,113)
Citation 1

Abstract:

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intermediary asset pricing, return predictability

5.
Downloads 205 (147,544)
Citation 37

Credit Expansion and Neglected Crash Risk

Number of pages: 91 Posted: 26 Jan 2017
Matthew Baron and Wei Xiong
Cornell University - Samuel Curtis Johnson Graduate School of Management and Princeton University - Department of Economics
Downloads 194 (155,271)

Abstract:

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Credit Expansion, Financial Crises

Credit Expansion and Neglected Crash Risk

NBER Working Paper No. w22695
Number of pages: 55 Posted: 03 Oct 2016
Matthew Baron and Wei Xiong
Cornell University - Samuel Curtis Johnson Graduate School of Management and Princeton University - Department of Economics
Downloads 11 (596,865)
Citation 11

Abstract:

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6.

Banking Crises under a Microscope

Number of pages: 29 Posted: 17 Jun 2019 Last Revised: 19 Aug 2019
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 52 (379,792)

Abstract:

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historical banking crises

7.

Inflation and Disintermediation

Number of pages: 36 Posted: 17 Jun 2019
Isha Agarwal and Matthew Baron
Cornell University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 16 (542,640)

Abstract:

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inflation, monetary economics, banking