Matthew Baron

Cornell University - Samuel Curtis Johnson Graduate School of Management

Assistant Professor of Finance

Ithaca, NY 14853

United States

  • Cornell University - Samuel Curtis Johnson Graduate School of Management

SCHOLARLY PAPERS

7

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6,257

SSRN CITATIONS
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SSRN RANKINGS

Top 8,188

in Total Papers Citations

37

CROSSREF CITATIONS

90

Scholarly Papers (7)

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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
Matthew Baron, Jonathan Brogaard, Björn Hagströmer and Andrei A. Kirilenko
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 4,438 (1,950)
Citation 36

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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 717 (36,038)
Citation 4

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banking crises, panics, bank equity

3.

Countercyclical Bank Equity Issuance

Forthcoming, Review of Financial Studies
Number of pages: 127 Posted: 23 Jan 2017 Last Revised: 14 Jan 2020
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 407 (74,229)
Citation 14

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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 352 (87,772)
Citation 2

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intermediary asset pricing, return predictability

5.

Credit Expansion and Neglected Crash Risk

Downloads 210 (151,895)
Citation 40

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 198 (160,476)

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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 12 (614,979)
Citation 14

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6.

Banking Crises Under a Microscope

Number of pages: 29 Posted: 17 Jun 2019 Last Revised: 04 Sep 2019
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 82 (311,711)

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historical banking crises

7.

Inflation and Disintermediation

Number of pages: 86 Posted: 17 Jun 2019 Last Revised: 05 Nov 2019
Isha Agarwal and Matthew Baron
Cornell University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 51 (398,859)

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inflation, monetary economics, banking, bank credit channel