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

8

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8,303

SSRN CITATIONS
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SSRN RANKINGS

Top 5,147

in Total Papers Citations

176

CROSSREF CITATIONS

90

Scholarly Papers (8)

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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 4,911 (2,143)
Citation 50

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high-frequency trading, low latency, market microstructure

2.

Banking Crises Without Panics

Downloads 1,310 ( 19,109)
Citation 24

Banking Crises Without Panics

Quarterly Journal of Economics, Forthcoming
Number of pages: 145 Posted: 14 Feb 2018 Last Revised: 14 Jan 2021
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 1,306 (18,869)
Citation 12

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banking crises, panics, bank equity

Banking Crises Without Panics

NBER Working Paper No. w26908
Number of pages: 61 Posted: 30 Mar 2020 Last Revised: 11 Jul 2021
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 4 (797,089)
Citation 3
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3.

Intermediaries and Asset Prices: International Evidence since 1870

Review of Financial Studies
Number of pages: 153 Posted: 14 Feb 2018 Last Revised: 02 Jul 2021
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 617 (55,014)
Citation 5

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intermediary asset pricing, return predictability

4.

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 535 (65,698)
Citation 17

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bank equity, capital requirements, government guarantees, financial stability

5.

Investing in Crises

Downloads 312 (122,993)

Investing in Crises

Number of pages: 91 Posted: 08 Mar 2021 Last Revised: 20 Jul 2021
Matthew Baron, Luc Laeven, Julien Pénasse and Yevhenii Usenko
Cornell University - Samuel Curtis Johnson Graduate School of Management, European Central Bank (ECB), Universite du Luxembourg and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 259 (148,662)

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banking crises, returns, investor expectations, fire sales, debt overhang

Investing in Crises

ECB Working Paper No. 2021/2548
Number of pages: 87 Posted: 19 May 2021
Matthew Baron, Luc Laeven, Julien Pénasse and Yevhenii Usenko
Cornell University - Samuel Curtis Johnson Graduate School of Management, European Central Bank (ECB), Universite du Luxembourg and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 53 (475,093)

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Investing in Crises

CEPR Discussion Paper No. DP15858
Number of pages: 88 Posted: 01 Mar 2021
Matthew Baron, Luc Laeven, Julien Pénasse and Yevhenii Usenko
Cornell University - Samuel Curtis Johnson Graduate School of Management, European Central Bank (ECB), Universite du Luxembourg and MIT University
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6.

Credit Expansion and Neglected Crash Risk

Downloads 248 (155,836)
Citation 76

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 231 (166,349)
Citation 2

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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 Last Revised: 04 Jan 2021
Matthew Baron and Wei Xiong
Cornell University - Samuel Curtis Johnson Graduate School of Management and Princeton University - Department of Economics
Downloads 17 (687,176)
Citation 50

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7.

Inflation and Disintermediation

Number of pages: 95 Posted: 17 Jun 2019 Last Revised: 25 May 2021
Isha Agarwal and Matthew Baron
University of British Columbia and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 204 (187,575)

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inflation, monetary economics, banking, bank credit channel

8.

Historical Banking Crises: A New Database and a Reassessment of their Incidence and Severity

Number of pages: 21 Posted: 17 Jun 2019 Last Revised: 23 Mar 2021
Matthew Baron and Daniel Dieckelmann
Cornell University - Samuel Curtis Johnson Graduate School of Management and European Central Bank (ECB)
Downloads 166 (224,863)

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historical banking crises