Matthew Baron

Cornell University - Samuel Curtis Johnson Graduate School of Management

Assistant Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,804

SSRN RANKINGS

Top 6,804

in Total Papers Downloads

8,303

SSRN CITATIONS
Rank 5,147

SSRN RANKINGS

Top 5,147

in Total Papers Citations

176

CROSSREF CITATIONS

90

Scholarly Papers (8)

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 4,911 (2,143)
Citation 50

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high-frequency trading, low latency, market microstructure

2.
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.
Downloads 312 (122,993)

Investing in Crises

Number of pages: 91 Posted: 08 Mar 2021 Last Revised: 20 Jul 2021
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
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
Cornell University - Samuel Curtis Johnson Graduate School of Management, European Central Bank (ECB), Universite du Luxembourg and MIT University
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6.
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