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

11

DOWNLOADS
Rank 6,419

SSRN RANKINGS

Top 6,419

in Total Papers Downloads

11,911

SSRN CITATIONS
Rank 3,473

SSRN RANKINGS

Top 3,473

in Total Papers Citations

389

CROSSREF CITATIONS

91

Scholarly Papers (11)

Actions:
Email selected abstracts
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 5,412 (2,766)
Citation 50

Abstract:

Loading...

high-frequency trading, low latency, market microstructure

2.

Banking Crises Without Panics

Downloads 1,910 (15,211)
Citation 69

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 1,827 (16,039)
Citation 12

Abstract:

Loading...

banking crises, panics, bank equity

Banking Crises Without Panics

NBER Working Paper No. w26908
Number of pages: 61 Posted: 30 Mar 2020 Last Revised: 10 Jul 2023
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 83 (513,965)
Citation 3

Abstract:

Loading...

3.

Inflation and Disintermediation

Journal of Financial Economics, Forthcoming
Number of pages: 115 Posted: 17 Jun 2019 Last Revised: 26 Oct 2023
Isha Agarwal and Matthew Baron
University of British Columbia and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 965 (41,905)

Abstract:

Loading...

inflation, monetary economics, banking, bank credit channel

4.

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 934 (43,873)
Citation 13

Abstract:

Loading...

intermediary asset pricing, return predictability

5.

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 674 (67,957)
Citation 17

Abstract:

Loading...

bank equity, capital requirements, government guarantees, financial stability

6.

Investing in Crises

Downloads 553 (87,077)

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 480 (102,557)

Abstract:

Loading...

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 73 (555,132)

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

7.

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 377 (137,134)

Abstract:

Loading...

historical banking crises

8.

Measuring Time-Varying Disaster Risk: An Empirical Analysis of "Dark Matter" in Asset Prices

Number of pages: 76 Posted: 19 Aug 2022 Last Revised: 16 Jan 2023
Matthew Baron, Wei Xiong and Zhijiang Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management, Princeton University - Department of Economics and Princeton University
Downloads 374 (138,333)
Citation 1

Abstract:

Loading...

asset pricing, behavioral finance, disaster risk, risk premiums, neglected crash risk

9.

Survival of the Biggest: Large Banks and Financial Crises

Number of pages: 75 Posted: 19 Aug 2022 Last Revised: 21 Jun 2023
Matthew Baron, Moritz Schularick and Kaspar Zimmermann
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Bonn - Department of Economics and Leibniz Institute for Financial Research SAFE
Downloads 371 (139,606)

Abstract:

Loading...

financial history, banking crises, financial regulation

10.

Credit Expansion and Neglected Crash Risk

Downloads 302 (174,040)
Citation 116

Credit Expansion and Neglected Crash Risk

Quarterly Journal of Economics, Vol. 132, No. 2, 2017
Number of pages: 91 Posted: 26 Jan 2017 Last Revised: 26 Oct 2023
Matthew Baron and Wei Xiong
Cornell University - Samuel Curtis Johnson Graduate School of Management and Princeton University - Department of Economics
Downloads 264 (198,812)
Citation 2

Abstract:

Loading...

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: 07 Jul 2023
Matthew Baron and Wei Xiong
Cornell University - Samuel Curtis Johnson Graduate School of Management and Princeton University - Department of Economics
Downloads 38 (756,531)
Citation 84

Abstract:

Loading...

11.

The Aftermath of Credit Booms: Evidence from Credit Ceiling Removals

Number of pages: 82 Posted: 25 Oct 2023
Matthew Baron and Isaac Green
Cornell University - Samuel Curtis Johnson Graduate School of Management and San Diego State University
Downloads 39 (737,207)

Abstract:

Loading...

credit booms, banking crises, financial deregulation