Matthew Baron

Cornell University - Samuel Curtis Johnson Graduate School of Management

Assistant Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 8,639

SSRN RANKINGS

Top 8,639

in Total Papers Downloads

4,968

CITATIONS
Rank 25,334

SSRN RANKINGS

Top 25,334

in Total Papers Citations

10

Scholarly Papers (5)

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 Imperial College London - Centre for Global Finance and Technology
Downloads 3,990 (2,044)
Citation 10

Abstract:

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high-frequency trading, low latency, market microstructure

2.

Bank Equity and Banking Crises

Number of pages: 89 Posted: 14 Feb 2018 Last Revised: 09 Nov 2018
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 310 (91,761)

Abstract:

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banking crises, financial crises, bank equity

3.

Countercyclical Bank Equity Issuance

Number of pages: 117 Posted: 23 Jan 2017 Last Revised: 14 Nov 2018
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 286 (99,880)

Abstract:

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bank equity, capital requirements, government guarantees, financial stability

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 184 (154,353)

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 8 (583,844)

Abstract:

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5.

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 190 (149,956)

Abstract:

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intermediary asset pricing, return predictability