Matthew Baron

Cornell University - Samuel Curtis Johnson Graduate School of Management

Assistant Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 8,067

in Total Papers Downloads

5,502

CITATIONS
Rank 24,031

SSRN RANKINGS

Top 24,031

in Total Papers Citations

11

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 4,218 (1,959)
Citation 11

Abstract:

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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: 07 Apr 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 498 (54,632)

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 334 (87,624)

Abstract:

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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 254 (118,604)

Abstract:

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intermediary asset pricing, return predictability

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 189 (156,471)

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 9 (597,941)

Abstract:

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