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 8,855

in Total Papers Downloads

4,809

CITATIONS
Rank 26,870

SSRN RANKINGS

Top 26,870

in Total Papers Citations

9

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 3,907 (2,071)
Citation 9

Abstract:

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high-frequency trading, low latency, market microstructure

2.

Countercyclical Bank Equity Issuance

Number of pages: 69 Posted: 23 Jan 2017 Last Revised: 31 May 2017
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 273 (103,840)

Abstract:

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bank equity, capital requirements, government guarantees, financial stability

3.

Bank Equity and Banking Crises

Number of pages: 71 Posted: 14 Feb 2018 Last Revised: 22 Sep 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 271 (104,277)

Abstract:

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banking crises, financial crises, bank equity

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 183 (153,171)

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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 (578,665)

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 167 (166,145)

Abstract:

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intermediary asset pricing, return predictability