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

7

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CITATIONS
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76

Scholarly Papers (7)

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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 4,319 (1,919)
Citation 26

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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: 09 Jul 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 561 (47,756)
Citation 2

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banking crises, panics, bank equity

3.

Countercyclical Bank Equity Issuance

Number of pages: 125 Posted: 23 Jan 2017 Last Revised: 03 Jul 2019
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 358 (82,328)
Citation 12

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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 276 (110,113)
Citation 1

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intermediary asset pricing, return predictability

5.

Credit Expansion and Neglected Crash Risk

Downloads 205 (147,544)
Citation 37

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 194 (155,271)

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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 11 (596,865)
Citation 11

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6.

Banking Crises under a Microscope

Number of pages: 29 Posted: 17 Jun 2019 Last Revised: 19 Aug 2019
Matthew Baron
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 52 (379,792)

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historical banking crises

7.

Inflation and Disintermediation

Number of pages: 36 Posted: 17 Jun 2019
Isha Agarwal and Matthew Baron
Cornell University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 16 (542,640)

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inflation, monetary economics, banking