Christian T. Lundblad

University of North Carolina Kenan-Flagler Business School

Richard Levin Distinguished Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

37

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25,220

SSRN CITATIONS
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in Total Papers Citations

810

CROSSREF CITATIONS

1,821

Ideas:
“  Systemic Risk and Fire Sales; Hedge Fund Performance; Emerging Market Political Risk; Term Structure Forecasting at the Lower Bound  ”

Scholarly Papers (37)

Liquidity and Expected Returns: Lessons from Emerging Markets

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 690
Number of pages: 56 Posted: 03 Aug 2003
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 3,319 (3,366)
Citation 18

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Liquidity, liquidity risk, asset pricing, emerging markets, market integration, market segmentation, liquidity risk factor, local liquidity, zero returns, bid-ask spread, price impact, liquidity measures

Liquidity and Expected Returns: Lessons from Emerging Markets

NBER Working Paper No. w11413
Number of pages: 53 Posted: 06 Jul 2005 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 94 (300,804)
Citation 4

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Liquidity and Expected Returns: Lessons from Emerging Markets

CEPR Discussion Paper No. 5946
Number of pages: 59 Posted: 03 Jan 2007
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 22 (568,594)
Citation 19
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Liquidity pricing, emerging markets, return predictability

Liquidity and Expected Returns: Lessons from Emerging Markets

The Review of Financial Studies, Vol. 20, Issue 6, pp. 1783-1831, 2007
Posted: 26 Jun 2008
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School

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G12, G15, F30

2.
Downloads 2,179 ( 6,970)
Citation 74

What Segments Equity Markets?

Netspar Discussion Paper No. 02/2011-031
Number of pages: 61 Posted: 27 Mar 2008 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 2,116 (7,193)
Citation 3

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What Segments Equity Markets?

NBER Working Paper No. w14802
Number of pages: 53 Posted: 24 Mar 2009 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 57 (400,907)

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What Segments Equity Markets?

CEPR Discussion Paper No. DP8142
Number of pages: 60 Posted: 27 Dec 2010
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 6 (685,821)
Citation 25
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capital controls, earnings yield, financial development, financial openness, globalization, market integration, political risk, quality of institutions, valuation differentials

3.
Downloads 1,505 ( 12,784)
Citation 242

Does Financial Liberalization Spur Growth?

AFA 2002 Atlanta Meetings
Number of pages: 52 Posted: 19 Apr 2001
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 1,374 (14,501)
Citation 33

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Equity Market Liberalization, Capital Account Openness, Quality of Institutions, GDP Growth, Shareholder Protection, Growth Opportunities, Legal Systems, Political Risk

Does Financial Liberalization Spur Growth?

NBER Working Paper No. w8245
Number of pages: 66 Posted: 20 Apr 2001 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 131 (237,058)
Citation 14

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Regulatory Pressure and Fire Sales in the Corporate Bond Market

AFA 2011 Denver Meetings Paper
Number of pages: 55 Posted: 19 Mar 2009 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Downloads 803 (32,054)
Citation 13

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Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies

Regulatory Pressure and Fire Sales in the Corporate Bond Market

Journal of Financial Economics (JFE), Vol. 101, No. 3, 2011
Number of pages: 54 Posted: 22 Mar 2009 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Downloads 441 (70,150)
Citation 90

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Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies

The European Union, the Euro, and Equity Market Integration

AFA 2012 Chicago Meetings Paper
Number of pages: 48 Posted: 21 Mar 2010 Last Revised: 13 Oct 2012
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1,156 (18,852)
Citation 19

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Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Common currency, Europe crisis

The European Union, the Euro, and Equity Market Integration

NBER Working Paper No. w16583
Number of pages: 50 Posted: 06 Dec 2010
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 27 (535,546)

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6.
Downloads 1,106 ( 20,518)
Citation 85

Global Growth Opportunities and Market Integration

EFA 2004 Maastricht Meetings Paper No. 1697
Number of pages: 56 Posted: 01 Jul 2004
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 1,028 (22,487)
Citation 3

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Growth Opportunities, Market Integration, Finance and Growth, Capital Allocation, Capital Account Openness, Financial Liberalization

Global Growth Opportunities and Market Integration

NBER Working Paper No. w10990
Number of pages: 47 Posted: 18 Jan 2005 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 78 (338,170)
Citation 9

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7.
Downloads 1,052 ( 22,093)
Citation 59

Growth Volatility and Financial Liberalization

EFA 2002 Berlin, Forthcoming
Number of pages: 54 Posted: 12 Mar 2002
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 1,004 (23,309)
Citation 2

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Economic volatility, risk sharing, financial openness, equity market liberalization, capital account openness, GDP volatility, consumption volatility

Growth Volatility and Financial Liberalization

NBER Working Paper No. w10560
Number of pages: 53 Posted: 04 Jul 2004 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 48 (434,059)
Citation 2

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8.
Downloads 1,007 ( 23,590)
Citation 19

Political Risk Spreads

Columbia Business School Research Paper No. 13-91
Number of pages: 51 Posted: 30 Nov 2013 Last Revised: 06 Aug 2014
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 968 (24,570)
Citation 4

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Political risk, Country risk, Sovereign spreads, Political risk news, Risk realizations, OPIC, Foreign Direct Investment, FDI, Cost of Capital, Political turmoil, Expropriation risk, ICRG, Coplin-O'Leary

Political Risk Spreads

NBER Working Paper No. w19786
Number of pages: 52 Posted: 04 Jan 2014
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 39 (472,492)
Citation 7

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Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming
Number of pages: 108 Posted: 14 Dec 2011 Last Revised: 15 Jun 2016
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 823 (30,993)
Citation 5

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Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming
Number of pages: 108 Posted: 23 Jan 2012 Last Revised: 15 Apr 2015
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 170 (190,830)
Citation 9

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Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

CEPR Discussion Paper No. DP10450
Number of pages: 59 Posted: 02 Mar 2015
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
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Citation 9
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asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation

10.
Downloads 982 ( 24,480)
Citation 27

Financial Openness and Productivity

AFA 2010 Atlanta Meetings Paper
Number of pages: 32 Posted: 13 Mar 2009 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 850 (29,605)
Citation 4

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financial openness, growth, liberalization, productivity

Financial Openness and Productivity

World Development, Vol. 39, No. 1, pp. 1-19, May 2010
Number of pages: 32 Posted: 21 Oct 2011 Last Revised: 04 Jul 2013
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 80 (333,040)
Citation 5

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Financial Openness and Productivity

NBER Working Paper No. w14843
Number of pages: 41 Posted: 07 Apr 2009 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 52 (418,844)

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11.

Asset Fire Sales and Purchases and the International Transmission of Funding Shocks

Journal of Finance Forthcoming
Number of pages: 82 Posted: 16 Dec 2009 Last Revised: 19 Sep 2012
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 953 (25,505)
Citation 61

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co-movement, contagion, international finance, mutual funds, asset fire sales

12.

Political Risk and International Valuation

Columbia Business School Research Paper No. 15-83
Number of pages: 54 Posted: 11 Sep 2015 Last Revised: 09 Dec 2015
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 744 (36,132)
Citation 2

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Political risk, sovereign spread, sovereign risk, capital budgeting, international cost of capital, project evaluation

13.
Downloads 670 ( 41,601)
Citation 79

Emerging Equity Markets and Economic Development

AFA 2001 New Orleans Meetings; EFA 0711; Fuqua Working Paper No. 49
Number of pages: 41 Posted: 14 Aug 2000
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 609 (46,588)

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Emerging Equity Markets and Economic Development

NBER Working Paper No. w7763
Number of pages: 39 Posted: 17 Jul 2000 Last Revised: 19 Sep 2012
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 61 (387,390)
Citation 10

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14.

Economic and Financial Integration in Europe

Duke I&E Research Paper No. 2017-09
Number of pages: 13 Posted: 17 Apr 2017
Geert Bekaert, Campbell R. Harvey, Christian T. Lundblad and Stephan Siegel
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
Downloads 649 (43,449)
Citation 2

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Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Brexit, Common currency, Europe crisis

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 123 Posted: 18 Mar 2015 Last Revised: 01 Jul 2019
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 608 (46,710)
Citation 11

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Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk

Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

CEPR Discussion Paper No. DP10971
Number of pages: 52 Posted: 09 Dec 2015
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

16.

Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Number of pages: 54 Posted: 30 Jan 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
Downloads 578 (50,589)
Citation 13

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Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

17.
Downloads 539 ( 55,209)
Citation 10

Insurers As Asset Managers and Systemic Risk

Kelley School of Business Research Paper No. 18-4
Number of pages: 71 Posted: 08 Jan 2018 Last Revised: 23 Jun 2020
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 537 (54,824)
Citation 9

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Systemic risk, Financial stability, Inter-connectedness, Financial intermediaries, Insurance companies

Insurers as Asset Managers and Systemic Risk

CEPR Discussion Paper No. DP12849
Number of pages: 61 Posted: 12 Apr 2018
Southern Methodist University (SMU) - Finance Department, Indiana University - Kelley School of Business - Department of Finance, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 2 (722,173)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

18.

The Risk Return Tradeoff in the Long-Run: 1836-2003

EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 23 Feb 2005
Christian T. Lundblad
University of North Carolina Kenan-Flagler Business School
Downloads 531 (56,289)
Citation 22

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Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Fordham University Schools of Business Research Paper
Number of pages: 59 Posted: 18 May 2013 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 509 (58,654)
Citation 5

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Regulation, Systemic risk, Mark to market, Historical cost accounting, Fire sales, Capital ratios, Insurance companies

Mark‐to‐Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Economic Policy, Vol. 29, Issue 78, pp. 297-341, 2014
Number of pages: 45 Posted: 31 May 2014
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, University of North Carolina (UNC) at Chapel Hill, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 1 (736,422)
Citation 5
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20.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 483 (63,344)
Citation 143

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Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models

21.

Crowded Trades and Tail Risk

Number of pages: 56 Posted: 13 Feb 2019 Last Revised: 04 Jun 2019
Gregory W. Brown, Philip Howard and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Finance Area, Wake Forest University - School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 482 (63,511)
Citation 1

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Hedge Fund, Crowded Trade

22.

Financial Openness and the Chinese Growth Experience

Number of pages: 71 Posted: 07 Jun 2007
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 433 (72,403)
Citation 3

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23.

Interpreting Risk Premia Across Size, Value, and Industry Portfolios

EFA 2003 Annual Conference Paper No. 711
Number of pages: 44 Posted: 24 Jul 2003
Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 414 (76,425)
Citation 7

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24.

Equity Market Liberalization in Emerging Markets

Number of pages: 39 Posted: 09 Sep 2005
Geert Bekaert, Campbell R. Harvey and Christian T. Lundblad
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 401 (79,263)
Citation 13

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Financial openness, economic growth, equity liberalization, economic volatility, dating integration, market segmentation, market integration, GDP growth, GDP volatility

25.

Why Do Term Structures in Different Currencies Comove?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 09 Feb 2012 Last Revised: 18 Feb 2014
Chotibhak Jotikasthira, Anh Le and Christian T. Lundblad
Southern Methodist University (SMU) - Finance Department, Penn State University Smeal College of Business and University of North Carolina Kenan-Flagler Business School
Downloads 388 (82,324)
Citation 5

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Macro-finance term structure model, interest rates, cross-country comovement

26.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012
Ravi Bansal, Wilbur John Coleman and Christian T. Lundblad
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 352 (92,192)
Citation 14

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27.

How Do Financial Expertise and Networks Affect Investing? Evidence from the Governance of University Endowments

Darden Business School Working Paper No. 3187280
Number of pages: 60 Posted: 15 Jun 2018 Last Revised: 29 Jul 2019
Matteo Binfarè, Gregory W. Brown, Robert S. Harris and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Virginia - Darden School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 329 (99,398)
Citation 1

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Endowments, Hedge Funds, Networks, Private Equity, Venture Capital

28.

How Do Foreign Investors Impact Domestic Economic Activity? Evidence from China and India

UNC Kenan-Flagler Research Paper No. 2013-21
Number of pages: 49 Posted: 17 Nov 2012 Last Revised: 11 Sep 2013
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 313 (105,001)

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capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth

29.

Informed Trading Volume and Asset Prices: The Role for Intensive Traders

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 69 Posted: 06 May 2016 Last Revised: 12 Apr 2019
Christian T. Lundblad, Zhishu Yang and Qi Zhang
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Durham University
Downloads 264 (125,896)

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Informed trading volume, aggressive investor, geographic location, asset pricing

30.

Firm Characteristics, Consumption Risk, and Firm-Level Risk Exposures

Number of pages: 51 Posted: 31 Oct 2013 Last Revised: 01 Dec 2015
Robert F. Dittmar and Christian T. Lundblad
University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 264 (125,896)
Citation 3

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Asset Pricing, Consumption Modeling, Cross-Section of Returns

31.

Tractable Term Structure Models

Number of pages: 54 Posted: 22 Nov 2015 Last Revised: 01 Aug 2019
Bruno Feunou, Jean-Sebastien Fontaine, Anh Le and Christian T. Lundblad
Bank of Canada, Bank of Canada, Penn State University Smeal College of Business and University of North Carolina Kenan-Flagler Business School
Downloads 190 (172,847)
Citation 1

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Term-Structure, Lower Bound, No-Arbitrage, Forecasting

32.

Firm Characteristics, Consumption Risk, and Firm-Level Risk Exposures

Ross School of Business Paper No. 1255
Number of pages: 46 Posted: 02 Nov 2014 Last Revised: 30 Nov 2015
Robert F. Dittmar and Christian T. Lundblad
University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 158 (202,970)
Citation 4

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Asset Pricing, Consumption-Based Asset Pricing, Cross-Section of Returns

Taper Tantrums: QE, Its Aftermath and Emerging Market Capital Flows

Number of pages: 59 Posted: 23 Mar 2017 Last Revised: 11 Jul 2018
Anusha Chari, Karlye Dilts Stedman and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of Kansas City and University of North Carolina Kenan-Flagler Business School
Downloads 142 (222,147)

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Unconventional monetary policy, U.S. investors, international spillovers, emerging markets, high frequency identification, affine term structure models, asset prices, portfolio flows

Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows

NBER Working Paper No. w23474
Number of pages: 48 Posted: 05 Jun 2017
Anusha Chari, Karlye Dilts Stedman and Christian T. Lundblad
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of Kansas City and University of North Carolina Kenan-Flagler Business School
Downloads 13 (632,575)
Citation 3

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34.

Financial Intermediaries, Corporate Debt Financing, and The Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8
Number of pages: 51 Posted: 28 Nov 2014 Last Revised: 01 Aug 2018
Christian T. Lundblad and Zhongyan Zhu
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 98 (290,748)

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financial crisis, liquidity provision, systemic crisis, and financial contagion

35.

Banks as Producers of Financial Services

Number of pages: 41 Posted: 12 Jan 2019
Wilbur John Coleman and Christian T. Lundblad
Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 20 (563,103)
Citation 1

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Banking, Shadow Banking, Liquidity Premium, Optimal Debt Policy

36.

Asset Fire Sales and Purchases and the International Transmission of Financial Shocks

CEPR Discussion Paper No. DP7595
Number of pages: 57 Posted: 11 Jan 2010
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 8 (643,283)
Citation 2
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co-movement, contagion, hedge funds, international finance, mutual funds

37.

Market Effciency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Forthcoming in Journal of Econometrics
Posted: 20 Feb 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School

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Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values