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3,553
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Citation
211
AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 690
Number of pages: 56
Posted: 03 Aug 2003
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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3,413
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Abstract:
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
NBER Working Paper No. w11413
Number of pages: 53
Posted: 06 Jul 2005
Last Revised: 10 Mar 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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118
(326,189)
Abstract:
CEPR Discussion Paper No. 5946
Number of pages: 59
Posted: 03 Jan 2007
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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22
(709,267)
Liquidity and Expected Returns: Lessons from Emerging Markets
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Abstract:
Liquidity pricing, emerging markets, return predictability
The Review of Financial Studies, Vol. 20, Issue 6, pp. 1783-1831, 2007
Posted: 26 Jun 2008
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
Abstract:
G12, G15, F30
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2,329
( 8,795)
Citation
85
Netspar Discussion Paper No. 02/2011-031, AFA 2009 San Francisco Meetings Paper, National Bank of Poland Working Paper No. 76
Number of pages: 61
Posted: 27 Mar 2008
Last Revised: 19 Sep 2012
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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2,191
(9,549)
Abstract:
NBER Working Paper No. w14802
Number of pages: 53
Posted: 24 Mar 2009
Last Revised: 13 Jun 2021
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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132
(300,137)
Abstract:
CEPR Discussion Paper No. DP8142
Number of pages: 60
Posted: 27 Dec 2010
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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6
(865,407)
What Segments Equity Markets?
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Abstract:
capital controls, earnings yield, financial development, financial openness, globalization, market integration, political risk, quality of institutions, valuation differentials
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1,576
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Citation
274
Number of pages: 52
Posted: 19 Apr 2001
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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1,430
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Abstract:
Equity Market Liberalization, Capital Account Openness, Quality of Institutions, GDP Growth, Shareholder Protection, Growth Opportunities, Legal Systems, Political Risk
NBER Working Paper No. w8245
Number of pages: 66
Posted: 20 Apr 2001
Last Revised: 14 Jul 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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146
(277,376)
Abstract:
Downloads
1,400
( 19,692)
Citation
133
AFA 2011 Denver Meetings Paper
Number of pages: 55
Posted: 19 Mar 2009
Last Revised: 12 May 2014
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
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857
(39,489)
Abstract:
Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies
Journal of Financial Economics (JFE), Vol. 101, No. 3, 2011
Number of pages: 54
Posted: 22 Mar 2009
Last Revised: 12 May 2014
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
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543
(71,741)
Abstract:
Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies
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1,257
( 23,166)
Citation
23
AFA 2012 Chicago Meetings Paper
Number of pages: 48
Posted: 21 Mar 2010
Last Revised: 13 Oct 2012
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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1,215
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Abstract:
Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Common currency, Europe crisis
NBER Working Paper No. w16583
Number of pages: 50
Posted: 06 Dec 2010
Last Revised: 25 Apr 2021
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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42
(575,148)
Abstract:
Downloads
1,142
( 26,643)
Citation
88
EFA 2004 Maastricht Meetings Paper No. 1697
Number of pages: 56
Posted: 01 Jul 2004
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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1,051
(29,614)
Abstract:
Growth Opportunities, Market Integration, Finance and Growth, Capital Allocation, Capital Account Openness, Financial Liberalization
NBER Working Paper No. w10990
Number of pages: 47
Posted: 18 Jan 2005
Last Revised: 14 Jul 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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91
(388,754)
Abstract:
Downloads
1,106
( 27,943)
Citation
21
Columbia Business School Research Paper No. 13-91
Number of pages: 51
Posted: 30 Nov 2013
Last Revised: 06 Aug 2014
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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1,047
(29,789)
Abstract:
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
NBER Working Paper No. w19786
Number of pages: 52
Posted: 04 Jan 2014
Last Revised: 25 Jul 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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59
(495,454)
Abstract:
Downloads
1,084
( 28,736)
Citation
60
EFA 2002 Berlin, Forthcoming
Number of pages: 54
Posted: 12 Mar 2002
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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1,024
(30,721)
Abstract:
Economic volatility, risk sharing, financial openness, equity market liberalization, capital account openness, GDP volatility, consumption volatility
NBER Working Paper No. w10560
Number of pages: 53
Posted: 04 Jul 2004
Last Revised: 11 May 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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60
(491,426)
Abstract:
Downloads
1,065
( 29,464)
Citation
32
AFA 2010 Atlanta Meetings Paper
Number of pages: 32
Posted: 13 Mar 2009
Last Revised: 19 Sep 2012
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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901
(36,827)
Abstract:
financial openness, growth, liberalization, 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
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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98
(370,804)
Abstract:
NBER Working Paper No. w14843
Number of pages: 41
Posted: 07 Apr 2009
Last Revised: 24 Jul 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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66
(467,992)
Abstract:
Downloads
1,060
( 29,687)
Citation
62
Journal of Finance, Forthcoming
Number of pages: 108
Posted: 14 Dec 2011
Last Revised: 15 Jun 2016
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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885
(37,760)
Abstract:
Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies
Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-40
Number of pages: 108
Posted: 23 Jan 2012
Last Revised: 15 Apr 2015
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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175
(238,299)
Abstract:
Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies
CEPR Discussion Paper No. DP10450
Number of pages: 59
Posted: 02 Mar 2015
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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0
Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
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Abstract:
asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation
Journal of Finance Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 82
Posted: 16 Dec 2009
Last Revised: 19 Sep 2012
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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1,049
(30,145)
Abstract:
co-movement, contagion, international finance, mutual funds, asset fire sales
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960
( 34,162)
Citation
20
Review of Financial Studies (forthcoming), Kelley School of Business Research Paper No. 18-4
Number of pages: 121
Posted: 08 Jan 2018
Last Revised: 08 Aug 2022
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)
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921
(35,714)
Abstract:
Financial stability, Illiquid assets, Fire sales, Insurance companies.
ESRB: Working Paper Series No. 2018/75
Number of pages: 59
Posted: 05 Nov 2020
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, Bank for International Settlements (BIS), University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
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37
(603,085)
Abstract:
financial stability, insurance companies, inter-connectedness, 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)
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2
(917,298)
Insurers as Asset Managers and Systemic Risk
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Abstract:
Insurance companies., Inter-connectedness, Systemic risk; Financial stability
Number of pages: 85
Posted: 13 Feb 2019
Last Revised: 19 May 2021
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
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930
(35,689)
Abstract:
Hedge Fund, Crowded Trade
Columbia Business School Research Paper No. 15-83
Number of pages: 54
Posted: 11 Sep 2015
Last Revised: 09 Dec 2015
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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855
(40,166)
Abstract:
Political risk, sovereign spread, sovereign risk, capital budgeting, international cost of capital, project evaluation
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790
( 44,674)
Citation
12
Number of pages: 123
Posted: 18 Mar 2015
Last Revised: 01 Jul 2019
Columbia University - Columbia Business School, Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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790
(44,071)
Abstract:
Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk
CEPR Discussion Paper No. DP10971
Number of pages: 52
Posted: 09 Dec 2015
Columbia University - Columbia Business School, Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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0
Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
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Abstract:
clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes
Duke I&E Research Paper No. 2017-09, Columbia Business School Research Paper No. 17-42
Number of pages: 13
Posted: 17 Apr 2017
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business, University of North Carolina Kenan-Flagler Business School and University of Washington - Michael G. Foster School of Business
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719
(50,614)
Abstract:
Market Integration, Europe, European Union, Euro, Eurozone crisis, Euro crisis, Brexit, Common currency, Europe crisis
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708
( 51,703)
Citation
80
Number of pages: 41
Posted: 14 Aug 2000
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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626
(59,879)
Abstract:
NBER Working Paper No. w7763
Number of pages: 39
Posted: 17 Jul 2000
Last Revised: 20 Mar 2022
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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82
(414,409)
Abstract:
Number of pages: 54
Posted: 30 Jan 2002
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
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595
(64,630)
Abstract:
Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values
Number of pages: 53
Posted: 23 Feb 2005
Christian T. Lundblad
University of North Carolina Kenan-Flagler Business School
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548
(71,747)
Abstract:
Fordham University Schools of Business Research Paper
Number of pages: 59
Posted: 18 May 2013
Last Revised: 12 May 2014
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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546
(72,070)
Abstract:
Regulation, Systemic risk, Mark to market, Historical cost accounting, Fire sales, Capital ratios, Insurance companies
Twelfth Annual Utah Winter Finance Conference
Number of pages: 46
Posted: 26 Sep 2001
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
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519
(76,745)
Abstract:
Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models
Review of Finance (https://doi.org/10.1093/rof/rfac017), Darden Business School Working Paper No. 3187280, Kenan Institute of Private Enterprise Research Paper No. 18-11
Number of pages: 60
Posted: 15 Jun 2018
Last Revised: 29 Apr 2022
University of Missouri at Columbia - Department of Finance, 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
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491
(82,125)
Abstract:
Endowments, Human Capital, Private Equity, Returns, Venture Capital
Number of pages: 71
Posted: 07 Jun 2007
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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454
(90,151)
Abstract:
EFA 2003 Annual Conference Paper No. 711
Number of pages: 44
Posted: 24 Jul 2003
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
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436
(94,452)
Abstract:
Number of pages: 39
Posted: 09 Sep 2005
Columbia University - Columbia Business School, Finance, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School
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430
(96,055)
Abstract:
Financial openness, economic growth, equity liberalization, economic volatility, dating integration, market segmentation, market integration, GDP growth, GDP volatility
Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2013-11
Number of pages: 86
Posted: 09 Feb 2012
Last Revised: 18 Feb 2014
Southern Methodist University (SMU) - Finance Department, Penn State University Smeal College of Business and University of North Carolina Kenan-Flagler Business School
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426
(97,094)
Abstract:
Macro-finance term structure model, interest rates, cross-country comovement
AFA 2011 Denver Meetings Paper
Number of pages: 40
Posted: 17 Mar 2010
Last Revised: 19 Sep 2012
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
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390
(107,457)
Abstract:
UNC Kenan-Flagler Research Paper No. 2013-21
Number of pages: 49
Posted: 17 Nov 2012
Last Revised: 11 Sep 2013
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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338
(126,061)
Abstract:
capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth
Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 69
Posted: 06 May 2016
Last Revised: 12 Apr 2019
University of North Carolina Kenan-Flagler Business School, Tsinghua University - School of Economics & Management and Shanghai Jiao Tong University (SJTU)
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327
(130,598)
Abstract:
Informed trading volume, aggressive investor, geographic location, asset pricing
Number of pages: 53
Posted: 22 Nov 2015
Last Revised: 29 Apr 2021
Bank of Canada, Bank of Canada, Penn State University Smeal College of Business and University of North Carolina Kenan-Flagler Business School
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306
(139,963)
Abstract:
Term-Structure, Lower Bound, No-Arbitrage, No-Dominance
Number of pages: 51
Posted: 31 Oct 2013
Last Revised: 01 Dec 2015
University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
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297
(144,351)
Abstract:
Asset Pricing, Consumption Modeling, Cross-Section of Returns
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213
(199,966)
Citation
6
Number of pages: 59
Posted: 23 Mar 2017
Last Revised: 11 Jul 2018
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of Kansas CityUniversity of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
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190
(221,748)
Abstract:
Unconventional monetary policy, U.S. investors, international spillovers, emerging markets, high frequency identification, affine term structure models, asset prices, portfolio flows
NBER Working Paper No. w23474
Number of pages: 48
Posted: 05 Jun 2017
Last Revised: 21 Feb 2021
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of Kansas CityUniversity of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
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23
(700,780)
Abstract:
Ross School of Business Paper No. 1255
Number of pages: 46
Posted: 02 Nov 2014
Last Revised: 30 Nov 2015
University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
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168
(246,389)
Abstract:
Asset Pricing, Consumption-Based Asset Pricing, Cross-Section of Returns
Number of pages: 63
Posted: 27 Oct 2020
Last Revised: 10 Feb 2022
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
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123
(315,166)
Abstract:
short selling, commonality, factors, lending fees, loan fees, principal component analysis, PCA
Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 51
Posted: 28 Nov 2014
Last Revised: 01 Aug 2018
University of North Carolina Kenan-Flagler Business School and Monash University
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122
(316,951)
Abstract:
financial crisis, liquidity provision, systemic crisis, and financial contagion
Number of pages: 94
Posted: 19 May 2022
University of North Carolina Kenan-Flagler Business School, Shanghai Stock Exchange, Tsinghua University - PBC School of Finance and Tsinghua University, PBC School of Finance, Students
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84
(404,523)
Abstract:
Foreign investors, the Chinese stock market, public information, market liberalization
NBER Working Paper No. w27927, Kenan Institute of Private Enterprise Research Paper No. 20-10
Number of pages: 73
Posted: 14 Oct 2020
Last Revised: 23 Apr 2022
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of Kansas CityUniversity of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
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56
(499,916)
Abstract:
Number of pages: 58
Posted: 18 Feb 2021
University of North Carolina Kenan-Flagler Business School, Hong Kong Applied Science and Technology Research Institute and Monash University
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47
(539,089)
Abstract:
bank risk-taking, regulatory capital, lending channel, systemic risk, and syndicated debt offering
Federal Reserve Bank of Kansas City Working Paper No. 20-08
Number of pages: 32
Posted: 19 Aug 2020
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Federal Reserve Bank of Kansas CityUniversity of North Carolina (UNC) at Chapel Hill, College of Arts and Sciences, Department of Economics and University of North Carolina Kenan-Flagler Business School
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43
(558,440)
Abstract:
Number of pages: 41
Posted: 12 Jan 2019
Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
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35
(600,896)
Abstract:
Banking, Shadow Banking, Liquidity Premium, Optimal Debt Policy
CEPR Discussion Paper No. DP7595
Number of pages: 57
Posted: 11 Jan 2010
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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8
(811,864)
Asset Fire Sales and Purchases and the International Transmission of Financial Shocks
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Abstract:
co-movement, contagion, hedge funds, international finance, mutual funds
Forthcoming in Journal of Econometrics
Posted: 20 Feb 2002
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
Abstract:
Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values
