Sergei Davydenko

University of Toronto - Finance Area

Toronto, Ontario M5S 3E6

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 3,121

SSRN RANKINGS

Top 3,121

in Total Papers Downloads

20,538

SSRN CITATIONS
Rank 2,935

SSRN RANKINGS

Top 2,935

in Total Papers Citations

356

CROSSREF CITATIONS

231

Scholarly Papers (10)

1.

The Cost of Debt

Number of pages: 16 Posted: 14 Feb 2001
Ian A. Cooper and Sergei Davydenko
London Business School and University of Toronto - Finance Area
Downloads 6,616 (2,043)
Citation 5

Abstract:

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2.

Reintermediation in FinTech: Evidence from Online Lending

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-17, 31st Australasian Finance and Banking Conference 2018
Number of pages: 91 Posted: 18 Jun 2018 Last Revised: 24 Jan 2023
Tetyana Balyuk and Sergei Davydenko
Emory University - Goizueta Business School and University of Toronto - Finance Area
Downloads 3,416 (6,286)
Citation 40

Abstract:

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FinTech; marketplace lending; disintermediation; intermediation; monitoring; trust in lending

3.

Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany and the UK

EFA 2005 Moscow Meetings Paper, ECGI - Finance Working Paper No. 89/2005, WFA 2005 Portland Meetings Paper, AFA 2005 Philadelphia Meetings Paper
Number of pages: 45 Posted: 05 Jan 2005
Sergei Davydenko and Julian R. Franks
University of Toronto - Finance Area and London Business School - Institute of Finance and Accounting
Downloads 2,791 (8,586)
Citation 106

Abstract:

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Recovery rate, Default, Reorganization, Bankruptcy code

4.

When Do Firms Default? A Study of the Default Boundary

EFA Moscow Meetings Paper, AFA San Francisco Meetings Paper, WFA Keystone Meetings Paper
Number of pages: 46 Posted: 26 Mar 2008 Last Revised: 06 Nov 2012
Sergei Davydenko
University of Toronto - Finance Area
Downloads 2,140 (13,210)
Citation 42

Abstract:

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Credit risk, Default boundary, Insolvency, Cash shortage, Default

5.
Downloads 1,808 (17,227)
Citation 114

Cash Holdings and Credit Risk

Western Finance Association 2008 Meetings Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 123
Number of pages: 46 Posted: 22 Mar 2007 Last Revised: 20 Aug 2012
New York University (NYU) - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 1,689 (18,799)
Citation 6

Abstract:

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Credit spreads, Default, Liquidity, Precautionary savings

Cash Holdings and Credit Risk

NBER Working Paper No. w16995
Number of pages: 39 Posted: 02 May 2011 Last Revised: 10 Jun 2023
New York University (NYU) - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 112 (437,256)

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Cash Holdings and Credit Risk

CEPR Discussion Paper No. DP7125
Number of pages: 48 Posted: 18 Feb 2009
New York University (NYU) - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 7 (1,086,162)
Citation 11
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Credit spreads, Default, Liquidity, Precautionary savings

6.

Using Yield Spreads to Estimate Expected Returns on Debt and Equity

Number of pages: 34 Posted: 04 Apr 2003
Ian A. Cooper and Sergei Davydenko
London Business School and University of Toronto - Finance Area
Downloads 1,271 (29,371)
Citation 15

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Credit spreads, Expected default, Credit risk, Cost of capital, Equity premium

7.

A Market-Based Study of the Cost of Default

AFA 2012 Chicago Meetings Paper, EFA 2011 Stockholm Meetings Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 124
Number of pages: 56 Posted: 19 Mar 2010 Last Revised: 22 Aug 2012
Sergei Davydenko, Ilya A. Strebulaev and Xiaofei Zhao
University of Toronto - Finance Area, Stanford University - Graduate School of Business and Georgetown University - McDonough School of Business
Downloads 834 (53,224)
Citation 42

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Default, Bankruptcy, Renegotiation, Costs of financial distress, Structural models, Credit risk

8.

Strategic Actions and Credit Spreads: An Empirical Investigation

Journal of Finance, Forthcoming, AFA 2004 San Diego Meetings, EFA 2003 Glasgow Annual Conference Paper No. 896
Number of pages: 41 Posted: 18 May 2003 Last Revised: 31 Mar 2010
Sergei Davydenko and Ilya A. Strebulaev
University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 738 (62,769)
Citation 31

Abstract:

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credit spreads, strategic debt service, capital structure, credit risk, renegotiation, bargaining power

9.

Debt Issuance in the Era of Passive Investment

Number of pages: 59 Posted: 03 Apr 2018 Last Revised: 13 Apr 2020
Michele Dathan and Sergei Davydenko
Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System and University of Toronto - Finance Area
Downloads 581 (85,018)
Citation 6

Abstract:

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Debt financing; Corporate bonds; Passive investment; ETFs

10.

When Are Financial Covenants Relevant?

Number of pages: 53 Posted: 17 Mar 2020 Last Revised: 06 Jan 2021
Sergei Davydenko, Redouane Elkamhi and Marco Salerno
University of Toronto - Finance Area, University of Toronto - Rotman School of Management and Healthcare of Ontario Pension Plan Trust Fund
Downloads 343 (158,426)
Citation 2

Abstract:

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Corporate Loans; Covenants; Covenant strictness; Cov-lite