Sergei A. Davydenko

University of Toronto - Finance Area

Toronto, Ontario M5S 3E6

Canada

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 2,331

SSRN RANKINGS

Top 2,331

in Total Papers Downloads

15,689

SSRN CITATIONS
Rank 3,382

SSRN RANKINGS

Top 3,382

in Total Papers Citations

127

CROSSREF CITATIONS

235

Scholarly Papers (11)

1.

The Cost of Debt

Number of pages: 16 Posted: 14 Feb 2001
Ian A. Cooper and Sergei A. Davydenko
London Business School and University of Toronto - Finance Area
Downloads 5,986 (1,257)
Citation 5

Abstract:

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2.

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 A. Davydenko and Julian R. Franks
University of Toronto - Finance Area and London Business School - Institute of Finance and Accounting
Downloads 2,559 (5,392)
Citation 64

Abstract:

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Recovery rate, Default, Reorganization, Bankruptcy code

3.

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 A. Davydenko
University of Toronto - Finance Area
Downloads 1,793 (9,749)
Citation 38

Abstract:

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

4.
Downloads 1,656 ( 11,138)
Citation 67

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
Viral V. Acharya, Sergei A. Davydenko and Ilya A. Strebulaev
New York University - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 1,584 (11,671)
Citation 8

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
Viral V. Acharya, Sergei A. Davydenko and Ilya A. Strebulaev
New York University - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 65 (377,087)

Abstract:

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Cash Holdings and Credit Risk

CEPR Discussion Paper No. DP7125
Number of pages: 48 Posted: 18 Feb 2009
Viral V. Acharya, Sergei A. Davydenko and Ilya A. Strebulaev
New York University - Leonard N. Stern School of Business, University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 7 (683,077)
Citation 14
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Credit spreads, Default, Liquidity, Precautionary savings

5.

Using Yield Spreads to Estimate Expected Returns on Debt and Equity

Number of pages: 34 Posted: 04 Apr 2003
Ian A. Cooper and Sergei A. Davydenko
London Business School and University of Toronto - Finance Area
Downloads 1,162 (19,222)
Citation 15

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

6.

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: 60 Posted: 18 Jun 2018 Last Revised: 11 Aug 2019
Tetyana Balyuk and Sergei A. Davydenko
Emory University - Goizueta Business School and University of Toronto - Finance Area
Downloads 985 (24,560)
Citation 18

Abstract:

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FinTech; Peer-to-peer lending; Consumer finance; Disintermediation; Reintermediation

7.

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 A. Davydenko and Ilya A. Strebulaev
University of Toronto - Finance Area and Stanford University - Graduate School of Business
Downloads 663 (42,498)
Citation 27

Abstract:

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

8.

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 A. Davydenko, Ilya A. Strebulaev and Xiaofei Zhao
University of Toronto - Finance Area, Stanford University - Graduate School of Business and Georgetown University - Robert Emmett McDonough School of Business
Downloads 642 (44,402)
Citation 22

Abstract:

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

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 A. Davydenko
University of Toronto - Rotman School of Management and University of Toronto - Finance Area
Downloads 199 (166,775)
Citation 4

Abstract:

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Debt financing; Corporate bonds; Passive investment; ETFs

10.

When Are Financial Covenants Relevant?

Number of pages: 44 Posted: 17 Mar 2020
Sergei A. Davydenko, Redouane Elkamhi and Marco Salerno
University of Toronto - Finance Area, University of Toronto - Rotman School of Management and University of Toronto - Rotman School of Management
Downloads 44 (448,633)

Abstract:

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Corporate Loans; Covenants; Covenant strictness; Cov-lite

11.

Estimating the Cost of Risky Debt

Journal of Applied Corporate Finance, Vol. 19, No. 3, 2007
Posted: 10 Oct 2007
Sergei A. Davydenko and Ian A. Cooper
University of Toronto - Finance Area and London Business School

Abstract:

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cost of debt, WACC