Sergei A. Davydenko

University of Toronto - Finance Area

Toronto, Ontario M5S 3E6

Canada

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 2,012

in Total Papers Downloads

13,415

CITATIONS
Rank 3,024

SSRN RANKINGS

Top 3,024

in Total Papers Citations

182

Scholarly Papers (8)

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 5,261 (911)
Citation 5

Abstract:

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
Downloads 2,257 (3,986)
Citation 68

Abstract:

Recovery rate, Default, Reorganization, Bankruptcy code

3.
Downloads 1,553 ( 8,443)
Citation 26

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 1,495 (8,811)
Citation 26

Abstract:

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 52 (323,844)
Citation 26

Abstract:

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 6 (534,928)
Citation 26

Abstract:

Credit spreads, Default, Liquidity, Precautionary savings

4.

When Do Firms Default? A Study of the Default Boundary

EFA Moscow Meetings Paper, WFA Keystone Meetings Paper, AFA San Francisco Meetings Paper
Number of pages: 46 Posted: 26 Mar 2008 Last Revised: 06 Nov 2012
Sergei A. Davydenko
University of Toronto - Finance Area
Downloads 1,355 (8,477)
Citation 31

Abstract:

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

5.

Using Yield Spreads to Estimate Expected Returns on Debt and Equity

London Business School IFA Working Paper; EFA 2003 Annual Conference Paper No. 901
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 1,090 (14,288)
Citation 11

Abstract:

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

6.

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 596 (32,656)
Citation 36

Abstract:

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

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 A. Davydenko, Ilya A. Strebulaev and Xiaofei Zhao
University of Toronto - Finance Area, Stanford University - Graduate School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 458 (39,757)
Citation 5

Abstract:

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

8.

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:

cost of debt, WACC