Sergey Tsyplakov

University of South Carolina - Darla Moore School of Business

Assistant Professor

Francis M. Hipp Building

Finance Department

Columbia, SC 29208

United States

http://dmsweb.moore.sc.edu/tsyplakov/

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

A Dynamic Model of Optimal Capital Structure

McCombs Research Paper Series No. FIN-03-06
Number of pages: 64 Posted: 19 Nov 2002
Sergey Tsyplakov and Sheridan Titman
University of South Carolina - Darla Moore School of Business and University of Texas at Austin - Department of Finance
Downloads 5,958 (1,057)

Abstract:

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capital structure, investments, tradeoff, pecking order, market timing, mean-reversion, adjustment rate, depreciation rate, gold mining companies, transaction costs.

A Dynamic Model of Optimal Capital Structure

Review of Finance, Vol. 11, Issue 3, pp. 401-451, 2007
Posted: 14 Jul 2008
Sheridan Titman and Sergey Tsyplakov
University of Texas at Austin - Department of Finance and University of South Carolina - Darla Moore School of Business

Abstract:

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G32, G33, G35

2.

Are Make-Whole Call Provisions Overpriced? Theory and Empirical Evidence

Number of pages: 54 Posted: 16 Feb 2004
Eric A. Powers and Sergey Tsyplakov
University of South Carolina - Darla Moore School of Business and University of South Carolina - Darla Moore School of Business
Downloads 655 (38,259)

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Make-whole, call, callable, bond, credit spread

3.

Can Companies Influence Investor Behavior Through Advertising? Super Bowl Commercials and Stock Returns

Number of pages: 34 Posted: 20 Dec 2003
Frank Fehle, Sergey Tsyplakov and Volodymyr M. Zdorovtsov
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and State Street Global Advisors
Downloads 499 (54,412)

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Investor Behavior, Advertising

4.

Post-Merger Integration Duration and Leverage Dynamics of Mergers: Theory and Evidence

Number of pages: 65 Posted: 17 Mar 2011 Last Revised: 09 Apr 2015
Jing Huang, Joshua R. Pierce and Sergey Tsyplakov
University of South Carolina, University of Alabama Culverhouse College of Commerce and University of South Carolina - Darla Moore School of Business
Downloads 335 (87,660)

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Capital Structure, Merger, Acquisition, Firm Financial Structure, Financing Policy, Leverage

5.

Market Imperfections, Investment Optionality and Default Spreads

Number of pages: 50 Posted: 04 Dec 2001
Stathis Tompaidis, Sergey Tsyplakov and Sheridan Titman
University of Texas at Austin - McCombs School of Business, University of South Carolina - Darla Moore School of Business and University of Texas at Austin - Department of Finance
Downloads 297 (99,997)

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debt pricing, default spreads, agency cost, market imperfections, contracting environment

6.

Originator Performance, CMBS Structures and Yield Spreads of Commercial Mortgages

Number of pages: 44 Posted: 18 Mar 2008
Sheridan Titman and Sergey Tsyplakov
University of Texas at Austin - Department of Finance and University of South Carolina - Darla Moore School of Business
Downloads 279 (106,964)

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securitization, CMBS, credit spreads, mortgages, reputation

7.

Investment Frictions and Leverage Dynamics

Number of pages: 52 Posted: 19 Mar 2006
Sergey Tsyplakov
University of South Carolina - Darla Moore School of Business
Downloads 211 (141,802)

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capital structure, investments, investment frictions, time to build, investment lag, lumpy investments, tradeoff, mean-reversion, adjustment rate, oil companies, transaction costs

8.

Time-to-Build and Leverage Dynamics

Number of pages: 39 Posted: 31 May 2012
Joshua R. Pierce, Sergey Tsyplakov and Jiebo Wang
University of Alabama Culverhouse College of Commerce, University of South Carolina - Darla Moore School of Business and affiliation not provided to SSRN
Downloads 125 (221,950)

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capital structure, leverage, investment dynamics

9.

Bank Bailouts, Bail-Ins, or No Regulatory Intervention? A Dynamic Model and Empirical Tests of Optimal Regulation

Number of pages: 69 Posted: 24 May 2018 Last Revised: 21 May 2019
University of South Carolina - Darla Moore School of Business, Goldman, Sachs & Co., Federal Reserve Bank of Philadelphia and University of South Carolina - Darla Moore School of Business
Downloads 118 (231,766)

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Banks, Bailouts, Bail-Ins, OLA, Bankruptcy, Regulation, Capital Structure

10.

Can Companies Influence Investor Behaviour Through Advertising? Super Bowl Commercials and Stock Returns

European Financial Management, Vol. 11, No. 5, pp. 625-647, November 2005
Number of pages: 23 Posted: 08 Dec 2005
Frank Fehle, Sergey Tsyplakov and Volodymyr M. Zdorovtsov
BlueCrest Capital, University of South Carolina - Darla Moore School of Business and State Street Global Advisors
Downloads 24 (489,343)
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11.

Dynamic Risk Management: Theory and Evidence

Journal of Financial Economics, Forthcoming
Posted: 04 Jul 2004
Frank Fehle and Sergey Tsyplakov
BlueCrest Capital and University of South Carolina - Darla Moore School of Business

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Risk management, dynamic, maturity choice, hedge ratio, distress, default, transaction costs