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

DOWNLOADS
Rank 4,941

SSRN RANKINGS

Top 4,941

in Total Papers Downloads

8,637

SSRN CITATIONS
Rank 10,778

SSRN RANKINGS

Top 10,778

in Total Papers Citations

43

CROSSREF CITATIONS

49

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 5,999 (1,129)
Citation 68

Abstract:

Loading...

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:

Loading...

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 661 (40,182)
Citation 2

Abstract:

Loading...

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 501 (57,581)
Citation 3

Abstract:

Loading...

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 357 (86,348)
Citation 1

Abstract:

Loading...

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 300 (104,748)
Citation 7

Abstract:

Loading...

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 282 (111,942)
Citation 12

Abstract:

Loading...

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 213 (148,528)
Citation 1

Abstract:

Loading...

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

8.

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

Number of pages: 70 Posted: 24 May 2018 Last Revised: 21 Jan 2020
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 174 (178,736)
Citation 1

Abstract:

Loading...

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

9.

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 126 (233,047)

Abstract:

Loading...

capital structure, leverage, investment dynamics

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 (517,021)
Citation 2
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

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