Yiming Ma

Columbia University - Columbia Business School

Assistant Professor of Finance

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 32,518

SSRN RANKINGS

Top 32,518

in Total Papers Downloads

1,737

SSRN CITATIONS
Rank 38,686

SSRN RANKINGS

Top 38,686

in Total Papers Citations

8

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.

Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2020
Number of pages: 66 Posted: 02 Jul 2020 Last Revised: 01 Apr 2021
Yiming Ma, Kairong Xiao and Yao Zeng
Columbia University - Columbia Business School, Columbia University - Columbia Business School and University of Pennsylvania - The Wharton School
Downloads 690 (44,335)
Citation 11

Abstract:

Loading...

Mutual fund, liquidity transformation, flight-to-liquidity, COVID-19

2.

The Passthrough of Treasury Supply to Bank Deposit Funding

Columbia Business School Research Paper, USC Marshall School of Business Research Paper
Number of pages: 70 Posted: 09 Jan 2019 Last Revised: 07 Jul 2020
Wenhao Li, Yiming Ma and Yang Zhao
University of Southern California - Marshall School of Business, Columbia University - Columbia Business School and Stanford University, Graduate School of Business
Downloads 265 (138,350)

Abstract:

Loading...

safe assets, bank deposits, deposit competition, treasury supply, monetary policy

3.

Bank Debt versus Mutual Fund Equity in Liquidity Provision

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 70 Posted: 05 Dec 2019 Last Revised: 19 Feb 2021
Yiming Ma, Kairong Xiao and Yao Zeng
Columbia University - Columbia Business School, Columbia University - Columbia Business School and University of Pennsylvania - The Wharton School
Downloads 258 (141,065)
Citation 4

Abstract:

Loading...

Liquidity provision, mutual fund, bank

4.

The Reserve Supply Channel of Unconventional Monetary Policy

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 58 Posted: 25 Sep 2020 Last Revised: 08 Apr 2021
University of Pennsylvania - Finance Department, Kellogg School of Management - Department of Finance and Columbia University - Columbia Business School
Downloads 206 (175,130)

Abstract:

Loading...

Financial Intermediation, Quantitative Easing, Deposit Competition, Balance Sheet Cost, Structural Estimation

5.

Intermediation in the Interbank Lending Market

Columbia Business School Research Paper Forthcoming
Number of pages: 64 Posted: 07 Aug 2019
Ben R. Craig and Yiming Ma
Federal Reserve Bank of Cleveland and Columbia University - Columbia Business School
Downloads 162 (217,607)
Citation 7

Abstract:

Loading...

systemic risk, Interbank markets, networks, structural estimation

6.

The Paradox of ETFs: Liquidity Transformation versus Index-Tracking

Number of pages: 44 Posted: 03 Mar 2021 Last Revised: 09 Apr 2021
Naz Koont, Yiming Ma and Yao Zeng
Columbia University - Columbia Business School, Columbia University - Columbia Business School and University of Pennsylvania - The Wharton School
Downloads 87 (340,484)

Abstract:

Loading...

ETFs, COVID-19, Liquidity Transformation, Tracking Error, Balance Sheet Costs

7.

Monetary Policy Transmission in Segmented Markets

Number of pages: 77 Posted: 15 Jan 2021 Last Revised: 19 Mar 2021
European Central Bank (ECB), Columbia University - Columbia Business School and University of Chicago - Booth School of Business
Downloads 69 (388,927)

Abstract:

Loading...

monetary policy, pass-through efficiency, repo market, market power