Yuri Tserlukevich

Arizona State University (ASU)

Farmer Building 440G PO Box 872011

Tempe, AZ 85287

United States

  • Arizona State University (ASU)

SCHOLARLY PAPERS

18

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SSRN CITATIONS
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Top 11,199

in Total Papers Citations

93

CROSSREF CITATIONS

55

Scholarly Papers (18)

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1.

The Credibility of Open Market Share Repurchase Signaling

2012, Journal of Financial and Quantitative Analysis, 47 (5), 1059-1088.
Number of pages: 63 Posted: 27 Mar 2006 Last Revised: 03 May 2013
Ilona Babenko, Yuri Tserlukevich and Alexander Vedrashko
Arizona State University, Arizona State University (ASU) and Simon Fraser University - Beedie School of Business
Downloads 995 (44,973)
Citation 3

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Payout Policy, Open Market Share Repurchases, Insider Trading, Managerial Stock Ownership, Signaling

2.

Analyzing Callable and Convertible Bonds When the Modigliani-Miller Assumptions are Violated

EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 04 Mar 2005
Chris Hennessy and Yuri Tserlukevich
London Business School and Arizona State University (ASU)
Downloads 805 (60,156)
Citation 3

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Capital structure, convertible bonds, callable bonds

3.

Will I Get Paid? Employee Stock Options and Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 486/2016
Number of pages: 59 Posted: 19 Mar 2016 Last Revised: 05 Jul 2019
Ilona Babenko, Fangfang Du and Yuri Tserlukevich
Arizona State University, California State University, Fullerton and Arizona State University (ASU)
Downloads 729 (68,515)
Citation 5

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Mergers and acquisitions, labor contracts, employee stock options, takeover premium, target selection, takeover defenses

4.

Idiosyncratic Cash Flows and Systematic Risk

Western Finance Association 2013, Forthcoming in the Journal of Finance
Number of pages: 52 Posted: 02 Sep 2012 Last Revised: 23 Apr 2015
Ilona Babenko, Oliver Boguth and Yuri Tserlukevich
Arizona State University, Arizona State University (ASU) - Finance Department and Arizona State University (ASU)
Downloads 654 (78,727)
Citation 10

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5.

Repurchasing Debt

WBS Finance Group Research Paper No. 171
Number of pages: 37 Posted: 25 Jan 2012 Last Revised: 26 Dec 2019
Lei Mao and Yuri Tserlukevich
The Chinese University of Hong Kong, Shenzhen and Arizona State University (ASU)
Downloads 606 (86,609)
Citation 14

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Savings, Debt Repurchase, Debt Overhang

6.

Employee Stock Options and Investment

UBC Winter Finance 2008 , AFA 2009, EFA 2008, Journal of Finance, Vol. 66, 2011
Number of pages: 55 Posted: 06 Mar 2008 Last Revised: 23 Apr 2015
Ilona Babenko, Michael L. Lemmon and Yuri Tserlukevich
Arizona State University, University of Utah - Department of Finance and Arizona State University (ASU)
Downloads 518 (105,389)
Citation 17

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financial constraints, stock options, investment

7.

Can Real Options Explain Financing Behavior?

Number of pages: 52 Posted: 10 Mar 2006
Yuri Tserlukevich
Arizona State University (ASU)
Downloads 468 (119,186)
Citation 13

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dynamic capital structure, real options

8.

Dynamic Hedging Incentives, Debt, and Warrants

Number of pages: 34 Posted: 03 Aug 2004
Chris Hennessy and Yuri Tserlukevich
London Business School and Arizona State University (ASU)
Downloads 443 (127,110)
Citation 4

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Capital Structure, Debt, Warrant, Asset Substitution

9.

Risk Hedging and Loan Covenants

Number of pages: 69 Posted: 15 Jan 2021 Last Revised: 27 Jan 2023
Ilona Babenko, Hendrik Bessembinder and Yuri Tserlukevich
Arizona State University, W.P. Carey School of Business and Arizona State University (ASU)
Downloads 432 (131,325)

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hedging, risk management, debt, covenants, credit boom, fracking

10.

Embracing Risk: Hedging Policy for Firms with Real Options

Number of pages: 63 Posted: 16 Mar 2011 Last Revised: 18 Aug 2021
Ilona Babenko and Yuri Tserlukevich
Arizona State University and Arizona State University (ASU)
Downloads 421 (134,848)

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hedging, risk management, investment options, financing constraints, investment

11.

Market Timing with Cay

Journal of Portfolio Management, Forthcoming
Number of pages: 28 Posted: 14 Jun 2005
Sandro C. Andrade, Ilona Babenko and Yuri Tserlukevich
University of Miami - Department of Finance, Arizona State University and Arizona State University (ASU)
Downloads 395 (145,141)
Citation 1

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Market Timing, Investments, CAY

12.

Is Market Timing Good for Shareholders?

Western Finance Association 2015, European Finance Association 2015, Finance Down Under 2015
Number of pages: 41 Posted: 08 Aug 2012 Last Revised: 15 Dec 2017
Ilona Babenko, Yuri Tserlukevich and Pengcheng Wan
Arizona State University, Arizona State University (ASU) and Arizona State University (ASU) - Finance Department
Downloads 381
Citation 7

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equity market timing, signaling, SEO, share repurchase

13.

Analyzing the Tax Benefits from Employee Stock Options

Journal of Finance, Forthcoming, EFA 2008 Athens Meetings Paper
Number of pages: 57 Posted: 03 Mar 2008 Last Revised: 03 Jan 2009
Ilona Babenko and Yuri Tserlukevich
Arizona State University and Arizona State University (ASU)
Downloads 306 (191,488)
Citation 5

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stock options, capital structure, tax

14.

Call Policy for Convertible Bonds and Signaling

Number of pages: 28 Posted: 18 Mar 2010
Yuri Tserlukevich
Arizona State University (ASU)
Downloads 159 (355,888)

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Convertible bonds, callable bonds, asymmetric information

15.

Dynamic Competition and Expected Returns

Number of pages: 60 Posted: 05 Dec 2019 Last Revised: 10 Aug 2023
Ilona Babenko, Oliver Boguth and Yuri Tserlukevich
Arizona State University, Arizona State University (ASU) - Finance Department and Arizona State University (ASU)
Downloads 125 (430,669)

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competition, investment, betas, priced risk, returns

16.

Investor Attention and Mutual Fund Performance 

Number of pages: 56 Posted: 01 Dec 2023 Last Revised: 01 Aug 2024
George O. Aragon, Yuri Tserlukevich, Jonathan Keen and Michael Wymbs
Arizona State University (ASU) - Finance Department, Arizona State University (ASU), Arizona State University (ASU) - Finance Department and affiliation not provided to SSRN
Downloads 119 (447,111)

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mutual funds inflows, market efficiency and investor attention, Mutual funds, attention, size, performance, fees

17.

Corporate Hedging, Contract Rights, and Basis Risk

Number of pages: 64 Posted: 02 Aug 2023 Last Revised: 01 Feb 2024
Ilona Babenko and Yuri Tserlukevich
Arizona State University and Arizona State University (ASU)
Downloads 95 (524,727)

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hedging, risk management, derivatives, event of default, distress, basis risk, ISDA, Master Agreement

18.

Taxation, Agency Conflicts, and the Choice between Callable and Convertible Debt

Journal of Economic Theory, Forthcoming
Posted: 24 Jan 2012
Chris Hennessy and Yuri Tserlukevich
London Business School and Arizona State University (ASU)

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Other Papers (1)

Total Downloads: 319
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1.

Agency Implications of Equity Market Timing

AFA 2013 San Diego Meetings Paper
Number of pages: 52 Posted: 20 Mar 2012 Last Revised: 27 Apr 2015
Yuri Tserlukevich, Ilona Babenko and Pengcheng Wan
Arizona State University (ASU), Arizona State University and Arizona State University (ASU) - Finance Department
Downloads 319

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agency, market timing, repurchase