Aziz A. Lookman

Moody's Research Labs

Vice President - Senior Analyst

99 Church Street

New York, NY 10007

United States

http://sites.google.com/site/azizlookman/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 19,848

SSRN RANKINGS

Top 19,848

in Total Papers Downloads

2,363

CITATIONS
Rank 13,922

SSRN RANKINGS

Top 13,922

in Total Papers Citations

37

Scholarly Papers (6)

1.

Does Hedging Increase Firm Value? Comparing Premia for Hedging 'Big' Versus 'Small' Risks

EFA 2004 Maastricht Meetings Paper No. 5174
Number of pages: 48 Posted: 23 Jul 2009
Aziz A. Lookman
Moody's Research Labs
Downloads 943 (23,194)
Citation 1

Abstract:

Loading...

hedging, value, risk management

2.

Rating-Based Investment Practices and Bond Market Segmentation

WFA 2012 Las Vegas Meetings Paper, Swiss Finance Institute Research Paper No. 10-30
Number of pages: 62 Posted: 16 Feb 2009 Last Revised: 27 Jun 2014
School of Finance, Shanghai University of Finance and Economics, Moody's Research Labs, University of Lausanne and Carnegie Mellon University - David A. Tepper School of Business
Downloads 676 (36,944)
Citation 23

Abstract:

Loading...

Corporate bond market, rating agencies, market segmentation, institutional investors, rating-based investment management practices

3.

Default Risk Premia and Asset Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 62 Posted: 19 Mar 2006 Last Revised: 06 Apr 2008
Antje Berndt, Aziz A. Lookman and Iulian Obreja
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Moody's Research Labs and SEC
Downloads 486 (56,625)
Citation 14

Abstract:

Loading...

default risk premia, asset pricing across multiple markets

4.

Bank Borrowing and Corporate Risk Management

Journal of Financial Intermediation, 2012
Number of pages: 48 Posted: 15 Jun 2009 Last Revised: 03 Aug 2014
Aziz A. Lookman
Moody's Research Labs
Downloads 191 (156,363)
Citation 5

Abstract:

Loading...

hedging, leverage, bank debt

5.

Can Economically Intuitive Factors Improve Ability of Proprietary Algorithms to Predict Defaults of Peer-to-Peer Loans?

Number of pages: 34 Posted: 16 Jun 2017 Last Revised: 24 Jul 2017
Atay Kizilaslan and Aziz A. Lookman
Independent and Moody's Research Labs
Downloads 66 (335,477)

Abstract:

Loading...

Peer-to-peer lending, default risk

6.

Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition

CEPR Discussion Paper No. DP9108
Number of pages: 65 Posted: 28 Sep 2012
Aziz A. Lookman
Moody's Research Labs
Downloads 1 (643,078)
  • Add to Cart

Abstract:

Loading...

Corporate bond market, Index addition, Industry practices, Institutional investors, Liquidity, Market segmentation, Rating agencies, Rating-based regulation