Sergey Chernenko

Purdue University - Department of Management

Assistant Professor (Finance)

West Lafayette, IN 47907-1310

United States

http://https://sites.google.com/site/chernenkosergey/

  • Purdue University - Department of Management

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    • Tel: (765) 494-4413
SCHOLARLY PAPERS

13

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5,863

SSRN CITATIONS
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Top 8,366

in Total Papers Citations

55

CROSSREF CITATIONS

61

Scholarly Papers (13)

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1.

Mutual Funds As Venture Capitalists? Evidence from Unicorns

Downloads 837 ( 28,155)
Citation 1

Mutual Funds As Venture Capitalists? Evidence from Unicorns

Number of pages: 70 Posted: 11 Jan 2017 Last Revised: 21 Dec 2018
Sergey Chernenko, Josh Lerner and Yao Zeng
Purdue University - Department of Management, Harvard Business School - Finance Unit and University of Washington - Michael G. Foster School of Business
Downloads 819 (28,554)
Citation 2

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Mutual Funds as Venture Capitalists? Evidence from Unicorns

NBER Working Paper No. w23981
Number of pages: 51 Posted: 30 Oct 2017 Last Revised: 08 Nov 2017
Sergey Chernenko, Josh Lerner and Yao Zeng
Purdue University - Department of Management, Harvard Business School - Finance Unit and University of Washington - Michael G. Foster School of Business
Downloads 18 (556,885)

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2.

The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk

FRB International Finance Discussion Paper No. 808
Number of pages: 27 Posted: 02 Jul 2004
Sergey Chernenko, Krista Schwarz and Jonathan H. Wright
Purdue University - Department of Management, University of Pennsylvania - Finance Department and Johns Hopkins University - Department of Economics
Downloads 830 (28,489)
Citation 27

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forward contracts, futures, forecast evaluation, risk premia, random walk

3.

Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Funds

Fisher College of Business Working Paper No. 2012-4, Charles A. Dice Working Paper No. 2012-03-004
Number of pages: 49 Posted: 26 Jan 2012 Last Revised: 18 Sep 2012
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 663 (38,669)
Citation 32

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Money market mutual funds, European sovereign debt crisis, runs, contagion, risk taking

4.

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

FRB International Finance Discussion Paper No. 823
Number of pages: 42 Posted: 01 Dec 2004
Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright
Federal Reserve Board - Division of International Finance, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 634 (41,118)
Citation 32

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Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility

5.

Agency Costs, Mispricing, and Ownership Structure

Downloads 506 ( 54,968)

Agency Costs, Mispricing, and Ownership Structure

Number of pages: 49 Posted: 13 Nov 2009 Last Revised: 13 Apr 2010
Sergey Chernenko, C. Fritz Foley and Robin M. Greenwood
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 473 (59,252)

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Ownership, Agency Costs, Mispricing

Agency Costs, Mispricing, and Ownership Structure

NBER Working Paper No. w15910
Number of pages: 49 Posted: 19 Apr 2010 Last Revised: 25 Apr 2010
Sergey Chernenko, C. Fritz Foley and Robin M. Greenwood
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard Business School - Finance Unit
Downloads 33 (467,912)

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6.

Nonbank Lending

Fisher College of Business Working Paper No. 2018-03-013, Charles A. Dice Center Working Paper No. 2018-13
Number of pages: 58 Posted: 26 Jul 2018
Sergey Chernenko, Isil Erel and Robert Prilmeier
Purdue University - Department of Management, Ohio State University (OSU) - Department of Finance and Tulane University - A.B. Freeman School of Business
Downloads 413 (70,565)
Citation 5

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shadow banking, relationship lending, market segmentation

7.

Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds

Downloads 406 ( 72,479)
Citation 2

Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds

Fisher College of Business Working Paper No. 2016-03-05, Charles A. Dice Center Working Paper No. 2016-5
Number of pages: 62 Posted: 18 Feb 2016 Last Revised: 16 Jul 2016
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 392 (74,551)

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liquidity transformation, asset management, mutual funds, cash holdings, fire sales

Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds

NBER Working Paper No. w22391
Number of pages: 63 Posted: 11 Jul 2016
Sergey Chernenko and Aditya Sunderam
Purdue University - Department of Management and Harvard University
Downloads 14 (590,331)
Citation 2

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8.

Why are Firms Using Interest Rate Swaps to Time the Yield Curve?

Number of pages: 47 Posted: 28 Jul 2005
Michael W. Faulkender and Sergey Chernenko
University of Maryland - Robert H. Smith School of Business and Purdue University - Department of Management
Downloads 395 (74,401)
Citation 5

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Interest Rate Swaps, Market Timing, Myopia, Speculation

9.

Trading Activity and Exchange Rates in High-Frequency EBS Data

FRB International Finance Discussion Paper No. 903
Number of pages: 37 Posted: 27 Sep 2007
Alain Chaboud, Sergey Chernenko and Jonathan H. Wright
Federal Reserve Board - Division of International Finance, Purdue University - Department of Management and Johns Hopkins University - Department of Economics
Downloads 320 (94,584)
Citation 3

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Trading volume, foreign exchange, high-frequency data, news announcements

10.

The Front Men of Wall Street:The Role of CDO Collateral Managers in the CDO Boom and Bust

Journal of Finance, Forthcoming, Fisher College of Business Working Paper No. 2015-03-12, Charles A. Dice Center Working Paper No. 2015-12
Number of pages: 56 Posted: 12 Jul 2015 Last Revised: 22 Oct 2016
Sergey Chernenko
Purdue University - Department of Management
Downloads 297 (102,651)
Citation 1

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CDOs, conflicts of interest, franchise value, asset management, risk taking, specialization

11.

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

FRB International Finance Discussion Paper No. 830
Number of pages: 35 Posted: 25 Apr 2005
David W. Berger, Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board - Division of International Finance, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 271 (113,149)
Citation 30

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order flow, foreign exchange, high-frequency data, news announcements

12.

The Rise and Fall of Demand for Securitizations

Downloads 146 (201,175)
Citation 2

The Rise and Fall of Demand for Securitizations

Fisher College of Business Working Paper No. 2014-03-16, Charles A. Dice Center Working Paper No. 2014-16
Number of pages: 50 Posted: 19 Dec 2014
Sergey Chernenko, Samuel Gregory Hanson and Adi Sunderam
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard University - Business School (HBS)
Downloads 117 (240,234)

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securitization, mutual funds, insurance companies, financial crises, fire sales, risk taking, reinforcement learning

The Rise and Fall of Demand for Securitizations

NBER Working Paper No. w20777
Number of pages: 50 Posted: 22 Dec 2014
Sergey Chernenko, Samuel Gregory Hanson and Aditya Sunderam
Purdue University - Department of Management, Harvard University - Business School (HBS) and Harvard University
Downloads 29 (488,479)

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13.

Do Fire Sales Create Externalities?

Downloads 145 (202,358)
Citation 2

Do Fire Sales Create Externalities?

Number of pages: 60 Posted: 13 Oct 2017 Last Revised: 24 Sep 2018
Sergey Chernenko and Adi Sunderam
Purdue University - Department of Management and Harvard University - Business School (HBS)
Downloads 137 (212,514)

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fire sales, mutual funds, liquidity management, externalities

Do Fire Sales Create Externalities?

NBER Working Paper No. w25104
Number of pages: 61 Posted: 01 Oct 2018
Sergey Chernenko and Aditya Sunderam
Purdue University - Department of Management and Harvard University
Downloads 8 (625,420)
Citation 1
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