Sergey Chernenko

Ohio State University (OSU) - Department of Finance

Assistant Professor of Finance

2100 Neil Avenue

Columbus, OH 43210-1144

United States

http://www.fisher.osu.edu/~chernenko_1

SCHOLARLY PAPERS

11

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CITATIONS
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68

Scholarly Papers (11)

1.

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
Ohio State University (OSU) - Department of Finance, University of Pennsylvania - Finance Department and Johns Hopkins University - Department of Economics
Downloads 713 (25,046)
Citation 9

Abstract:

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

2.

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
Ohio State University (OSU) - Department of Finance and Harvard Business School
Downloads 551 (34,330)
Citation 4

Abstract:

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

3.

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
Federal Reserve Board - Division of International Finance, Ohio State University (OSU) - Department of Finance, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 520 (37,380)
Citation 13

Abstract:

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

4.
Downloads 492 ( 46,481)
Citation 2

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
Ohio State University (OSU) - Department of Finance, Harvard Business School and Harvard Business School - Finance Unit
Downloads 464 (49,481)
Citation 2

Abstract:

Ownership, Agency Costs, Mispricing

Agency Costs, Mispricing, and Ownership Structure

NBER Working Paper No. w15910
Number of pages: 49 Posted: 19 Apr 2010
Sergey Chernenko, C. Fritz Foley and Robin M. Greenwood
Ohio State University (OSU) - Department of Finance, Harvard Business School and Harvard Business School - Finance Unit
Downloads 28 (420,363)
Citation 2

Abstract:

5.

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 Ohio State University (OSU) - Department of Finance
Downloads 370 (63,022)
Citation 8

Abstract:

Interest Rate Swaps, Market Timing, Myopia, Speculation

6.

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, Ohio State University (OSU) - Department of Finance and Johns Hopkins University - Department of Economics
Downloads 289 (81,801)
Citation 3

Abstract:

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

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
Ohio State University (OSU) - Department of Finance and Harvard Business School
Downloads 268 (94,374)

Abstract:

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
Ohio State University (OSU) - Department of Finance and Harvard University
Downloads 8 (533,742)
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Abstract:

8.

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
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board - Division of International Finance, Ohio State University (OSU) - Department of Finance, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 251 (97,115)
Citation 29

Abstract:

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

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
Ohio State University (OSU) - Department of Finance, Harvard Business School and Harvard Business School
Downloads 103 (221,305)

Abstract:

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
Ohio State University (OSU) - Department of Finance, Harvard Business School and Harvard University
Downloads 11 (517,210)
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Abstract:

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
Ohio State University (OSU) - Department of Finance
Downloads 22 (134,240)

Abstract:

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

11.

Mutual Funds As Venture Capitalists? Evidence from Unicorns

Number of pages: 43 Posted: 11 Jan 2017
Sergey Chernenko, Josh Lerner and Yao Zeng
Ohio State University (OSU) - Department of Finance, Harvard Business School - Finance Unit and University of Washington - Michael G. Foster School of Business
Downloads 0 (44,306)

Abstract:

mutual funds, venture capitalists (VC), unicorns, corporate governance, liquidity