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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

  • Ohio State University (OSU) - Department of Finance

    • Email
    • Tel: (614) 292-4412
SCHOLARLY PAPERS

11

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4,521

CITATIONS
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68

Scholarly Papers (11)

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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
Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright
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.

Agency Costs, Mispricing, and Ownership Structure

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

7.

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

Downloads 276 ( 91,908)

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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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
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, 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

9.

The Rise and Fall of Demand for Securitizations

Downloads 114 (204,633)

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

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