Chotibhak Jotikasthira

Southern Methodist University (SMU) - Finance Department

United States

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 1,812

in Total Papers Citations

455

CROSSREF CITATIONS

251

Scholarly Papers (13)

1.

Governance under the Gun: Spillover Effects of Hedge Fund Activism

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 562/2018, Review of Finance (Forthcoming)
Number of pages: 72 Posted: 19 Nov 2013 Last Revised: 25 Nov 2018
Nickolay Gantchev, Oleg Gredil and Chotibhak Jotikasthira
University of Warwick - Warwick Business School, Tulane University - A.B. Freeman School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 1,811 (13,254)
Citation 29

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Shareholder activism, Corporate governance, Hedge funds, Institutional investors

Regulatory Pressure and Fire Sales in the Corporate Bond Market

AFA 2011 Denver Meetings Paper
Number of pages: 55 Posted: 19 Mar 2009 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Downloads 856 (39,456)
Citation 15

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Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies

Regulatory Pressure and Fire Sales in the Corporate Bond Market

Journal of Financial Economics (JFE), Vol. 101, No. 3, 2011
Number of pages: 54 Posted: 22 Mar 2009 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira and Christian T. Lundblad
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department and University of North Carolina Kenan-Flagler Business School
Downloads 542 (71,723)
Citation 122

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Fire sales, Regulation, Price pressure, Liquidity, Corporate bonds, Insurance companies

3.

Institutional Trading and Hedge Fund Activism

Management Science 64(6), 2930-2950, June 2018
Number of pages: 60 Posted: 01 Sep 2012 Last Revised: 05 Oct 2020
Nickolay Gantchev and Chotibhak Jotikasthira
University of Warwick - Warwick Business School and Southern Methodist University (SMU) - Finance Department
Downloads 1,294 (22,111)
Citation 15

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Shareholder activism, Corporate governance, Hedge funds, Institutional investors

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming
Number of pages: 108 Posted: 14 Dec 2011 Last Revised: 15 Jun 2016
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 885 (37,639)
Citation 7

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Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-40
Number of pages: 108 Posted: 23 Jan 2012 Last Revised: 15 Apr 2015
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 175 (237,684)
Citation 9

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Regulation, Mark to market, Historical cost accounting, Gains trading, Fire sales, Asset-backed securities (ABS), Corporate bonds, Insurance companies

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

CEPR Discussion Paper No. DP10450
Number of pages: 59 Posted: 02 Mar 2015
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 0
Citation 26
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asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation

5.

Asset Fire Sales and Purchases and the International Transmission of Funding Shocks

Journal of Finance Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 82 Posted: 16 Dec 2009 Last Revised: 19 Sep 2012
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 1,047 (30,126)
Citation 77

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co-movement, contagion, international finance, mutual funds, asset fire sales

6.
Downloads 946 ( 34,968)
Citation 20

Insurers As Asset Managers and Systemic Risk

Review of Financial Studies (forthcoming), Kelley School of Business Research Paper No. 18-4
Number of pages: 121 Posted: 08 Jan 2018 Last Revised: 08 Aug 2022
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 907 (36,479)
Citation 19

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Financial stability, Illiquid assets, Fire sales, Insurance companies.

Insurers as Asset Managers and Systemic Risk

ESRB: Working Paper Series No. 2018/75
Number of pages: 59 Posted: 05 Nov 2020
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, Bank for International Settlements (BIS), University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 37 (613,609)

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financial stability, insurance companies, inter-connectedness, systemic risk

Insurers as Asset Managers and Systemic Risk

CEPR Discussion Paper No. DP12849
Number of pages: 61 Posted: 12 Apr 2018
Southern Methodist University (SMU) - Finance Department, Indiana University - Kelley School of Business - Department of Finance, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 2 (913,434)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

7.

Mutual Fund Trading Style and Bond Market Fragility

Review of Financial Studies, forthcoming
Number of pages: 71 Posted: 19 Jul 2017 Last Revised: 08 Jun 2020
Amber Anand, Chotibhak Jotikasthira and Kumar Venkataraman
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 868 (39,261)
Citation 16

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Corporate bonds; dealers; mutual funds; fragility; liquidity; performance

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 123 Posted: 18 Mar 2015 Last Revised: 01 Jul 2019
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia University - Columbia Business School, Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 788 (44,106)
Citation 14

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Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk

Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

CEPR Discussion Paper No. DP10971
Number of pages: 52 Posted: 09 Dec 2015
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia University - Columbia Business School, Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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Citation 1
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clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

9.

Mark-to-Market Accounting and Systemic Risk: Evidence from the Insurance Industry

Fordham University Schools of Business Research Paper
Number of pages: 59 Posted: 18 May 2013 Last Revised: 12 May 2014
Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad and Yihui Wang
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 546 (71,873)
Citation 10

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Regulation, Systemic risk, Mark to market, Historical cost accounting, Fire sales, Capital ratios, Insurance companies

10.

Why Do Term Structures in Different Currencies Comove?

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2013-11
Number of pages: 86 Posted: 09 Feb 2012 Last Revised: 18 Feb 2014
Chotibhak Jotikasthira, Anh Le and Christian T. Lundblad
Southern Methodist University (SMU) - Finance Department, Penn State University Smeal College of Business and University of North Carolina Kenan-Flagler Business School
Downloads 426 (96,850)
Citation 7

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Macro-finance term structure model, interest rates, cross-country comovement

11.

How Do Foreign Investors Impact Domestic Economic Activity? Evidence from China and India

UNC Kenan-Flagler Research Paper No. 2013-21
Number of pages: 49 Posted: 17 Nov 2012 Last Revised: 11 Sep 2013
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 338 (125,732)

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capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth

Bond Price Fragility and the Structure of the Mutual Fund Industry

Swedish House of Finance Research Paper No. 21-26, SMU Cox School of Business Research Paper No. 21-16
Number of pages: 58 Posted: 18 Nov 2021 Last Revised: 18 Jul 2022
Mariassunta Giannetti and Chotibhak Jotikasthira
Stockholm School of Economics and Southern Methodist University (SMU) - Finance Department
Downloads 180 (233,000)

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Bonds, Mutual Funds, Fire Sales, Fed, Quantitative Easing, Covid-19

Bond Price Fragility and the Structure of the Mutual Fund Industry

CEPR Discussion Paper No. DP17050
Number of pages: 63 Posted: 29 Mar 2022
Chotibhak Jotikasthira and Mariassunta Giannetti
Southern Methodist University (SMU) - Finance Department and Stockholm School of Economics
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bonds, Corporate quantitative easing, Covid-19 pandemic, Fed, fire sales, Mutual funds

13.

Asset Fire Sales and Purchases and the International Transmission of Financial Shocks

CEPR Discussion Paper No. DP7595
Number of pages: 57 Posted: 11 Jan 2010
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 8 (809,182)
Citation 1
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co-movement, contagion, hedge funds, international finance, mutual funds