Chotibhak Jotikasthira

Southern Methodist University (SMU) - Edwin L. Cox School of Business

P.O. Box 750333

Dallas, TX 75275-0333

United States

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

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) - Edwin L. Cox School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 737 (26,993)
Citation 30

Abstract:

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) - Edwin L. Cox School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 266 (95,835)
Citation 30

Abstract:

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

2.

Governance under the Gun: Spillover Effects of Hedge Fund Activism

Number of pages: 57 Posted: 19 Nov 2013 Last Revised: 03 Oct 2017
Nickolay Gantchev, Oleg Gredil and Chotibhak Jotikasthira
Southern Methodist University - Cox School of Business, Tulane University -- A.B. Freeman School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 994 (17,709)

Abstract:

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 704 (28,820)
Citation 5

Abstract:

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 159 (157,929)
Citation 5

Abstract:

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 0
Citation 5
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Abstract:

asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation

4.

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 752 (21,926)
Citation 28

Abstract:

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

5.

Institutional Trading and Hedge Fund Activism

Number of pages: 60 Posted: 01 Sep 2012 Last Revised: 28 Aug 2016
Nickolay Gantchev and Chotibhak Jotikasthira
Southern Methodist University - Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 591 (21,004)

Abstract:

Shareholder activism, Corporate governance, Hedge funds, Institutional investors

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Fordham University
Downloads 457 (50,819)
Citation 2

Abstract:

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

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 95 Posted: 18 Mar 2015 Last Revised: 17 May 2017
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 364 (67,045)

Abstract:

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 Business School - Finance and Economics, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
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Abstract:

clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

8.

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 221 (80,964)
Citation 1

Abstract:

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

9.

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 213 (93,729)

Abstract:

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

10.

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 8 (513,533)
Citation 26
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Abstract:

co-movement, contagion, hedge funds, international finance, mutual funds

11.

Do Buy-Side Institutions Supply Liquidity in Bond Markets? Evidence from Mutual Funds

Number of pages: 38 Posted: 19 Jul 2017
Amber Anand, Chotibhak Jotikasthira and Kumar Venkataraman
Syracuse University - Whitman School of Management, Southern Methodist University (SMU) - Edwin L. Cox School of Business and Southern Methodist University (SMU) - Edwin L. Cox School of Business
Downloads 0 (67,873)

Abstract:

Bond liquidity; buy-side institutions; dealer inventory; mutual funds; fund performance.