Chotibhak Jotikasthira

Southern Methodist University (SMU) - Finance Department

United States

  • Southern Methodist University (SMU) - Finance Department

SCHOLARLY PAPERS

15

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TOTAL CITATIONS
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Top 1,264

in Total Papers Citations

553

Scholarly Papers (15)

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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 2,327 (12,903)
Citation 59

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Shareholder activism, Corporate governance, Hedge funds, Institutional investors

2.

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 1,844 (18,709)
Citation 15

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Shareholder activism, Corporate governance, Hedge funds, Institutional investors

3.

Regulatory Pressure and Fire Sales in the Corporate Bond Market

Downloads 1,618 (22,841)
Citation 133

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 931 (50,201)
Citation 11

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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 687 (75,365)
Citation 122

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

4.

Insurers As Asset Managers and Systemic Risk

Downloads 1,282 (32,316)
Citation 19

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
Andrew Ellul, Chotibhak Jotikasthira, Anastasia V. Kartasheva, Christian T. Lundblad and Wolf Wagner
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 1,206 (34,681)
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
Andrew Ellul, Chotibhak Jotikasthira, Anastasia V. Kartasheva, Christian T. Lundblad and Wolf Wagner
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 73 (646,468)

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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
Chotibhak Jotikasthira, Andrew Ellul, Anastasia V. Kartasheva, Christian T. Lundblad and Wolf Wagner
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 3 (1,264,429)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

5.

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

Downloads 1,267 (32,866)
Citation 85

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 1,033 (43,454)
Citation 8

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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 232 (260,885)
Citation 8

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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 2 (1,277,241)
Citation 69
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asset-backed securities (ABS), corporate bonds, fire sales, gains trading, historical cost accounting, insurance companies, mark to market, regulation

6.

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 1,200 (35,477)
Citation 137

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

7.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Downloads 1,078 (41,493)
Citation 55

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 1,077 (40,891)
Citation 54

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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
Downloads 1 (1,290,890)
Citation 1
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clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

8.

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 995 (46,485)
Citation 16

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

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 618 (87,397)
Citation 18

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

10.

Bond Price Fragility and the Structure of the Mutual Fund Industry

Downloads 577 (95,395)
Citation 7

Bond Price Fragility and the Structure of the Mutual Fund Industry

Review of Financial Studies, Forthcoming, Swedish House of Finance Research Paper No. 21-26, SMU Cox School of Business Research Paper No. 21-16
Number of pages: 78 Posted: 18 Nov 2021 Last Revised: 27 Mar 2024
Mariassunta Giannetti and Chotibhak Jotikasthira
Stockholm School of Economics and Southern Methodist University (SMU) - Finance Department
Downloads 577 (94,214)
Citation 4

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Bonds, Mutual Funds, Fire Sales, Fed, Corporate Quantitative Easing, COVID-19 Pandemic, Secondary Market Corporate Credit Facility (SMCCF)

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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Citation 3
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bonds, Corporate quantitative easing, Covid-19 pandemic, Fed, fire sales, Mutual funds

11.

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 503 (113,094)
Citation 7

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

12.

Intermediary Balance Sheet Constraints, Bond Mutual Funds' Strategies, and Bond Returns 

Swedish House of Finance Research Paper No. 23-10, SMU Cox School of Business Research Paper No. 23-19
Number of pages: 72 Posted: 23 Oct 2023 Last Revised: 02 Oct 2024
Mariassunta Giannetti, Chotibhak Jotikasthira, Andreas C. Rapp and Martin Waibel
Stockholm School of Economics, Southern Methodist University (SMU) - Finance Department, Board of Governors of the Federal Reserve System and Stockholm School of Economics
Downloads 438 (133,294)
Citation 1

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JEL Classification: G23, G12, G28 Bond mutual funds, Intermediary Constraints, Corporate Bonds, Liquidity, Leverage Ratio

13.

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 399 (148,633)

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

14.

Dealer Specialization and Market Segmentation

Number of pages: 74 Posted: 30 Nov 2023
Chotibhak Jotikasthira, Christian T. Lundblad and Jinming Xue
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Southern Methodist University (SMU) - Finance Department
Downloads 142 (405,050)

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JEL classification: G12, G14, G24 Municipal bonds, Over-the-counter market, Segmentation, Clientele effects, Dealer network, Geographical specialization, Liquidity

15.

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 10 (1,132,625)
Citation 1
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co-movement, contagion, hedge funds, international finance, mutual funds