Erik Stafford

Harvard Business School - Finance Unit

Professor

Boston, MA 02163

United States

  • Harvard Business School - Finance Unit

    • Email
    • Tel: 617-495-8064
    • Fax: 617-496-7357
SCHOLARLY PAPERS

18

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Rank 688

SSRN RANKINGS

Top 688

in Total Papers Downloads

52,160

SSRN CITATIONS
Rank 785

SSRN RANKINGS

Top 785

in Total Papers Citations

1,158

CROSSREF CITATIONS

487

Scholarly Papers (18)

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1.

New Evidence and Perspectives on Mergers

Harvard Business School Working Paper No. 01-070, HBS Finance Working Paper No. 01-070
Number of pages: 32 Posted: 23 May 2001
Gregor Andrade, Mark L. Mitchell and Erik Stafford
Harvard Business School - Finance Unit, University of Chicago - Booth School of Business and Harvard Business School - Finance Unit
Downloads 13,299 (524)
Citation 182

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2.

The Economics of Structured Finance

Harvard Business School Finance Working Paper No. 09-060
Number of pages: 37 Posted: 22 Oct 2008
Joshua D. Coval, Jakub W. Jurek and Erik Stafford
Harvard Business School - Finance Unit, University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 9,914 (885)
Citation 161

Abstract:

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CDO, Structured Finance, Rating Agency

3.

Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting

Number of pages: 62 Posted: 25 Jan 2016 Last Revised: 06 Feb 2021
Erik Stafford
Harvard Business School - Finance Unit
Downloads 4,431 (3,538)
Citation 19

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Private Equity; Value Investing; Endowments; Investment Management; Asset Pricing

4.

The Cost of Capital for Alternative Investments

Downloads 3,659 ( 4,903)
Citation 32

The Cost of Capital for Alternative Investments

Harvard Business School Working Paper No. 1910719
Number of pages: 47 Posted: 14 Jan 2013 Last Revised: 03 Sep 2015
Jakub W. Jurek and Erik Stafford
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 3,578 (4,996)
Citation 3

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hedge funds, downside risk, replication, performance evaluation, risk management, endowment model

The Cost of Capital for Alternative Investments

NBER Working Paper No. w19643
Number of pages: 50 Posted: 16 Nov 2013 Last Revised: 05 Mar 2023
Jakub W. Jurek and Erik Stafford
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 81 (483,271)
Citation 10

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5.

Managerial Decisions and Long-Term Stock Price Performance

CRSP Working Paper No. 453
Number of pages: 57 Posted: 01 Jun 1998
Mark L. Mitchell and Erik Stafford
University of Chicago - Booth School of Business and Harvard Business School - Finance Unit
Downloads 3,032 (6,712)
Citation 103

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6.

Economic Catastrophe Bonds

HBS Finance Working Paper No. 07-102
Number of pages: 46 Posted: 26 Jun 2007 Last Revised: 13 Apr 2008
Joshua D. Coval, Jakub W. Jurek and Erik Stafford
Harvard Business School - Finance Unit, University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 3,000 (6,812)
Citation 110

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bond pricing, structured finance, credit derivatives, collateralized debt obligation (CDO), state price density, Arrow-Debreu

7.

Price Pressure Around Mergers

Harvard NOM Working Paper No. 02-22, HBS Finance Working Paper No. 03-029
Number of pages: 40 Posted: 25 Jul 2002
Mark L. Mitchell, Todd C. Pulvino and Erik Stafford
University of Chicago - Booth School of Business, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 2,856 (7,356)
Citation 48

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Mergers, Short-selling, Arbitrage, Price Pressure, Downward Sloping Demand Curves

8.

Limited Arbitrage in Equity Markets

Harvard Business School Working Paper No. 01-069, HBS Finance Working Paper No. 01-069
Number of pages: 43 Posted: 01 May 2001
Mark L. Mitchell, Todd C. Pulvino and Erik Stafford
University of Chicago - Booth School of Business, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 2,772 (7,694)
Citation 44

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9.

Investigating the Economic Role of Mergers

Number of pages: 44 Posted: 12 Jan 1998
Gregor Andrade and Erik Stafford
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
Downloads 2,483 (9,168)
Citation 35

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10.

Asset Fire Sales (and Purchases) in Equity Markets

Downloads 1,680 (17,024)
Citation 426

Asset Fire Sales (and Purchases) in Equity Markets

Number of pages: 42 Posted: 05 May 2005
Joshua D. Coval and Erik Stafford
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
Downloads 1,413 (21,820)

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Mutual fund flows, financial distress, price pressure

Asset Fire Sales (and Purchases) in Equity Markets

NBER Working Paper No. w11357
Number of pages: 43 Posted: 21 Jun 2005 Last Revised: 15 Jul 2022
Joshua D. Coval and Erik Stafford
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
Downloads 267 (182,577)
Citation 78

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11.

Do Banks Have an Edge?

Number of pages: 55 Posted: 03 Jan 2018 Last Revised: 12 Nov 2019
Juliane Begenau and Erik Stafford
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 1,486 (20,558)
Citation 9

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Banking, Efficiency, Bank Deposits, Bank Funding Advantage, Leverage, Maturity Transformation, Replicating Portfolio

12.

Uniform Rate Setting and the Deposit Channel

Number of pages: 43 Posted: 21 Jun 2022
Juliane Begenau and Erik Stafford
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 888 (43,314)

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Deposit Market Power, Deposit Channel, Monetary Policy Transmission, Rate Setting

13.

Deriving by Doing: A New Approach to Teaching Finance

Number of pages: 8 Posted: 25 Jun 2007
Joshua D. Coval, Jonathan Gadzik and Erik Stafford
Harvard Business School - Finance Unit, upTick Learning and Harvard Business School - Finance Unit
Downloads 877 (44,040)

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simulations, teaching finance, education

14.

The Price of Immediacy

HBS Finance Working Paper No. 07-017
Number of pages: 39 Posted: 03 Oct 2006
George Chacko, Jakub W. Jurek and Erik Stafford
Santa Clara University - Finance Department, University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 788 (50,989)
Citation 13

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Liquidity, transaction cost, limit order, American option, early exercise

15.

Haircut Dynamics

Downloads 743 (55,166)
Citation 1

Haircut Dynamics

Number of pages: 42 Posted: 15 Aug 2010 Last Revised: 08 Oct 2012
Jakub W. Jurek and Erik Stafford
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 693 (59,668)

Abstract:

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Repo, Collateral, Crashes, Financing, Securitized

Crashes and Collateralized Lending

NBER Working Paper No. w17422
Number of pages: 45 Posted: 21 Sep 2011 Last Revised: 08 Feb 2023
Jakub W. Jurek and Erik Stafford
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 50 (623,579)

Abstract:

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16.

Unstable Inference from Banks' Stable Net Interest Margins

Number of pages: 56 Posted: 21 Jun 2022
Juliane Begenau and Erik Stafford
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 252 (194,313)
Citation 1

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Banks, Net-Interest Margins, Interest Rate Risk, Hedging

17.

Harvard Management Company (2010)

Harvard Business School Finance Case No. 211-004
Posted: 17 Feb 2012
André Perold and Erik Stafford
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit

Abstract:

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18.

2006 Hurricane Risk

HBS Case No.: 207-075
Posted: 22 Sep 2008
Erik Stafford and André Perold
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit

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