Erik Stafford

Harvard Business School - Finance Unit

Professor

Boston, MA 02163

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 428

SSRN RANKINGS

Top 428

in Total Papers Downloads

46,315

SSRN CITATIONS
Rank 838

SSRN RANKINGS

Top 838

in Total Papers Citations

728

CROSSREF CITATIONS

484

Scholarly Papers (16)

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, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 12,916 (298)
Citation 144

Abstract:

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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 9,698 (535)
Citation 124

Abstract:

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CDO, Structured Finance, Rating Agency

3.
Downloads 3,419 ( 3,278)
Citation 22

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 3,371 (3,294)
Citation 3

Abstract:

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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
Jakub W. Jurek and Erik Stafford
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 48 (434,486)
Citation 7

Abstract:

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4.

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 2,948 (4,210)
Citation 84

Abstract:

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

5.

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
AQR Capital Management, LLC, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 2,733 (4,789)
Citation 45

Abstract:

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

6.

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

Number of pages: 51 Posted: 25 Jan 2016 Last Revised: 08 Sep 2017
Erik Stafford
Harvard Business School - Finance Unit
Downloads 2,595 (5,220)
Citation 16

Abstract:

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

7.

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
AQR Capital Management, LLC, AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 2,588 (5,257)
Citation 40

Abstract:

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8.

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 2,402 (5,934)
Citation 27

Abstract:

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9.

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
AQR Capital Management, LLC and Harvard Business School - Finance Unit
Downloads 2,203 (6,858)
Citation 54

Abstract:

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10.
Downloads 1,443 ( 13,737)
Citation 190

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 1,379 (14,428)

Abstract:

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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 2010
Joshua D. Coval and Erik Stafford
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
Downloads 64 (378,168)
Citation 177

Abstract:

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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 1,148 (19,451)
Citation 5

Abstract:

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

12.

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 830 (31,160)

Abstract:

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simulations, teaching finance, education

13.

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 737 (36,641)
Citation 6

Abstract:

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

14.
Downloads 655 ( 42,961)
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 625 (45,103)

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
Jakub W. Jurek and Erik Stafford
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit
Downloads 30 (518,438)

Abstract:

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15.

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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16.

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

Abstract:

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