Erik Stafford

Harvard Business School - Finance Unit

Associate Professor

Boston, MA 02163

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 325

SSRN RANKINGS

Top 325

in Total Papers Downloads

40,712

CITATIONS
Rank 242

SSRN RANKINGS

Top 242

in Total Papers Citations

1,498

Scholarly Papers (15)

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 8,806 (225)
Citation 460

Abstract:

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 8,683 (371)
Citation 85

Abstract:

CDO, Structured Finance, Rating Agency

3.
Downloads 3,072 ( 2,562)
Citation 1

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 3,043 (2,544)
Citation 1

Abstract:

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 29 (404,369)
Citation 1

Abstract:

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 2,740 (3,007)
Citation 69

Abstract:

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 2,564 (3,396)
Citation 73

Abstract:

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

6.

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 2,485 (3,728)
Citation 107

Abstract:

7.

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 2,256 (4,228)
Citation 91

Abstract:

8.

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 2,045 (4,992)
Citation 401

Abstract:

9.
Downloads 1,368 ( 10,298)
Citation 173

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 1,336 (10,477)
Citation 173

Abstract:

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
Joshua D. Coval and Erik Stafford
Harvard Business School - Finance Unit and Harvard Business School - Finance Unit
Downloads 32 (390,803)
Citation 173

Abstract:

10.

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 749 (24,457)

Abstract:

simulations, teaching finance, education

11.

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 687 (27,803)
Citation 16

Abstract:

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

12.
Downloads 588 ( 35,802)

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 563 (37,386)

Abstract:

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 25 (424,483)

Abstract:

13.

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

Number of pages: 43 Posted: 25 Jan 2016
Erik Stafford
Harvard Business School - Finance Unit
Downloads 0 (13,746)

Abstract:

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

14.

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:

15.

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: