Christopher Hessel

City University of New York

17 Lexington Avenue

New York, NY 10021

United States

SCHOLARLY PAPERS

4

DOWNLOADS

307

CITATIONS

0

Scholarly Papers (4)

1.

Changes in Volatility of Credit Spread and Market Efficiency During Rapid Growth of Credit Related Securities

Number of pages: 23 Posted: 10 Sep 2006
Christopher Hessel and Jun Wang
City University of New York and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 292 (103,075)

Abstract:

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credit spead volatility, market efficiency

2.

Future Economic Information Embedded in High Yield Spreads

Number of pages: 12 Posted: 16 Apr 2019 Last Revised: 18 Apr 2019
Jack Clark Francis, Christopher Hessel and Jun Wang
Zicklin School of Business, Baruch College, City University of New York and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 15 (547,720)

Abstract:

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credit channel theory, collateral, financial accelerator mechanism

3.

Shorting Leveraged ETF Pairs

Journal of Trading, Spring 2018, Baruch College Zicklin School of Business Research Paper No. 2018-02-05, Pace University Finance Research Paper, https://doi.org/10.3905/jot.2018.13.2.069
Posted: 21 May 2019 Last Revised: 09 Aug 2019
Christopher Hessel, Jouahn Nam, Jun Wang, Xing Cunyu and Ge Zhang
City University of New York, Pace University - Lubin School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Southwestern University of Finance and Economics (SWUFE) and William Paterson University - Cotsakos College of Business

Abstract:

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Leveraged ETFs, Dynamic Trading

4.

Portfolios Weighted by Repurchase and Total Payout

Journal of Portfolio Management, Vol. 36, No. 4, 2010, https://doi.org/10.3905/jpm.2010.36.4.077
Posted: 21 May 2019
Jack Clark Francis, Christopher Hessel, Jun Wang and Ge Zhang
Zicklin School of Business, Baruch College, City University of New York, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Long Island University

Abstract:

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Fundamental measures, firm size, share repurchases, total payout, earnings retention