Author Page for Jennie Bai

1.

The CDS-Bond Basis

Georgetown McDonough School of Business Research Paper No. 2024531

Number of pages: 41 Posted: 20 Mar 2012 Last Revised: 21 Sep 2018

Jennie Bai and Pierre Collin-Dufresne

Georgetown University - Department of Finance and Ecole Polytechnique Fédérale de Lausanne

Downloads 2,329 (5,031)

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2.

Have Financial Markets Become More Informative?

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Citation 1

2

Have Financial Markets Become More Informative?

Journal of Financial Economics (JFE), Vol. 122, No. 3, 2016

Number of pages: 70 Posted: 13 Nov 2012 Last Revised: 19 Feb 2017

Jennie Bai, Thomas Philippon and Alexi Savov

Georgetown University - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Downloads 1,151 (15,671)

Citation 1

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Have Financial Markets Become More Informative?

NBER Working Paper No. w19728

Number of pages: 70 Posted: 29 May 2014

Jennie Bai, Thomas Philippon and Alexi Savov

Georgetown University - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Downloads 58 (342,003)

Citation 1

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3.

The Funding Cost of Chinese Local Government Debt

Georgetown McDonough School of Business Research Paper No. 2603022, PBCSF-NIFR Research Paper No. 15-02

Number of pages: 48 Posted: 07 May 2015 Last Revised: 19 Jul 2018

Jennie Bai and Hao Zhou

Georgetown University - Department of Finance and Tsinghua University - PBC School of Finance

Downloads 1,126 (16,506)

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4.

Measuring Liquidity Mismatch in the Banking Sector

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Citation 1

2

Measuring Liquidity Mismatch in the Banking Sector

Journal of Finance, Forthcoming

Number of pages: 61 Posted: 22 Oct 2013 Last Revised: 05 Nov 2017

Jennie Bai, Arvind Krishnamurthy and Charles-Henri Weymuller

Georgetown University - Department of Finance, Northwestern University - Kellogg School of Management and Harvard University

Downloads 1,027 (18,541)

Citation 1

Abstract:

Measuring Liquidity Mismatch in the Banking Sector

NBER Working Paper No. w22729

Number of pages: 66 Posted: 10 Oct 2016

Arvind Krishnamurthy, Jennie Bai and Charles-Henri Weymuller

Stanford Graduate School of Business, Georgetown University - Department of Finance and Sciences Po

Downloads 14 (539,697)

Citation 1

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5.

Equity Premium Predictions with Adaptive Macro Indexes

FRB of New York Staff Report No. 475

Number of pages: 47 Posted: 16 Oct 2010

Jennie Bai

Georgetown University - Department of Finance

Downloads 796 (27,473)

Citation 3

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6.

Anchoring Credit Default Swap Spreads to Firm Fundamentals

Journal of Financial and Quantitative Analysis (JFQA), Vol. 51, No. 5, 2016

Number of pages: 59 Posted: 15 Mar 2012 Last Revised: 29 Jul 2018

Jennie Bai and Liuren Wu

Georgetown University - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business

Downloads 643 (36,709)

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7.

Common Risk Factors in the Cross-Section of Corporate Bond Returns

Journal of Financial Economics, Forthcoming, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital

Number of pages: 75 Posted: 03 Oct 2016 Last Revised: 12 Feb 2018

Jennie Bai, Turan G. Bali and Quan Wen

Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance

Downloads 622 (38,436)

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8.

Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

Georgetown McDonough School of Business Research Paper No. 2548562

Number of pages: 75 Posted: 14 Jan 2015 Last Revised: 11 Nov 2016

Jennie Bai, Turan G. Bali and Quan Wen

Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance

Downloads 619 (38,605)

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9.

Safe Asset Shortages: Evidence from the European Government Bond Lending Market

Georgetown McDonough School of Business Research Paper No. 2692251

Number of pages: 50 Posted: 19 Nov 2015 Last Revised: 17 Aug 2018

Reena Aggarwal, Jennie Bai and Luc Laeven

Georgetown University - Robert Emmett McDonough School of Business, Georgetown University - Department of Finance and European Central Bank (ECB)

Downloads 397 (67,481)

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10.

On Bounding Credit-Event Risk Premia

AFA

Number of pages: 48 Posted: 13 Nov 2012 Last Revised: 23 Jul 2018

Jennie Bai, Pierre Collin-Dufresne, Robert S. Goldstein and Jean Helwege

Georgetown University - Department of Finance, Ecole Polytechnique Fédérale de Lausanne, University of Minnesota - Twin Cities - Carlson School of Management and University of South Carolina

Downloads 279 (100,668)

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11.

When is There a Strong Transfer Risk from the Sovereigns to the Corporates? -- Property Rights Gaps and CDS Spreads

Downloads 236 (119,656)

Citation 1

3

When is There a Strong Transfer Risk from the Sovereigns to the Corporates? -- Property Rights Gaps and CDS Spreads

CEPR Discussion Paper No. DP9252 , Columbia Business School Research Paper No. 14-12

Number of pages: 36 Posted: 03 Mar 2014 Last Revised: 19 Jul 2018

Jennie Bai and Shang-Jin Wei

Georgetown University - Department of Finance and Columbia Business School - Finance and Economics

Downloads 125 (210,457)

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When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads

CEPR Discussion Paper No. DP9252

Number of pages: 45 Posted: 01 Feb 2013

Jennie Bai and Shang-Jin Wei

Georgetown University - Department of Finance and Columbia Business School - Finance and Economics

Downloads 102 (244,395)

Citation 1

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When is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads

NBER Working Paper No. w18600

Number of pages: 43 Posted: 28 Apr 2014

Jennie Bai and Shang-Jin Wei

Georgetown University - Department of Finance and Columbia Business School - Finance and Economics

Downloads 9 (570,376)

Citation 1

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12.

The Microstructure of China's Government Bond Market

FRB of New York Staff Report No. 622

Number of pages: 45 Posted: 04 Jun 2013 Last Revised: 14 Aug 2013

Jennie Bai, Michael J. Fleming and Casidhe Horan

Georgetown University - Department of Finance, Federal Reserve Bank of New York and The Stephen M. Ross School of Business at the University of Michigan

Downloads 225 (125,491)

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13.

The Leverage Effect and the Basket-Index Put Spread

Journal of Financial Economics (JFE), 2018

Number of pages: 63 Posted: 28 May 2017 Last Revised: 19 Jul 2018

Jennie Bai, Robert S. Goldstein and Fan Yang

Georgetown University - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance

Downloads 171 (161,902)

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14.

Going Global: Markups and Product Quality in the Chinese Art Market

Georgetown McDonough School of Business Research Paper No. 2456843

Number of pages: 42 Posted: 22 Oct 2013 Last Revised: 06 Aug 2014

Jennie Bai, Jia Guo and Benjamin R. Mandel

Georgetown University - Department of Finance, Columbia University and Federal Reserve Bank of New York

Downloads 90 (263,773)

Abstract:

15.

Cross-Asset Information Synergy in Mutual Fund Families

Georgetown McDonough School of Business Research Paper No. 3163135

Number of pages: 49 Posted: 02 May 2018 Last Revised: 04 Sep 2018

Jun Kyung Auh and Jennie Bai

Georgetown University - Department of Finance and Georgetown University - Department of Finance

Downloads 60 (331,716)

Jennie Bai

Georgetown University - Department of Finance

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Scholarly Papers (15)

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When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads

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