Author Page for Jennie Bai

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

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Citation 2

Abstract:

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 64 (377,950)

Citation 18

Abstract:

4.

Measuring Liquidity Mismatch in the Banking Sector

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Citation 24

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 1,132 (19,484)

Citation 14

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 27 (535,766)

Citation 7

Abstract:

5.

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

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 1,083 (21,206)

Citation 33

Abstract:

6.

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

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Citation 4

Abstract:

7.

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 759 (35,143)

Citation 16

Abstract:

8.

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

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Citation 13

Abstract:

9.

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

Georgetown McDonough School of Business Research Paper No. 2692251

Number of pages: 45 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)

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Citation 3

Abstract:

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 UC Riverside

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Citation 8

Abstract:

11.

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

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Citation 6

Abstract:

12.

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

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Citation 7

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

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 136 (230,105)

Citation 1

Abstract:

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 (285,166)

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Abstract:

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 12 (640,610)

Abstract:

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 239 (139,303)

Abstract:

14.

Cross-Asset Information Synergy in Mutual Fund Families

Georgetown McDonough School of Business Research Paper No. 3163135

Number of pages: 56 Posted: 02 May 2018 Last Revised: 24 Dec 2019

Jun Kyung Auh and Jennie Bai

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

Downloads 227 (146,473)

Citation 2

Abstract:

15.

Is the Credit Spread Puzzle a Myth?

Georgetown McDonough School of Business Research Paper

Number of pages: 67 Posted: 22 Oct 2018 Last Revised: 07 Dec 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 224 (148,399)

Citation 5

Abstract:

16.

Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

Downloads 151 (210,936)

2

Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

Georgetown McDonough School of Business Research Paper No. 3401231

Number of pages: 65 Posted: 21 Jun 2019 Last Revised: 09 Jun 2020

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 142 (222,241)

Abstract:

Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

NBER Working Paper No. w25995

Number of pages: 63 Posted: 26 Jun 2019

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

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Abstract:

17.

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: 26 Feb 2020

Jennie Bai, Jia Guo and Benjamin R. Mandel

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

Downloads 118 (255,752)

Citation 1

Abstract:

18.

Cross-Asset Information Synergy in Mutual Fund Families

NBER Working Paper No. w26626

Number of pages: 56 Posted: 06 Jan 2020

Jun Kyung Auh and Jennie Bai

Yonsei University - School of Business and Georgetown University - Department of Finance

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Jennie Bai

Georgetown University - Department of Finance

National Bureau of Economic Research (NBER)

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Scholarly Papers (18)

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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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Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

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Cross-Asset Information Synergy in Mutual Fund Families

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