Dilip K. Patro

OCC

Deputy Director, Market Risk Analysis

400 7th Street SW

Washington, DC 20219

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 9,160

SSRN RANKINGS

Top 9,160

in Total Papers Downloads

5,490

SSRN CITATIONS
Rank 23,747

SSRN RANKINGS

Top 23,747

in Total Papers Citations

23

CROSSREF CITATIONS

13

Scholarly Papers (13)

1.

Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas

Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248
Number of pages: 50 Posted: 19 Jul 2014 Last Revised: 16 Jun 2017
Dilip K. Patro, Louis R. Piccotti and Yangru Wu
OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 2,855 (4,496)
Citation 1

Abstract:

Loading...

Closed-end fund puzzle, limits to arbitrage, market efficiency

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Number of pages: 40 Posted: 23 Feb 2001
Dilip K. Patro, Yangru Wu and John K. Wald
OCC, Rutgers University, Newark - School of Business - Department of Finance & Economics and University of Texas at San Antonio
Downloads 605 (47,347)
Citation 1

Abstract:

Loading...

World market risk, determinants of country risk exposure, panel estimation

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Number of pages: 27 Posted: 13 Feb 2003
Dilip K. Patro, Yangru Wu and John K. Wald
OCC, Rutgers University, Newark - School of Business - Department of Finance & Economics and University of Texas at San Antonio
Downloads 25 (551,721)
  • Add to Cart

Abstract:

Loading...

3.

International Mutual Fund Flows

Number of pages: 49 Posted: 26 Oct 2006
Dilip K. Patro
OCC
Downloads 389 (82,610)
Citation 3

Abstract:

Loading...

International capital flows, International Mutual funds, Emerging Markets

4.

A Simple Indicator of Systemic Risk

Number of pages: 43 Posted: 15 Mar 2010
Dilip K. Patro, Min Qi and Xian Sun
OCC, Office of the Comptroller of the Currency - Credit Risk Analysis Division and Johns Hopkins University - Carey Business School
Downloads 387 (83,134)
Citation 10

Abstract:

Loading...

5.

Stock Price Response to Calls of Convertible Bonds: Still a Puzzle

Number of pages: 40 Posted: 04 Jan 2005
Ivan E. Brick, Oded Palmon and Dilip K. Patro
Rutgers Business School, Rutgers Business School and OCC
Downloads 368 (88,176)
Citation 2

Abstract:

Loading...

Convertible bonds, Conversion forcing call, Liquidity pressure, Asymmetric information

6.

Crises, Contagion and Cross-Listings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 51 Posted: 20 Jun 2007
Nandini Chandar, Dilip K. Patro and Ari Yezegel
Drexel University - Department of Accounting and Tax, OCC and Bentley University - Department of Accountancy
Downloads 228 (146,708)
Citation 5

Abstract:

Loading...

Contagion, Cross-Listings, Crisis, Emerging Markets

Stock Market Liberalization and Emerging Market Country Fund Premiums

Number of pages: 41 Posted: 20 Oct 2001
Dilip K. Patro
OCC
Downloads 228 (146,265)
Citation 1

Abstract:

Loading...

Country Funds, Emerging Markets

Abstract:

Loading...

Country Funds, Emerging Markets

Firm Characteristics and the Impact of Emerging Market Liberalizations

Rutgers University Working Paper
Number of pages: 48 Posted: 27 May 2002
Dilip K. Patro and John K. Wald
OCC and University of Texas at San Antonio
Downloads 206 (161,159)
Citation 10

Abstract:

Loading...

liberalization, emerging markets

Firm Characteristics and the Impact of Emerging Market Liberalizations

Posted: 20 Aug 2004
Dilip K. Patro and John K. Wald
OCC and University of Texas at San Antonio

Abstract:

Loading...

9.

Re-Examining the Role of Market Discipline for Bank Supervision: Evidence from the Subprime Crisis

Number of pages: 40 Posted: 20 Apr 2010 Last Revised: 27 Jan 2011
Ajay A. Palvia and Dilip K. Patro
FDIC, Division of Insurance and Research and OCC
Downloads 169 (192,870)
Citation 3

Abstract:

Loading...

Market Discipline, Risk, Bank Supervision

10.

Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession

Number of pages: 44 Posted: 10 May 2018
University of Akron - College of Business Administration - Department of Finance, FDIC, Division of Insurance and Research and OCC
Downloads 30 (507,610)

Abstract:

Loading...

Market discipline, Bank performance, Risk assessment , Book-to-market Ratio

11.

Predictability of Short-Horizon Returns in International Equity Markets

Posted: 03 Jun 2004
Dilip K. Patro and Yangru Wu
OCC and Rutgers University, Newark - School of Business - Department of Finance & Economics

Abstract:

Loading...

International equity markets, Predictability, Variance ratio, Momentum strategies

12.

Explaining Exchange Rate Risk in World Stock Markets: A Panel Approach

Posted: 06 Oct 2002
Dilip K. Patro, John K. Wald and Yangru Wu
OCC, University of Texas at San Antonio and Rutgers University, Newark - School of Business - Department of Finance & Economics

Abstract:

Loading...

Foreign exchange exposure, Determinants of currency risk, Panel estimation

13.

Measuring Performance of International Closed-End Funds

Posted: 29 Aug 2001
Dilip K. Patro
OCC

Abstract:

Loading...

Performance measurement, International closed-end funds, Mutual funds