Deniz Anginer

Simon Fraser University (SFU)

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 2,480

SSRN RANKINGS

Top 2,480

in Total Papers Downloads

14,579

SSRN CITATIONS
Rank 3,473

SSRN RANKINGS

Top 3,473

in Total Papers Citations

80

CROSSREF CITATIONS

244

Scholarly Papers (28)

1.

The End of Market Discipline? Investor Expectations of Implicit Government Guarantees

Number of pages: 58 Posted: 19 Nov 2011 Last Revised: 12 Jun 2016
New York University - Leonard N. Stern School of Business, Simon Fraser University (SFU) and Syracuse University - College of Law
Downloads 3,637 (2,805)
Citation 11

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Too big to fail, financial crisis, Dodd-Frank, bailout, implicit guarantee, moral hazard, systemic risk

Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns

Review of Finance, Volume 22, Issue 2, March 2018, Pages 633–660
Number of pages: 52 Posted: 19 Nov 2009 Last Revised: 21 Nov 2019
Deniz Anginer and Çelim Yıldızhan
Simon Fraser University (SFU) and Koç University
Downloads 1,419 (13,216)
Citation 3

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Default risk, systematic default risk, credit risk, distress risk anomaly, bankruptcy, credit spread, asset-pricing anomalies, pricing of default risk, corporate bonds

Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns

World Bank Policy Research Working Paper No. 5319
Number of pages: 50 Posted: 20 Apr 2016
Deniz Anginer and Çelim Yıldızhan
Simon Fraser University (SFU) and Koç University
Downloads 390 (78,192)

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Debt Markets, Mutual Funds, Emerging Markets, Bankruptcy and Resolution of Financial Distress, Deposit Insurance

3.

Affect in a Behavioral Asset Pricing Model

Number of pages: 26 Posted: 17 Feb 2008
Meir Statman, Kenneth L. Fisher and Deniz Anginer
Santa Clara University - Department of Finance, Fisher Investments, Inc. and Simon Fraser University (SFU)
Downloads 1,784 (9,337)
Citation 3

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asset pricing models, market efficiency, behavioral finance, emotions, cognitive biases

4.
Downloads 1,268 ( 16,043)
Citation 51

How Does Bank Competition Affect Systemic Stability?

Journal of Financial Intermediation, Forthcoming
Number of pages: 45 Posted: 13 Mar 2012 Last Revised: 08 Dec 2013
Deniz Anginer, Asli Demirgüç-Kunt and Min Zhu
Simon Fraser University (SFU), World Bank - Development Research Group and City University of Hong Kong (CityUHK)
Downloads 683 (38,464)
Citation 2

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Systemic risk, bank competition, credit risk, merton model, distance to default, default risk, lerner index, bank concentration

How Does Bank Competition Affect Systemic Stability?

World Bank Policy Research Working Paper No. 5981
Number of pages: 41 Posted: 20 Apr 2016
Deniz Anginer, Asli Demirgüç-Kunt and Min Zhu
Simon Fraser University (SFU), World Bank - Development Research Group and City University of Hong Kong (CityUHK)
Downloads 585 (47,332)
Citation 8

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Banks & Banking Reform, Access to Finance, Debt Markets, Financial Intermediation, Emerging Markets

5.

Stocks of Admired Companies and Spurned Ones

SCU Leavey School of Business Research Paper No. 10-02
Number of pages: 17 Posted: 24 Jan 2010
Meir Statman and Deniz Anginer
Santa Clara University - Department of Finance and Simon Fraser University (SFU)
Downloads 1,031 (21,861)
Citation 6

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behavioral finance, investor behavior, efficient market theory, affect

6.

Do Insiders Exploit Anomalies?

Marshall School of Business Working Paper No. 17-1
Number of pages: 60 Posted: 03 Jul 2015 Last Revised: 21 Nov 2018
Deniz Anginer, Gerard Hoberg and H. Nejat Seyhun
Simon Fraser University (SFU), University of Southern California - Marshall School of Business - Finance and Business Economics Department and University of Michigan, Stephen M. Ross School of Business
Downloads 797 (31,635)
Citation 2

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Anomalies, behavioral finance, asset pricing, factor models, market efficiency, insider trading

7.

Stocks of Admired Companies and Despised Ones

Number of pages: 29 Posted: 12 Feb 2007
Deniz Anginer, Kenneth L. Fisher and Meir Statman
Simon Fraser University (SFU), Fisher Investments, Inc. and Santa Clara University - Department of Finance
Downloads 746 (34,625)
Citation 6

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behavioral finance, emotions, cognitive biases, affect, asset pricing models, fortune magazine

Corporate Governance of Banks and Financial Stability

European Banking Center Discussion Paper Series No. 2014-010, CentER Discussion Paper Series No. 2014-053, WBS Finance Group Research Paper No. 223
Number of pages: 55 Posted: 04 Sep 2014 Last Revised: 26 Dec 2019
Simon Fraser University (SFU), World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Downloads 458 (64,566)
Citation 2

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Corporate governance; Bank insolvency; Systemic risk

Corporate Governance and Bank Insolvency Risk: International Evidence

World Bank Policy Research Working Paper No. 7017
Number of pages: 53 Posted: 20 Apr 2016
Simon Fraser University (SFU), World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Downloads 193 (164,659)

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Banking Law, Legal Products, Judicial System Reform, Safety Nets and Transfers, Legislation, Regulatory Regimes, Financial Sector Policy, Anthropology, Gender and Social Development, Banks & Banking Reform, Social Policy, Law Finance and Growth, Legal Reform, Financial Law, Financial Regulation & Supervision

Corporate Governance and Bank Insolvency Risk: International Evidence

CEPR Discussion Paper No. DP10185
Number of pages: 53 Posted: 06 Oct 2014
Simon Fraser University (SFU), World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Downloads 1 (714,598)
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Bank insolvency, Capitalization, Corporate governance, Non-performing loans

How Does Deposit Insurance Affect Bank Risk? Evidence from the Recent Crisis

Journal of Banking and Finance, Forthcoming
Number of pages: 25 Posted: 30 Oct 2012 Last Revised: 08 Dec 2013
Deniz Anginer, Asli Demirgüç-Kunt and Min Zhu
Simon Fraser University (SFU), World Bank - Development Research Group and City University of Hong Kong (CityUHK)
Downloads 316 (99,749)
Citation 6

Abstract:

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bank risk, systemic risk, deposit insurance

How Does Deposit Insurance Affect Bank Risk? Evidence from the Recent Crisis

World Bank Policy Research Working Paper No. 6289
Number of pages: 29 Posted: 20 Apr 2016
Deniz Anginer, Asli Demirgüç-Kunt and Min Zhu
Simon Fraser University (SFU), World Bank - Development Research Group and City University of Hong Kong (CityUHK)
Downloads 187 (169,501)
Citation 7

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Banks & Banking Reform, Debt Markets, Deposit Insurance, Emerging Markets, Bankruptcy and Resolution of Financial Distress

The Chrysler Effect: The Impact of Government Intervention on Borrowing Costs

Journal of Banking and Finance, Forthcoming
Number of pages: 57 Posted: 16 Jul 2010 Last Revised: 05 Nov 2013
Deniz Anginer and A. Joseph Warburton
Simon Fraser University (SFU) and Syracuse University - College of Law
Downloads 338 (92,457)
Citation 4

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Chrysler, General Motors, bankruptcy, TARP, government regulation, bailout, cost of capital

The Chrysler Effect: The Impact of the Chrysler Bailout on Borrowing Costs

World Bank Policy Research Working Paper No. 5462
Number of pages: 48 Posted: 20 Apr 2016
Deniz Anginer and A. Joseph Warburton
Simon Fraser University (SFU) and Syracuse University - College of Law
Downloads 154 (201,129)

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Debt Markets, Bankruptcy and Resolution of Financial Distress, Emerging Markets, Deposit Insurance, Access to Finance

How Does Corporate Governance Affect Bank Capitalization Strategies?

European Banking Center Discussion Paper No. 2013-011, CentER Discussion Paper Series Nol 2013-054, WBS Finance Group Research Paper No. 208
Number of pages: 48 Posted: 07 Oct 2013 Last Revised: 26 Dec 2019
Simon Fraser University (SFU), World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Downloads 234 (136,878)

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Bank capital, Dividend payouts, Corporate governance, Executive compensation

How Does Corporate Governance Affect Bank Capitalization Strategies?

World Bank Policy Research Working Paper No. 6636
Number of pages: 49 Posted: 20 Apr 2016
Simon Fraser University (SFU), World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Downloads 137 (221,489)

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Banks & Banking Reform, Debt Markets, Economic Theory & Research, Investment and Investment Climate, Corporate Law

How Does Corporate Governance Affect Bank Capitalization Strategies?

CEPR Discussion Paper No. DP9674
Number of pages: 50 Posted: 07 Oct 2013
Simon Fraser University (SFU), World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
Downloads 0
Citation 2
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Bank capital, Corporate governance, Dividend payouts, Executive compensation

12.

Bank Capital and Systemic Stability

World Bank Policy Research Working Paper No. 6948
Number of pages: 42 Posted: 20 Apr 2016
Deniz Anginer and Asli Demirgüç-Kunt
Simon Fraser University (SFU) and World Bank - Development Research Group
Downloads 333 (94,609)

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Banks & Banking Reform, Access to Finance, Banking Law, Debt Markets, Financial Intermediation

13.
Downloads 207 (154,397)

Liquidity Clienteles

Number of pages: 46 Posted: 03 Jun 2010 Last Revised: 30 Apr 2011
Deniz Anginer
Simon Fraser University (SFU)
Downloads 119 (247,085)

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Transaction costs, Liquidity, Individual investor

Liquidity Clienteles: Transaction Costs and Investment Decisions of Individual Investors

World Bank Policy Research Working Paper No. 5318
Number of pages: 56 Posted: 20 Apr 2016
Deniz Anginer
Simon Fraser University (SFU)
Downloads 88 (304,186)

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Debt Markets, Mutual Funds, Emerging Markets, Economic Theory & Research, Markets and Market Access

14.

Has the Global Banking System Become More Fragile Over Time?

World Bank Policy Research Working Paper No. 5849
Number of pages: 38 Posted: 20 Apr 2016
Deniz Anginer and Asli Demirgüç-Kunt
Simon Fraser University (SFU) and World Bank - Development Research Group
Downloads 178 (177,280)
Citation 1

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Banks & Banking Reform, Debt Markets, Financial Intermediation, Emerging Markets, Access to Finance

Do Individual Investors Ignore Transaction Costs?

Number of pages: 61 Posted: 26 May 2017 Last Revised: 14 Dec 2018
Deniz Anginer, Xue Han and Çelim Yıldızhan
Simon Fraser University (SFU), San Francisco State University and Koç University
Downloads 107 (266,772)

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individual investors; liquidity; transaction costs; investor attention; behavioral bias

Do Individual Investors Ignore Transaction Costs?

World Bank Policy Research Working Paper No. 8098
Number of pages: 57 Posted: 13 Jun 2017
Deniz Anginer, Xue Han and Çelim Yıldızhan
Simon Fraser University (SFU), San Francisco State University and Koç University
Downloads 39 (458,516)

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16.

Should Size Matter When Regulating Firms? Implications from Backdating of Executive Options

New York University Journal of Legislation and Public Policy, Forthcoming, Ross School of Business Paper
Number of pages: 49 Posted: 10 Apr 2011 Last Revised: 04 Aug 2011
Simon Fraser University (SFU), University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 128 (232,905)

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Exemptions for small firms, Options backdating

17.

Should the CEO Pay Ratio be Regulated?

Anginer, Deniz, Liu, Jinjing, Schipani, Cindy A. and Seyhun, H. Nejat, Should the CEO Pay Ratio Be Regulated? 45 Journal of Corporation Law (Forthcoming)
Number of pages: 45 Posted: 02 Oct 2019 Last Revised: 20 Mar 2020
Simon Fraser University (SFU), The World Bank Research Group, University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 98 (281,676)

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Pay ratio; Pay slice; CEO power; Cost of capital

18.

Bank Runs and Moral Hazard: A Review of Deposit Insurance

World Bank Policy Research Working Paper No. 8589
Number of pages: 31 Posted: 20 Sep 2018 Last Revised: 21 Sep 2018
Deniz Anginer and Asli Demirgüç-Kunt
Simon Fraser University (SFU) and World Bank - Development Research Group
Downloads 76 (329,408)

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Deposit Insurance, Financial Structures, Banks & Banking Reform, Judicial System Reform, Economic Growth

19.

Risk Absorption by the State: When is it Good Public Policy?

World Bank Policy Research Working Paper No. 5893
Number of pages: 31 Posted: 20 Apr 2016
Deniz Anginer, Augusto de la Torre and Alain Ize
Simon Fraser University (SFU), Columbia University, SIPA and World Bank
Downloads 72 (339,623)

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Debt Markets, Banks & Banking Reform, Access to Finance, Insurance & Risk Mitigation, Labor Policies

20.

Value and Momentum in Anomalies

Number of pages: 63 Posted: 09 Mar 2020
Deniz Anginer, Sugata Ray, H. Nejat Seyhun and Luqi Xu
Simon Fraser University (SFU), University of Alabama - Department of Economics, Finance and Legal Studies, University of Michigan, Stephen M. Ross School of Business and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 57 (386,378)

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Anomaly, Momentum, value effect

21.

Bank Regulation and Supervision Ten Years after the Global Financial Crisis

World Bank Policy Research Working Paper No. 9044
Number of pages: 63 Posted: 15 Nov 2019 Last Revised: 26 Feb 2020
Simon Fraser University (SFU), Sabanc? University, World Bank - Development Research Group (DECRG), World Bank - Development Research Group and World Bank - Development Research Group (DECRG)
Downloads 48 (413,677)

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22.

Risk-Bearing by the State: When Is It Good Policy?

Journal of Financial Stability, Vol. 10, p. 74, 2014
Number of pages: 11 Posted: 30 Nov 2014
Deniz Anginer, Augusto de la Torre and Alain Ize
Simon Fraser University (SFU), Columbia University, SIPA and World Bank
Downloads 48 (413,677)

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partial credit guarantees, development banks, risk premia, financial intermediaries, lender of last resort, public guarantees, public risk absorption, Arrow-Lind theorem

23.

Foreign Bank Subsidiaries'Default Risk During the Global Crisis: What Factors Help Insulate Affiliates from Their Parents?

World Bank Policy Research Working Paper No. 7053
Number of pages: 45 Posted: 20 Apr 2016
Simon Fraser University (SFU), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 43 (432,539)

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Economic Insecurity

24.

Is Short-Term Debt a Substitute or a Complement to Good Governance?

World Bank Policy Research Working Paper No. 9022
Number of pages: 40 Posted: 15 Nov 2019
Simon Fraser University (SFU), World Bank - Development Research Group, Virginia Polytechnic Institute & State University and Sabanci University
Downloads 24 (522,439)

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Inflation, Social Policy, Judicial System Reform, Legal Reform, Regulatory Regimes, Legislation, Legal Products, Civic Participation and Corporate Governance, Corporate Governance, Multinational & Corporate Governance, Capital Flows, Capital Markets and Capital Flows, International Trade and Trade Rules, Economic Growth

25.

Foreign Bank Subsidiaries' Default Risk During the Global Crisis: What Factors Help Insulate Affiliates from Their Parents?

IMF Working Paper No. 16/109
Number of pages: 32 Posted: 09 Dec 2016
Simon Fraser University (SFU), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 18 (558,979)
Citation 4

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Foreign banks, Default, Financial risk, Cross-border banking, Bank regulations, Developing countries, Global Financial Crisis 2008-2009, Banking crises, default risk, ring-fencing, bank subsidiaries, distance to default, Mertonmodel.

26.

Bank Capital and Risk in Europe and Central Asia Ten Years after the Crisis

World Bank Policy Research Working Paper No. 9138
Number of pages: 37 Posted: 31 Jan 2020 Last Revised: 01 Feb 2020
Simon Fraser University (SFU), World Bank - Development Research Group and World Bank - Development Research Group (DECRG)
Downloads 13 (590,599)

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Firm Reputation and the Cost of Debt Capital

Posted: 29 Jun 2011 Last Revised: 01 Feb 2019
Simon Fraser University (SFU), Virginia Polytechnic Institute & State University, Syracuse University - College of Law and Koç University

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firm reputation, firm intangibles, covenant restrictions, bankruptcy risk, cost of debt

Firm Reputation and the Cost of Debt Capital

Posted: 18 Mar 2012 Last Revised: 22 May 2017
Simon Fraser University (SFU), Virginia Polytechnic Institute & State University, Syracuse University - College of Law and Koç University

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Cost of debt and firm reputation, cost of capital and firm reputation, credit risk and firm reputation, cost of debt and firm intangibles, covenant restrictions and firm reputation, fraud and firm reputation, bankruptcy risk and firm reputation

28.

Perspectives-Affect in a Behavioral Asset-Pricing Model

Financial Analysts Journal, Vol. 64, No. 2, 2008
Posted: 18 May 2008
Meir Statman, Kenneth L. Fisher and Deniz Anginer
Santa Clara University - Department of Finance, Fisher Investments, Inc. and Simon Fraser University (SFU)

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Equity Investments, Fundamental Analysis and Valuation Models, Investment Theory, CAPM, APT, and Other Pricing Theories, Behavioral Finance