Iulian Obreja

SEC

Financial Economist

450 Fifth Street, NW

Washington, DC 20549-1105

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 29,443

SSRN RANKINGS

Top 29,443

in Total Papers Downloads

1,784

SSRN CITATIONS
Rank 16,068

SSRN RANKINGS

Top 16,068

in Total Papers Citations

7

CROSSREF CITATIONS

57

Scholarly Papers (7)

1.

Employment, Corporate Investment and Cash Flow Uncertainty

Number of pages: 46 Posted: 08 Sep 2011 Last Revised: 02 May 2013
Sanjai Bhagat and Iulian Obreja
University of Colorado at Boulder - Department of Finance and SEC
Downloads 566 (53,510)
Citation 4

Abstract:

Loading...

corporate investment, uncertainty, intangible capital, employment

2.

Default Risk Premia and Asset Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 62 Posted: 19 Mar 2006 Last Revised: 06 Apr 2008
Antje Berndt, Aziz A. Lookman and Iulian Obreja
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Moody's Research Labs and SEC
Downloads 494 (63,574)
Citation 17

Abstract:

Loading...

default risk premia, asset pricing across multiple markets

3.

Book-to-Market Equity, Financial Leverage and the Cross-Section of Stock Returns

Number of pages: 50 Posted: 05 Oct 2010
Iulian Obreja
SEC
Downloads 299 (113,750)
Citation 8

Abstract:

Loading...

book leverage, market leverage, investment, stock returns, book-to-market equity, time-varying market price of risk

4.

The Pricing of Risk in European Credit and Corporate Bond Markets

ECB Working Paper No. 805
Number of pages: 53 Posted: 22 Aug 2007
Antje Berndt and Iulian Obreja
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics and SEC
Downloads 205 (165,667)

Abstract:

Loading...

Credit default swap, default risk premium, European credit market, European corporate bond markets, risk factors

5.

Decomposing the Returns on European Corporate Debt

ECB Working Paper No. 805
Number of pages: 48 Posted: 25 Mar 2008 Last Revised: 07 Apr 2008
Antje Berndt and Iulian Obreja
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics and SEC
Downloads 130 (244,188)
Citation 3

Abstract:

Loading...

European credit and bond markets, decomposing returns, risk factors

Strategic Behavior in Capital Markets and Asset Prices

Number of pages: 44 Posted: 01 Nov 2010 Last Revised: 14 Nov 2010
Iulian Obreja
SEC
Downloads 30 (531,435)

Abstract:

Loading...

competitive financial systems, concentrated financial systems, imperfect competition, housing prices, bailouts

Strategic Behavior in Capital Markets and Asset Prices

Number of pages: 44 Posted: 16 Mar 2011
Iulian Obreja
SEC
Downloads 23 (576,456)

Abstract:

Loading...

financial crises, endogenous borrowing constraints, asset prices bubbles, imperfect competition banking sector

7.

Employment, Corporate Investment and Cash Flow Risk

Alnahedh, S., Bhagat, S., & Obreja, I. (2019). Employment, Corporate Investment, and Cash-Flow Risk. Journal of Financial and Quantitative Analysis, 54(4), 1855-1898. doi:10.1017/S0022109019000437
Number of pages: 92 Posted: 06 Oct 2019
Saad Alnahedh, Sanjai Bhagat and Iulian Obreja
University of Colorado at Boulder - Department of Finance, University of Colorado at Boulder - Department of Finance and SEC
Downloads 37 (483,731)

Abstract:

Loading...

Cash Flow Uncertainty, Investment, Employment, Investment Opportunity