Jack Bao

University of Delaware - Department of Finance

Alfred Lerner College of Business and Economics

Newark, DE 19716

United States

SCHOLARLY PAPERS

9

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CITATIONS
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in Total Papers Citations

84

Scholarly Papers (9)

1.

Do Investment Banks Matter for M&A Returns?

Review of Financial Studies, Vol. 24, No. 7, pp. 2286-2315, July 2011, EFA 2007 Ljubljana Meetings Paper
Number of pages: 41 Posted: 21 Dec 2006 Last Revised: 07 Dec 2011
Jack Bao and Alex Edmans
University of Delaware - Department of Finance and London Business School - Institute of Finance and Accounting
Downloads 2,127 (6,301)
Citation 16

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Investment Banking, Persistence, Mergers & Acquisitions

2.

Liquidity of Corporate Bonds

Number of pages: 40 Posted: 25 Mar 2008 Last Revised: 11 Sep 2009
Jack Bao, Jun Pan and Jiang Wang
University of Delaware - Department of Finance, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,661 (9,578)
Citation 59

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The Volcker Rule and Market-Making in Times of Stress

Journal of Financial Economics (JFE), Forthcoming, Fourth Annual Conference on Financial Market Regulation
Number of pages: 50 Posted: 11 Sep 2016 Last Revised: 26 Jan 2018
University of Delaware - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 604 (41,882)

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Volcker Rule, Corporate Bond Illiquidity, Regulation, Capital Commitment, Dealer Inventory, Market-Making, Financial Crisis

The Volcker Rule and Market-Making in Times of Stress

FEDS Working Paper No. 2016-102
Number of pages: 46 Posted: 28 Dec 2016
University of Delaware - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 319 (91,635)

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Volcker Rule, Corporate Bond Illiquidity, Regulation, Capital Commitment, Dealer Inventory, Market-Making, Financial Crisis

4.

Bond Illiquidity and Excess Volatility

AFA 2009 San Francisco Meetings Paper, Charles A. Dice Center Working Paper No. 2010-20; Fisher College of Business Working Paper No. 2010-03-020
Number of pages: 52 Posted: 13 Mar 2008 Last Revised: 19 May 2013
Jack Bao and Jun Pan
University of Delaware - Department of Finance and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 489 (55,652)
Citation 9

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5.

Systemic Default and Return Predictability in the Stock and Bond Markets

Charles A. Dice Center Working Paper No. 2016-2, Fisher College of Business Working Paper No. 2016-03-02
Number of pages: 58 Posted: 27 Jan 2016
Jack Bao, Kewei Hou and Shaojun Zhang
University of Delaware - Department of Finance, Ohio State University (OSU) - Department of Finance and The Ohio State University
Downloads 393 (72,599)

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Systemic risk, Joint default, Predictability, Stock returns, Bond returns

6.

Prices and Volatilities in the Corporate Bond Market

Fisher College of Business Working Paper No. 2015-03-18, Charles A. Dice Center Working Paper No. 2015-18
Number of pages: 63 Posted: 29 Aug 2015
Jack Bao, Jia Chen, Kewei Hou and Lei Lu
University of Delaware - Department of Finance, Peking University - Guanghua School of Management, Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
Downloads 391 (73,022)

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Bond volatility, Yield spreads, Credit risk, Illiquidity, Decomposition

7.

Comovement of Corporate Bonds and Equities

Fisher College of Business Working Paper No. 2013-03-11, Charles A. Dice Center Working Paper No. 2013-11
Number of pages: 45 Posted: 12 Jul 2013
Jack Bao and Kewei Hou
University of Delaware - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 323 (90,996)

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Comovement, Hedge ratios, Structural models of default, Ratings

8.

Why Do Firms Issue Secured Debt?

Number of pages: 59 Posted: 02 Nov 2014 Last Revised: 19 Oct 2016
Jack Bao and Adam C. Kolasinski
University of Delaware - Department of Finance and Texas A&M University - Department of Finance
Downloads 205 (145,114)

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Secured debt, capital structure, risk shifting, debt overhang

9.

De Facto Seniority, Credit Risk, and Corporate Bond Prices

Forthcoming, Review of Financial Studies, Fisher College of Business Working Paper No. 2017– 17
Number of pages: 67 Posted: 08 Sep 2017
Jack Bao and Kewei Hou
University of Delaware - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 99 (261,247)

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Credit Risk, Structural Models of Default, Comovement, Corporate Bonds