Jack Bao

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 6,852

in Total Papers Downloads

5,074

CITATIONS
Rank 6,219

SSRN RANKINGS

Top 6,219

in Total Papers Citations

80

Scholarly Papers (8)

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
Board of Governors of the Federal Reserve System and London Business School - Institute of Finance and Accounting
Downloads 1,808 (5,466)
Citation 16

Abstract:

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
Board of Governors of the Federal Reserve System, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,360 (8,715)
Citation 55

Abstract:

3.

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
Board of Governors of the Federal Reserve System and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 422 (49,997)
Citation 9

Abstract:

The Volcker Rule and Market-Making in Times of Stress

Number of pages: 49 Posted: 11 Sep 2016 Last Revised: 19 Jan 2017
Board of Governors of the Federal Reserve System, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 217 (110,626)

Abstract:

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
Board of Governors of the Federal Reserve System, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 71 (265,115)

Abstract:

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

5.

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
Board of Governors of the Federal Reserve System and Ohio State University (OSU) - Department of Finance
Downloads 172 (93,330)

Abstract:

Comovement, Hedge ratios, Structural models of default, Ratings

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
Board of Governors of the Federal Reserve System, Peking University - Guanghua School of Management, Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
Downloads 121 (75,925)

Abstract:

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

7.

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
Board of Governors of the Federal Reserve System and Texas A&M, Mays School of Business
Downloads 80 (176,899)

Abstract:

Secured debt, capital structure, risk shifting, debt overhang

8.

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
Board of Governors of the Federal Reserve System, Ohio State University (OSU) - Department of Finance and The Ohio State University
Downloads 0 (105,229)

Abstract:

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