Ben J. Sopranzetti

Rutgers Business School: Newark and New Brunswick

Associate Professor

100 Rockafeller Rd

Piscataway, NJ 08854

United States

SCHOLARLY PAPERS

9

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Top 30,529

in Total Papers Downloads

1,667

SSRN CITATIONS
Rank 43,706

SSRN RANKINGS

Top 43,706

in Total Papers Citations

2

CROSSREF CITATIONS

12

Scholarly Papers (9)

1.

Liquidity, Leverage, and Lehman: A Structural Analysis of Financial Institutions in Crisis

Journal of Banking and Finance, August 2014, Volume 45: pp. 117-139, Fordham University Schools of Business Research Paper No. 2279686
Number of pages: 77 Posted: 16 Jun 2013 Last Revised: 07 Mar 2015
Fordham University - Gabelli School of Business, Fordham University - Gabelli School of Business, Claremont Colleges - Peter F. Drucker Graduate School of Management and Rutgers Business School: Newark and New Brunswick
Downloads 1,315 (15,909)
Citation 1

Abstract:

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Structural credit risk models, Financial crisis, Risk management, Lehman Brothers, Default probability, Liquidity

2.

Clustering in Real Estate Prices: Determinants and Consequences

Journal of Real Estate Research, Vol. 26, No. 2, 2004
Number of pages: 22 Posted: 03 Jan 2007
Oded Palmon, Barton A. Smith and Ben J. Sopranzetti
Rutgers Business School, University of Houston - Department of Economics and Rutgers Business School: Newark and New Brunswick
Downloads 156 (206,199)
Citation 1

Abstract:

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price clustering, list price, transaction price, price estimate

3.

Inventory Management and Endogenous Demand: The Role of Customer Referrals, Defections, and Bankruptcy

Number of pages: 26 Posted: 16 Jun 2013 Last Revised: 30 Jul 2013
Oleg Sokolinskiy and Ben J. Sopranzetti
Rutgers Business School - Newark and New Brunswick and Rutgers Business School: Newark and New Brunswick
Downloads 91 (306,309)
Citation 1

Abstract:

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Inventory Management, Stochastic Endogenous Demand, Backorders, Lost Sales, Optimization, Profit Maximization, Market Share, Customer Satisfaction

4.

The Predictive Power of Tail Risk Premia on Individual Stock Returns

30th Annual Conference on Financial Economics and Accounting at NYU Stern
Number of pages: 47 Posted: 15 Mar 2018 Last Revised: 07 Jul 2020
Victor Chow, Jingrui (Victoria) Li and Ben J. Sopranzetti
West Virginia University - Department of Finance, Tulane University - A.B. Freeman School of Business and Rutgers Business School: Newark and New Brunswick
Downloads 67 (368,957)

Abstract:

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tail risk, asymmetry, cross-section of stock returns, return prediction, empirical asset pricing

5.

Government Intervention in Security Markets: Evidence of Contagion, Speculation, and Informed Trading

Number of pages: 30 Posted: 14 Aug 2018 Last Revised: 09 Sep 2019
Phat V. Luong and Ben J. Sopranzetti
SUNY Polytechnic Institute, College of Business Management and Rutgers Business School: Newark and New Brunswick
Downloads 23 (547,238)

Abstract:

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steel futures market, market microstructure, informed trading, government intervention

6.

Asymmetry-Risk and Stochastic Dominance Asset Pricing

Number of pages: 70 Posted: 19 Aug 2019 Last Revised: 29 Jun 2020
Victor Chow, Ben J. Sopranzetti and Zhan Wang
West Virginia University - Department of Finance, Rutgers Business School: Newark and New Brunswick and West Virginia University, College of Business & Economics, Department of Finance, Students
Downloads 15 (598,402)

Abstract:

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Volatility Asymmetry, Stochastic Dominance, Asset Pricing, CAPM

7.

Financial Reforms and The Differential Impact of Foreign versus Domestic Banking Relationships on Firm Value

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Chapter 25, ed. by Cheng-Few Lee, World Scientific Publishing Co. Ltd. ISBN: 978-981-12-0238-4
Posted: 06 May 2020
Hai-Chin Yu, Cheng-Few Lee and Ben J. Sopranzetti
Chung Yuan Christian University, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Rutgers Business School: Newark and New Brunswick

Abstract:

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foreign bank relationships, foreign bank debt, financial reform

8.

Banking Relationships, Managerial Incentives, Board Monitoring and Corporate Cash Holdings: An Emerging Market Perspective

Review of Quantitative Finance and Accounting, volume 44, pages 353–378. (2015)
Posted: 05 May 2020
Hai-Chin Yu, Ben J. Sopranzetti and Cheng-Few Lee
Chung Yuan Christian University, Rutgers Business School: Newark and New Brunswick and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

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Bank monitoring, Managerial ownership, Banking relationship, Corporate governance, Cash holdings

9.

Multiple Banking Relationships, Managerial Ownership Concentration and Firm Value: A Simultaneous Equations Approach

The Quarterly Review of Economics and Finance, 52 (2012), 286-297. , Quarterly Review of Economics and Finance, Vol. 52, 2012
Posted: 27 Jan 2004 Last Revised: 09 Apr 2020
Hai-Chin Yu, Ben J. Sopranzetti and Cheng-Few Lee
Chung Yuan Christian University, Rutgers Business School: Newark and New Brunswick and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

Abstract:

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Bank Monitoring, Bank Relationships, Managerial Incentive, Corporate Governance.