Mehdi Beyhaghi

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

14

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2,915

SSRN CITATIONS
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Top 40,516

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (14)

1.

Modern Portfolio Theory and Risk Management: Assumptions and Unintended Consequences

Number of pages: 36 Posted: 07 Sep 2011
James P. Hawley and Mehdi Beyhaghi
Saint Mary's College of California; TruValue Labs and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 1,413 (19,346)

Abstract:

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Prudent Investor Standard, Modern Portfolio Theory, Risk Management, Pension Funds, Portfolio Management, Herding and Widespread Adoption, Unintended Consequences, Model Assumptions

2.

The Cross-Section of Expected Returns in the Secondary Corporate Loan Market

Review of Asset Pricing Studies, Forthcoming
Number of pages: 40 Posted: 15 Feb 2018
Mehdi Beyhaghi and Sina Ehsani
Federal Reserve Banks - Federal Reserve Bank of Richmond and Northern Illinois University
Downloads 195 (216,156)
Citation 5

Abstract:

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Default risk, Expected return, Momentum, Secondary corporate loan market

3.

Bank Loan Markups and Adverse Selection

Number of pages: 52 Posted: 01 Dec 2020 Last Revised: 09 Jun 2022
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Texas at Austin and McGill University
Downloads 178 (233,909)

Abstract:

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bank loans, adverse selection, market power

4.

Institutional Investors and Loan Dynamics: Evidence from Loan Renegotiations

Number of pages: 63 Posted: 21 Jun 2017 Last Revised: 06 Apr 2019
Mehdi Beyhaghi, Ca Nguyen and John K. Wald
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Arkansas Fort Smith and University of Texas at San Antonio
Downloads 175 (237,338)
Citation 3

Abstract:

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Nonbank Institutional Investors, Loan Renegotiation, Loan Path, Syndicated Loans, Funding Risk

5.

International Lending: The Role of Lender’s Home Country

Journal of Money, Credit and Banking, Volume 53 Issue 6
Number of pages: 66 Posted: 10 May 2018 Last Revised: 24 Aug 2021
Mehdi Beyhaghi, Rui Dai, Anthony Saunders and John K. Wald
Federal Reserve Banks - Federal Reserve Bank of Richmond, Wharton Research Data Services (WRDS), New York University - Leonard N. Stern School of Business and University of Texas at San Antonio
Downloads 167 (246,852)

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International Finance, Multinational Loans, Cross-Border, Creditor Rights

6.

Do Tighter Loan Covenants Signal Improved Future Corporate Results? The Case of Performance Pricing Covenants

Financial Management, Forthcoming, Pace University Finance Research Paper No. 2013/03
Number of pages: 50 Posted: 22 Apr 2013 Last Revised: 27 Aug 2019
Federal Reserve Banks - Federal Reserve Bank of Richmond, NIDA Business School, Pace University - Lubin School of Business - Department of Finance and Economics and York University - Schulich School of Business
Downloads 167 (246,852)
Citation 1

Abstract:

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Covenants, Performance pricing, Loan pricing, Tight covenant, Loan announcement

7.

Why and How Do Banks Lay off Credit Risk? The Choice between Retention, Loan Sales and Credit Default Swaps

28th Australasian Finance and Banking Conference
Number of pages: 68 Posted: 19 Aug 2015 Last Revised: 28 Jul 2016
Mehdi Beyhaghi, Nadia Massoud and Anthony Saunders
Federal Reserve Banks - Federal Reserve Bank of Richmond, Melbourne Business School, University of Melbourne and New York University - Leonard N. Stern School of Business
Downloads 166 (248,119)
Citation 4

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Credit Risk Transfer, Loan Sales, Credit Default Swaps, Financial and Regulatory Constraints

8.

Third-Party Credit Guarantees and the Cost of Debt: Evidence from Corporate Loans

Number of pages: 45 Posted: 10 Dec 2019 Last Revised: 01 Apr 2021
Mehdi Beyhaghi
Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 127 (306,806)
Citation 1

Abstract:

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Credit Guarantee, Collateral, FR-Y14Q, Cost of Debt, Loan Performance

9.

Components of Credit Rationing

Journal of Financial Stability, Vol. 50, No. 100762, 2020
Number of pages: 43 Posted: 11 Nov 2019 Last Revised: 27 Aug 2020
Federal Reserve Banks - Federal Reserve Bank of Richmond, University of Texas at San Antonio - College of Business - Department of Economics, Loyola University of Chicago and Ryerson University - Ted Rogers School of Management
Downloads 116 (327,435)

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asymmetric information; credit risk; incentive compatibility; optimal contracts

10.

Calculating Returns in the Secondary Corporate Loan Market

Number of pages: 5 Posted: 16 Jul 2019
Mehdi Beyhaghi and Sina Ehsani
Federal Reserve Banks - Federal Reserve Bank of Richmond and Northern Illinois University
Downloads 64 (467,680)

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loan trading, secondary loan market, loan return

11.

Creditor Control Rights and Borrower Protection: The Role of Borrower Consent Clause in Private Debt Contracts

Number of pages: 52 Posted: 18 Sep 2019
Mehdi Beyhaghi, Saiying Deng and Yutao Li
Federal Reserve Banks - Federal Reserve Bank of Richmond, Kent State University and University of Lethbridge
Downloads 57 (494,387)
Citation 1

Abstract:

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Borrower consent clause; Creditor control rights, Loan assignment, Secondary loan market, Incomplete contracting

12.

Funding Advantage and Market Discipline in the Canadian Banking Sector

Journal of Banking and Finance, Vol. 48, 2014
Number of pages: 47 Posted: 08 Sep 2013 Last Revised: 07 Nov 2014
Mehdi Beyhaghi, Chris D'Souza and Gordon S. Roberts
Federal Reserve Banks - Federal Reserve Bank of Richmond, Bank of Canada and York University - Schulich School of Business
Downloads 54 (506,608)
Citation 6

Abstract:

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Bail-in, Contingent Capital, Market Discipline, Funding Advantage, Subordinated Debt, Financial Regulation, Bank Resolution, Cost of Debt

13.

Borrowing at the Discount Window: What Explains Stigma after the 2003 Reforms?

Number of pages: 46 Posted: 06 Jan 2022
Mehdi Beyhaghi and Jeffrey R. Gerlach
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 36 (593,386)

Abstract:

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Discount Window, Stigma, Bank Performance, Supervisory Rating, Lender-of-last-resort

14.

Pre-Grant Patent Disclosure and Analyst Forecast Accurracy

Swedish House of Finance Research Paper No. 18-11
Posted: 31 May 2018 Last Revised: 06 May 2022
Mehdi Beyhaghi, Pooyan Khashabi and Ali Mohammadi
Federal Reserve Banks - Federal Reserve Bank of Richmond, ESSEC Business School and Copenhagen Business School - Department of Strategy and Innovation

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Dsclosure; Analyst forecasts; Patent; Information asymmetry