Mehdi Beyhaghi

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

8

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CITATIONS
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Top 14,944

in Total Papers Citations

24

Scholarly Papers (8)

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 1,264 (14,724)

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.

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

Financial Management, Forthcoming
Number of pages: 50 Posted: 22 Apr 2013 Last Revised: 03 Sep 2016
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 152 (189,101)
Citation 19

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

3.

Pre-Grant Patent Disclosure and Analyst Forecast Accuracy: Evidence from The American Investor’s Protection Act

Swedish House of Finance Research Paper No. 18-11
Number of pages: 46 Posted: 31 May 2018 Last Revised: 11 Apr 2019
Mehdi Beyhaghi, Pooyan Khashabi and Ali Mohammadi
Federal Reserve Banks - Federal Reserve Bank of Richmond, Ludwig Maximilian University of Munich - Institute for Strategy, Technology and Organization (ISTO) and Copenhagen Business School - Department of Strategy and Innovation
Downloads 142 (199,883)

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disclosure; analyst forecasts; patent; information asymmetry

4.

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 Saint Xavier University
Downloads 141 (200,965)

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

5.

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 134 (209,429)
Citation 3

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

6.

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 Texas at San Antonio and University of Texas at San Antonio
Downloads 115 (235,231)

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

7.

International Lending: The Role of Creditor Laws and Self Selection

Number of pages: 81 Posted: 10 May 2018 Last Revised: 21 Mar 2019
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 48 (386,377)

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International Finance, Multinational Loans, Creditor Rights, Property Rights, Borrower self-selection

8.

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 43 (403,883)

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