Mehdi Beyhaghi

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

15

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in Total Papers Downloads

4,233

SSRN CITATIONS
Rank 23,014

SSRN RANKINGS

Top 23,014

in Total Papers Citations

52

CROSSREF CITATIONS

3

Scholarly Papers (15)

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 and Board of Governors of the Federal Reserve System
Downloads 1,681 (20,286)

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.

Adverse Selection in Corporate Loan Markets

Number of pages: 60 Posted: 01 Dec 2020 Last Revised: 24 Jul 2023
Mehdi Beyhaghi, Cesare Fracassi and Gregory Weitzner
Board of Governors of the Federal Reserve System, University of Texas at Austin and McGill University
Downloads 461 (118,174)
Citation 1

Abstract:

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bank loans, adverse selection, market power

3.

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
Board of Governors of the Federal Reserve System, Wharton Research Data Services (WRDS), New York University - Leonard N. Stern School of Business and University of Texas at San Antonio
Downloads 271 (211,392)

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

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
Board of Governors of the Federal Reserve System and Northern Illinois University
Downloads 248 (230,887)
Citation 5

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

5.

The Information Advantage of Banks: Evidence From Their Private Credit Assessments

Number of pages: 54 Posted: 15 Nov 2022 Last Revised: 26 Apr 2024
Gregory Weitzner, Mehdi Beyhaghi and Cooper Howes
McGill University, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Kansas City
Downloads 244 (234,462)

Abstract:

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bank loans, asymmetric information, relationship lending, informed finance

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
Board of Governors of the Federal Reserve System, University of Arkansas Fort Smith and University of Texas at San Antonio
Downloads 203 (279,024)
Citation 16

Abstract:

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

7.

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
Board of Governors of the Federal Reserve System, NIDA Business School, Pace University - Lubin School of Business - Department of Finance and Economics and York University - Schulich School of Business
Downloads 193 (292,017)
Citation 1

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

8.

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
Board of Governors of the Federal Reserve System, Melbourne Business School, University of Melbourne and New York University - Leonard N. Stern School of Business
Downloads 185 (303,200)
Citation 4

Abstract:

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

9.

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
Board of Governors of the Federal Reserve System
Downloads 178 (313,774)
Citation 1

Abstract:

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

10.

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
Board of Governors of the Federal Reserve System, 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 163 (338,746)
Citation 7

Abstract:

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asymmetric information; credit risk; incentive compatibility; optimal contracts

11.

Monetary Policy and Corporate Investment: The Equity Financing Channel

Number of pages: 68 Posted: 24 Apr 2024
Board of Governors of the Federal Reserve System, University of Minnesota, Federal Reserve Banks - Quantitative Supervision & Research and American University
Downloads 117 (440,065)

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corporate investment, debt, equity, monetary policy, FOMC

12.

Calculating Returns in the Secondary Corporate Loan Market

Number of pages: 5 Posted: 16 Jul 2019
Mehdi Beyhaghi and Sina Ehsani
Board of Governors of the Federal Reserve System and Northern Illinois University
Downloads 109 (463,747)

Abstract:

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loan trading, secondary loan market, loan return

13.

Discount Window Borrowing 2003-2019

Number of pages: 63 Posted: 20 Jul 2023 Last Revised: 21 Nov 2023
Mehdi Beyhaghi and Jeffrey R. Gerlach
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Richmond
Downloads 106 (473,050)

Abstract:

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Bank Funding, Primary Credit Program, Term Auction Facility, Discount Window Stigma, Adverse Selection

14.

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
Board of Governors of the Federal Reserve System, Bank of Canada and York University - Schulich School of Business
Downloads 74 (592,319)
Citation 6

Abstract:

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

15.

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
Board of Governors of the Federal Reserve System, ESSEC Business School and Copenhagen Business School - Department of Strategy and Innovation

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Dsclosure; Analyst forecasts; Patent; Information asymmetry