Linda Allen

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

Professor

17 Lexington Avenue

New York, NY 10010

United States

http://stern.nyu.edu/~lallen

SCHOLARLY PAPERS

26

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18,995

TOTAL CITATIONS
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Top 1,690

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278

Scholarly Papers (26)

A Survey of Cyclical Effects in Credit Risk Measurement Models

BIS Working Paper No. 126, NYU Stern School of Business, Finance Working Paper No. FIN-02-018
Number of pages: 43 Posted: 13 Dec 2005
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 2,027 (16,093)
Citation 66

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macroeconomic, systematic risk effects, credit risk exposure, PD, LDG

A Survey of Cyclical Effects in Credit Risk Measurement Models

NYU Working Paper No. S-CDM-02-04
Number of pages: 66 Posted: 05 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 502 (114,480)

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A Survey of Cyclical Effects in Credit Risk Measurement Models

NYU Working Paper No. FIN-02-018
Number of pages: 66 Posted: 03 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 269 (230,389)

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A Survey of Cyclical Effects in Credit Risk Measurement Models

NYU Working Paper No. S-FI-02-05
Number of pages: 66 Posted: 11 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 137 (428,465)
Citation 3

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2.
Downloads 2,734 (10,195)
Citation 9

The Role of Bank Advisors in Mergers and Acquisitions

FRB of New York Staff Report No. 143, NYU Stern Department of Finance Working Paper No. FIN-01-058
Number of pages: 50 Posted: 14 Dec 2001
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of New York--Retired and New York University - Leonard N. Stern School of Business
Downloads 2,073 (15,535)
Citation 6

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relationship banking, investment bank advisors, commercial bank advisors, mergers and acquisitions

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. S-FI-01-10
Number of pages: 50 Posted: 11 Nov 2008
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of New York--Retired
Downloads 360 (168,899)
Citation 3

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Relationship banking, investment bank advisors, commercial bank advisors, certification effect, conflict of interest effect, mergers, acquisitions

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. FIN-01-058
Number of pages: 50 Posted: 03 Nov 2008
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Bank of New York--Retired and New York University - Leonard N. Stern School of Business
Downloads 157 (382,718)

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Relationship banking, investment bank advisors, commercial bank advisors, commercial bank advisors, conflict of interest effect, mergers, acquisitions

The Role of Bank Advisors in Mergers and Acquisitions

NYU Working Paper No. FIN-00-007
Number of pages: 34 Posted: 03 Nov 2008
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and New York University - Leonard N. Stern School of Business
Downloads 144 (411,644)

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Relationship banking, investment bank advisors, commercial bank advisors, certification effect,, conflict of interest effect, mergers, acquisitions

3.
Downloads 2,436 (12,236)
Citation 12

Issues in the Credit Risk Modeling of Retail Markets

NYU Stern School of Business Working Paper No. FIN-03-007
Number of pages: 47 Posted: 15 Jul 2003
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 1,982 (16,699)
Citation 7

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Issues in the Credit Risk Modeling of Retail Markets

NYU Working Paper No. S-CDM-03-03
Number of pages: 47 Posted: 05 Nov 2008
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 175 (348,144)

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Issues in the Credit Risk Modeling of Retail Markets

NYU Working Paper No. FIN-03-007
Number of pages: 48 Posted: 03 Nov 2008
Linda Allen and Gayle L. DeLong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 151 (395,763)
Citation 4

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Issues in the Credit Risk Modeling of Retail Markets

NYU Working Paper No. S-FI-03-03
Number of pages: 47 Posted: 11 Nov 2008
Linda Allen and Gayle L. DeLong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 128 (452,475)
Citation 1

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Cyclicality in Catastrophic and Operational Risk Measurements

Number of pages: 51 Posted: 18 Feb 2004
Turan G. Bali and Linda Allen
Georgetown University - McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 833 (59,780)
Citation 24

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution.

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. FIN-04-019
Number of pages: 51 Posted: 03 Nov 2008
Linda Allen and Turan G. Bali
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Georgetown University - McDonough School of Business
Downloads 211 (292,685)

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. S-DRP-03-12
Number of pages: 38 Posted: 07 Nov 2008
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 118 (482,508)

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. S-FI-03-13
Number of pages: 37 Posted: 11 Nov 2008
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 80 (629,755)

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

Cyclicality in Catastrophic and Operational Risk Measurements

NYU Working Paper No. FIN-03-037
Number of pages: 38 Posted: 11 Nov 2008
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 54 (772,623)
Citation 5

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operational risk, catastrophic risk, value at risk, extreme value theory, skewed fat tailed distribution

5.

Risk and Market Segmentation in Financial Intermediaries' Returns

96-36
Number of pages: 32 Posted: 17 Dec 1996
Linda Allen and Julapa Jagtiani
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 1,247 (34,344)
Citation 9

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Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Number of pages: 85 Posted: 12 Jun 2010 Last Revised: 07 Jul 2012
Linda Allen, Turan G. Bali and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Georgetown University - McDonough School of Business and Fordham University - Gabelli School of Business
Downloads 957 (49,407)
Citation 32

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Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail

Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Georgetown McDonough School of Business Research Paper No. 1993312
Number of pages: 85 Posted: 30 Jan 2012 Last Revised: 14 Jul 2015
Turan G. Bali, Linda Allen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 271 (228,608)
Citation 64

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Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail

Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

Number of pages: 83 Posted: 15 Feb 2004
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 627 (86,573)
Citation 4

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Operational risk, credit risk, market risk, procyclicality

Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

NYU Working Paper No. FIN-02-044
Number of pages: 78 Posted: 03 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 108 (516,417)
Citation 2

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Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

NYU Working Paper No. S-FI-02-12
Number of pages: 78 Posted: 11 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 91 (581,499)

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Incorporating Systemic Influences into Risk Measurements: A Survey of the Literature

NYU Working Paper No. S-CDM-02-07
Number of pages: 78 Posted: 05 Nov 2008
Linda Allen and Anthony Saunders
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 75 (653,025)

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Downloads 821 (61,897)
Citation 7

The Role of Banks in Dividend Policy

Pace University Finance Research Paper No. 2009/07
Number of pages: 37 Posted: 13 Aug 2009 Last Revised: 04 Sep 2019
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 512 (111,784)
Citation 5

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dividend, bank lending intensity, monitoring, corporate governance

The Role of Banks in Dividend Policy

NYU Working Paper No. FIN-09-005, Pace University Finance Research Paper No. 2009/08
Number of pages: 31 Posted: 08 Sep 2009
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics, New York University - Leonard N. Stern School of Business and Fordham University - Gabelli School of Business
Downloads 309 (199,222)
Citation 2

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Do FinTech Mortgage Lenders Fill the Credit Gap? Evidence from Natural Disasters

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 77 Posted: 07 Jul 2020 Last Revised: 10 Jul 2022
Linda Allen, Yu Shan and Yao Shen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Syracuse University - Whitman School of Management and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 750 (69,750)
Citation 1

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FinTech, Mortgage, Lending, Shadow Banks, Natural Disasters, Household Finance

10.

Conflicts of Interest in Merger Advisory Services

Number of pages: 38 Posted: 18 Feb 2004
Linda Allen and Stavros Peristiani
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Federal Reserve Bank of New York--Retired
Downloads 624 (88,224)
Citation 8

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Relationship banking, investment bank advisors, commercial bank advisors, certification effect, conflict of interest effect, mergers, acquisitions

11.

What's Your Bank's FinTech Score? Technology Integrating Banking Into the Broker Intermediation Model

Number of pages: 66 Posted: 08 Jan 2021 Last Revised: 09 Aug 2024
Linda Allen, Yu Shan, Yi Tang and Alev Yildirim
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Syracuse University - Whitman School of Management, Fordham University - Gabelli School of Business and CUNY Queens College
Downloads 617 (89,526)

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FinTech, operational efficiency, broker, dealer, market making, match making, AI, IT

12.

Social Networks as Information Conduits for Online Credit Supply and Demand

Number of pages: 82 Posted: 14 Dec 2020 Last Revised: 13 May 2024
Linda Allen, Lin Peng and Yu Shan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Syracuse University - Whitman School of Management
Downloads 505 (115,059)

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social network, peer effects, social proximity to deposits (SPD), information transmission, online lending marketplaces, credit demand and supply, platform design, social finance

The Informational Efficiency of the Equity Market as Compared to the Syndicated Bank Loan Market

Pace University Finance Research Paper No. 2004/05
Number of pages: 77 Posted: 24 Aug 2004
Linda Allen and Aron Gottesman
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 372 (162,774)
Citation 9

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Informational efficiency, cointegration, Granger Causality, syndicated bank loans, equity

The Informational Efficiency of the Equity Market as Compared to the Syndicated Bank Loan Market

NYU Working Paper No. FIN-04-017, Pace University Finance Research Paper No. 2008/05
Number of pages: 47 Posted: 03 Nov 2008
Linda Allen and Aron Gottesman
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Pace University - Lubin School of Business - Department of Finance and Economics
Downloads 82 (620,568)

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The Information Content of Quarterly Earnings in Syndicated Bank Loans Prices

Number of pages: 47 Posted: 05 Aug 2004
Linda Allen, Hongtao Guo and Joseph Weintrop
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York (CUNY) - Stan Ross Department of Accountancy and City University of New York - Baruch College - Stan Ross Department of Accountancy
Downloads 392 (154,933)
Citation 8

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Earnings announcements, syndicated bank loans

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

2016 Financial Markets and Corporate Governance
Number of pages: 43 Posted: 11 Nov 2015 Last Revised: 26 May 2016
Linda Allen and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 154 (389,246)
Citation 5

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contingent capital, callable put option, dual trigger exercise price, systemic risk

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Number of pages: 43 Posted: 25 Oct 2014 Last Revised: 26 May 2016
Linda Allen and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 107 (519,883)

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contingent capital, callable put option, dual trigger exercise price, systemic risk

What's the Contingency? A Proposal for Bank Contingent Capital Triggered by Systemic Risk

Number of pages: 17 Posted: 22 Jun 2014
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 63 (716,827)

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contingent capital, callable put option, dual trigger exercise price, systemic risk

16.

Accounting for Contingent Liabilities: What You Disclose Can Be Used Against You

Number of pages: 20 Posted: 22 Jun 2014
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 286 (217,832)

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contingent liabilities, litigation damages, accounting standards

17.

Accounting for Contingent Litigation Liabilities: What You Disclose Can Be Used Against You

Baruch College Zicklin School of Business Research Paper No. 2019-02-02
Number of pages: 33 Posted: 10 Feb 2019 Last Revised: 15 Feb 2019
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 281 (221,820)

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Contingent Liabilities, Litigation Damages, Accounting Disclosure

18.

Bank Delays in the Resolution of Delinquent Mortgages: The Problem of Limbo Loans

Fordham University Schools of Business Research Paper No. 2018948
Number of pages: 64 Posted: 11 Mar 2012 Last Revised: 14 Dec 2013
Linda Allen, Stavros Peristiani and Yi Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Bank of New York--Retired and Fordham University - Gabelli School of Business
Downloads 215 (288,856)

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Mortgage, MERS, foreclosure

19.

The Impact of Joint Participation on Liquidity in Equity and Syndicated Bank Loan Markets

Pace University Finance Research Paper No. 2008/02
Number of pages: 55 Posted: 27 Mar 2008 Last Revised: 04 Sep 2019
Linda Allen, Aron Gottesman and Lin Peng
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 214 (290,113)
Citation 1

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Syndicated Bank Loans, Joint Participation, Market Liquidity

20.

The Cost of Debt for REITs: The Mortgage Puzzle

Journal of Real Estate Research, Forthcoming , Baruch College Zicklin School of Business Research Paper No. 2020-01-03
Number of pages: 39 Posted: 24 Feb 2020 Last Revised: 28 Feb 2020
Mariya Letdin and Linda Allen
Florida State University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 163 (370,834)

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The Information Content of Quarterly Earnings in Syndicated Bank Loan Prices

NYU Working Paper No. FIN-04-018
Number of pages: 48 Posted: 03 Nov 2008
Linda Allen, Hongtao Guo and Joseph Weintrop
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York (CUNY) - Stan Ross Department of Accountancy and City University of New York - Baruch College - Stan Ross Department of Accountancy
Downloads 143 (413,276)
Citation 1

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earnings announcements, syndicated bank loans

22.

Decomposition of Debt and the Road to REIT Returns

Number of pages: 41 Posted: 23 Dec 2015
Linda Allen and Mariya Letdin
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Florida State University
Downloads 111 (502,337)
Citation 7

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Bank Certification, Collateral, REIT, Interest Rates, Bank Hold Up, Debt overhang, Equity alpha returns

Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

NYU Working Paper No. S-FI-00-04
Number of pages: 32 Posted: 11 Nov 2008
Linda Allen, Julapa Jagtiani and James T. Moser
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and American University - Kogod School of Business
Downloads 68 (688,922)

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Do Markets React to Bank Examination Ratings? Evidence of Indirect Disclosure of Management Quality Through Bhcs' Applications to Convert to Fhcs

NYU Working Paper No. FIN-00-030
Number of pages: 32 Posted: 13 Nov 2008
Linda Allen, Julapa Jagtiani and James T. Moser
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and American University - Kogod School of Business
Downloads 38 (895,795)

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Accounting for Contingent Litigation Liabilities: What You Disclose Can Be Used Against You

Number of pages: 29 Posted: 28 May 2017
Linda Allen
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 87 (591,075)

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Contingent liabilities, litigation damages, accounting disclosure

25.

Bank Dependence in Emerging Countries: Cross-Border Information Percolation in Mutual Fund Equity Investing

Forthcoming, Journal of International Business Studies
Number of pages: 41 Posted: 12 Apr 2019 Last Revised: 13 Sep 2019
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of San Francisco, Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York and University of New Mexico
Downloads 67 (682,070)

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insider information, syndicated bank loans, international mutual fund investing

26.

Revisiting the Level Playing Field: International Lending Responses to Divergences in Japanese Bank Capital Regulations from the Basel Accord

Number of pages: 47 Posted: 20 Feb 2007
Suparna Chakraborty and Linda Allen
University of San Francisco and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 58 (731,604)
Citation 1

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Basel, Land revaluation, International lending, allocative effects, aggregate effects