101.
The Granular Nature of Large Institutional Investors
Management Science, Forthcoming, Charles A. Dice Center Working Paper No. 2015-09, Fisher College of Business Working Paper No. 2015-03-09, Swiss Finance Institute Research Paper No. 15-67
Number of pages: 97
Posted: 20 Jun 2015
Last Revised: 08 Jul 2020
Accepted Paper Series
Ohio State University (OSU) - Department of Finance, USI Lugano, Villanova University - Department of Finance and Villanova University - Department of Finance
There are 3 versions of this paper
The Granular Nature of Large Institutional Investors
Management Science, Forthcoming, Charles A. Dice Center Working Paper No. 2015-09, Fisher College of Business Working Paper No. 2015-03-09, Swiss Finance Institute Research Paper No. 15-67
Number of pages: 97
Posted: 20 Jun 2015
Last Revised: 08 Jul 2020
Downloads
1,559
The Granular Nature of Large Institutional Investors
NBER Working Paper No. w22247
Number of pages: 96
Posted: 16 May 2016
Last Revised: 16 Apr 2021
Downloads
24
The Granular Nature of Large Institutional Investors
CEPR Discussion Paper No. DP13427
Number of pages: 48
Posted: 11 Jan 2019
Downloads
1,559
102.
The Euro Area Crisis Five Years After the Original Sin
MIT Sloan Research Paper No. 5147-15
Number of pages: 33
Posted: 21 Oct 2015
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads
1,556
103.
The Term Structure of Interbank Risk
Journal of Financial Economics, vol. 109, no. 4, p. 707-733, 2013, Swiss Finance Institute Research Paper No. 11-34
Number of pages: 98
Posted: 08 Sep 2011
Last Revised: 11 Feb 2016
Accepted Paper Series
Ecole Polytechnique Fédérale de Lausanne and Copenhagen Business School - Department of Finance
Downloads
1,551
104.
Financial Bubbles: Mechanisms and Diagnostics
Swiss Finance Institute Research Paper No. 14-28
Number of pages: 26
Posted: 12 Apr 2014
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich
Downloads
1,546
105.
Corporate Social Responsibility and Bank Performance
Number of pages: 49
Posted: 13 Jun 2013
Working Paper Series
University of Louisiana at Lafayette
Downloads
1,536
106.
How Does Capital Affect Bank Performance During Financial Crises?
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53
Posted: 13 Jan 2011
Last Revised: 14 Jan 2013
Accepted Paper Series
University of South Carolina - Darla Moore School of Business and Texas A&M University
Downloads
1,534
107.
Measuring and Allocating Systemic Risk
Number of pages: 23
Posted: 29 Dec 2013
Last Revised: 23 Apr 2019
Working Paper Series
Princeton University - Department of Economics and ETH Zurich
Downloads
1,516
108.
The Global Financial Crisis and the Disclosure Paradigm in European Financial Regulation: The Case for Reform
European Company and Financial Law Review, Vol. 6, No. 4, 2009
Number of pages: 41
Posted: 13 Oct 2009
Last Revised: 04 Nov 2009
Accepted Paper Series
University of Edinburgh - School of Law
Downloads
1,497
109.
The Cost of Financial Frictions for Life Insurers
American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42
Posted: 31 Mar 2012
Last Revised: 13 Nov 2014
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
There are 2 versions of this paper
The Cost of Financial Frictions for Life Insurers
American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42
Posted: 31 Mar 2012
Last Revised: 13 Nov 2014
Downloads
1,476
The Cost of Financial Frictions for Life Insurers
NBER Working Paper No. w18321
Number of pages: 43
Posted: 18 Aug 2012
Downloads
24
Downloads
1,476
110.
Managerial Incentives to Take Asset Risk
Swiss Finance Institute Research Paper No. 10-18, Forthcoming, Journal of Corporate Finance
Number of pages: 67
Posted: 25 Apr 2010
Last Revised: 20 Oct 2020
Accepted Paper Series
University of Zurich - Department of Banking and Finance, Swiss Finance Institute, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads
1,467
111.
Central Counterparties for Over-the-Counter Derivatives
BIS Quarterly Review, September 2009
Number of pages: 14
Posted: 02 Aug 2012
Accepted Paper Series
Brandeis International Business School, University of Copenhagen - Department of Economics and Bank for International Settlements (BIS)
Downloads
1,455
112.
Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
Number of pages: 59
Posted: 01 Jun 2015
Last Revised: 05 Feb 2018
Working Paper Series
New York University - Leonard N. Stern School of Business, Erasmus University Rotterdam (EUR), IESE Business School and University of Frankfurt
There are 2 versions of this paper
Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
Number of pages: 59
Posted: 01 Jun 2015
Last Revised: 05 Feb 2018
Downloads
1,450
Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans
CEPR Discussion Paper No. DP10108
Number of pages: 60
Posted: 25 Sep 2014
Downloads
1
Downloads
1,450
113.
The Real Effects of the Bank Lending Channel
Number of pages: 51
Posted: 11 Sep 2010
Last Revised: 20 Nov 2014
Working Paper Series
Banco de España, Princeton University - Department of Economics, Imperial College London and Banco de España
Downloads
1,450
114.
Capital Regulation after the Crisis: Business as Usual?
MPI Collective Goods Preprint, No. 2010/31
Number of pages: 23
Posted: 21 Jul 2010
Last Revised: 26 Aug 2010
Working Paper Series
Max Planck Institute for Research on Collective Goods
Downloads
1,443
115.
Funding Liquidity Risk in a Quantitative Model of Systemic Stability
Bank of England Working Paper No. 372
Number of pages: 39
Posted: 17 Jun 2009
Working Paper Series
Bank of England - Monetary Assessment and Strategy Division, Bank of England, HSBC (London), Bank of England, European Central Bank (ECB), Bank of England, Lebanese University, Bank of England and Bank of England
Downloads
1,428
116.
Resilience to Contagion in Financial Networks
Number of pages: 40
Posted: 19 Jun 2011
Last Revised: 06 Oct 2012
Working Paper Series
Georgia State University, University of Oxford and Cornell University
There are 2 versions of this paper
Resilience to Contagion in Financial Networks
Number of pages: 40
Posted: 19 Jun 2011
Last Revised: 06 Oct 2012
Downloads
1,422
Resilience to Contagion in Financial Networks
Mathematical Finance, Vol. 26, Issue 2, pp. 329-365, 2016
Number of pages: 37
Posted: 10 Mar 2016
Downloads
1,422
117.
Securitization Without Risk Transfer
AFA 2010 Atlanta Meetings Paper
Number of pages: 51
Posted: 22 Mar 2009
Last Revised: 25 Feb 2012
Working Paper Series
New York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and Board of Governors of the Federal Reserve System
There are 3 versions of this paper
Securitization Without Risk Transfer
AFA 2010 Atlanta Meetings Paper
Number of pages: 51
Posted: 22 Mar 2009
Last Revised: 25 Feb 2012
Downloads
1,422
Securitization Without Risk Transfer
NBER Working Paper No. w15730
Number of pages: 59
Posted: 10 Feb 2010
Last Revised: 26 Jun 2010
Downloads
163
Securitization Without Risk Transfer
CEPR Discussion Paper No. DP8769
Number of pages: 54
Posted: 20 Jan 2012
Downloads
11
Downloads
1,422
118.
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 54
Posted: 10 Oct 2009
Last Revised: 11 Sep 2020
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
1,419
119.
What Future for Disclosure as a Regulatory Technique? Lessons from the Global Financial Crisis and Beyond
Number of pages: 29
Posted: 27 Mar 2009
Last Revised: 30 Mar 2009
Working Paper Series
University of Edinburgh - School of Law
Downloads
1,413
120.
Financial Innovation: The Bright and the Dark Sides
Number of pages: 82
Posted: 25 Jan 2012
Last Revised: 29 Jul 2014
Working Paper Series
City University London - Sir John Cass Business School, Nanyang Technological University (NTU) - Division of Banking & Finance, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - School of Economics and Finance
There are 2 versions of this paper
Financial Innovation: The Bright and the Dark Sides
Number of pages: 82
Posted: 25 Jan 2012
Last Revised: 29 Jul 2014
Downloads
1,408
Financial Innovation: The Bright and the Dark Sides
HKIMR Working Paper No.05/2012
Number of pages: 52
Posted: 06 Mar 2012
Last Revised: 15 Jun 2014
Downloads
286
Downloads
1,408
121.
Large Bets and Stock Market Crashes
Number of pages: 54
Posted: 17 Mar 2012
Last Revised: 20 Apr 2019
Working Paper Series
University of Maryland and New Economic School (NES)
Downloads
1,407
122.
The Effects of a 'Black Swan' Event (COVID-19) on Herding Behavior in Cryptocurrency Markets: Evidence from Cryptocurrency USD, EUR, JPY and KRW Markets
Number of pages: 57
Posted: 29 Apr 2020
Working Paper Series
University of Southampton - Southampton Business School, Rennes School of Business and ESC Rennes School of Business
Downloads
1,400
123.
Asset Price Bubbles: A Survey
Number of pages: 43
Posted: 28 Mar 2011
Last Revised: 03 Feb 2013
Working Paper Series
Brandeis University and Board of Governors of the Federal Reserve System
Downloads
1,397
124.
Liquidity Risk Management and Credit Supply in the Financial Crisis
Number of pages: 43
Posted: 07 May 2010
Working Paper Series
Bentley University - Department of Finance, Southern Illinois University at Carbondale - Department of Finance, Boston College - Department of Finance and Boston College - Department of Finance
Downloads
1,393
125.
Reclassification of Financial Instruments in the Financial Crisis – Empirical Evidence from the European Banking Sector
Number of pages: 35
Posted: 31 Mar 2010
Working Paper Series
Ruhr University of Bochum and Technische Universität München
Downloads
1,392
126.
Contagion in Financial Networks
Bank of England Working Paper No. 383
Number of pages: 36
Posted: 24 Mar 2010
Working Paper Series
Australian National University (ANU) and European Central Bank (ECB)
Downloads
1,363
127.
MBS Ratings and the Mortgage Credit Boom
FRB of New York Staff Report No. 449, European Banking Center Discussion Paper No. 2010-24S, CentER Discussion Paper Series No. 2010-89S
Number of pages: 59
Posted: 25 May 2010
Last Revised: 29 Aug 2010
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Philadelphia
Downloads
1,359
128.
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
Accepted Paper Series
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
1,352
129.
The Euro Debt Crisis and Germany’s Euro Trilemma
Levy Economics Institute, Working Papers Series
Number of pages: 43
Posted: 16 May 2012
Working Paper Series
Skidmore College - Department of Economics
Downloads
1,348
130.
Bitcoin is Exactly Like Gold Except When it Isn't
Number of pages: 21
Posted: 12 Feb 2021
Working Paper Series
TR
Downloads
1,347
131.
Do Credit Market Shocks Affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and 'Normal' Economic Times
Number of pages: 48
Posted: 10 Dec 2012
Last Revised: 01 Feb 2018
Working Paper Series
University of Chicago - Department of Economics, Princeton University - Industrial Relations Section and University of California, Berkeley - Haas School of Business
Downloads
1,346
132.
How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis
Fisher College of Business Working Paper No. 2020-03-007, Charles A. Dice Working Paper No. 2020-07, Swiss Finance Institute Research Paper No. 20-37
Number of pages: 62
Posted: 05 Jun 2020
Last Revised: 19 Oct 2020
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Ohio State University (OSU) - Department of Finance
Downloads
1,332
133.
Systemic Risk and the Refinancing Ratchet Effect
MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Number of pages: 62
Posted: 15 Sep 2009
Last Revised: 08 Jan 2018
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Systemic Risk and the Refinancing Ratchet Effect
MIT Sloan Research Paper No. 4750-09, Harvard Business School Finance Working Paper No. 1472892
Number of pages: 62
Posted: 15 Sep 2009
Last Revised: 08 Jan 2018
Downloads
1,332
Systemic Risk and the Refinancing Ratchet Effect
NBER Working Paper No. w15362
Number of pages: 68
Posted: 21 Sep 2009
Last Revised: 24 Jun 2010
Downloads
64
Downloads
1,332
134.
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61
Posted: 21 Mar 2009
Last Revised: 07 Jul 2011
Working Paper Series
Copenhagen Business School - Department of Finance, Copenhagen Business School and Copenhagen Business School
There are 2 versions of this paper
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61
Posted: 21 Mar 2009
Last Revised: 07 Jul 2011
Downloads
1,304
Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis
EFA 2009 Bergen Meetings Paper
Number of pages: 34
Posted: 10 Feb 2009
Downloads
187
Downloads
1,304
135.
Financial Flexibility, Corporate Investment and Performance: Evidence from Financial Crises
Review of Quantitative Finance and Accounting, Vol. 42, pp. 211-250, 2014
Number of pages: 43
Posted: 19 Aug 2008
Last Revised: 28 Jan 2014
Accepted Paper Series
University of Illinois at Chicago - Department of Finance, University of Liverpool (UK) and Hull University Business School (HUBS)
Downloads
1,304
136.
Banking Sector Performance During the COVID-19 Crisis
Demirguc-Kunt A, Pedraza A, Ruiz-Ortega C. Banking Sector Performance During the COVID-19 Crisis. World Bank Policy Research Working Paper 9363.
Number of pages: 49
Posted: 12 Sep 2020
Working Paper Series
World Bank, World Bank and World Bank - Development Research Group (DECRG)
Downloads
1,299
137.
Rescuing Banks from the Effects of the Financial Crisis
Number of pages: 47
Posted: 23 Sep 2009
Last Revised: 12 May 2014
Working Paper Series
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Downloads
1,299
138.
Systemic Risk, Contagion, and Financial Networks: A Survey
Number of pages: 57
Posted: 02 Apr 2013
Last Revised: 11 Jun 2015
Working Paper Series
Northeastern University - Laboratory for the Modeling of Biological and Socio-Technical Systems (MOBS Lab) and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads
1,298
139.
Why Bitcoin is Not a Currency But a Speculative Real Asset
Number of pages: 8
Posted: 12 Jan 2018
Last Revised: 20 Jan 2018
Working Paper Series
IFARA (Institute for Applied Risk Management) and Credit Suisse Asset Management
Downloads
1,296
140.
Identity, Overconfidence, and Investment Decisions
Number of pages: 58
Posted: 12 Aug 2015
Last Revised: 03 Sep 2015
Working Paper Series
Boston College
Downloads
1,289
141.
The Impact of the Global Economic and Financial Crisis on Central, Eastern and South-Eastern Europe: A Stock-Taking Exercise
ECB Occasional Paper No. 114
Number of pages: 67
Posted: 02 Jul 2010
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Joint Vienna Insitute
Downloads
1,283
142.
Financial Crises and Bank Failures: A Review of Prediction Methods
FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34
Posted: 22 Jun 2009
Last Revised: 01 Nov 2010
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Fordham University
There are 2 versions of this paper
Financial Crises and Bank Failures: A Review of Prediction Methods
FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34
Posted: 22 Jun 2009
Last Revised: 01 Nov 2010
Downloads
1,276
Financial Crises and Bank Failures: A Review of Prediction Methods
Bank of Finland Research Discussion Paper No. 35/2009
Number of pages: 37
Posted: 06 Dec 2009
Downloads
585
Downloads
1,276
143.
Common Banking Supervision in the Eurozone: Strengths and Weaknesses
ECGI - Law Working Paper No. 223/2013
Number of pages: 69
Posted: 22 Aug 2013
Working Paper Series
University of Genoa - Law Department and Centre for Law and Finance and Università degli Studi di Genova
Downloads
1,272
144.
Towards a Legal Theory of Finance
ECGI - Law Working Paper No. 196, Columbia Law and Economics Working Paper No. 434
Number of pages: 58
Posted: 19 Nov 2012
Last Revised: 28 Feb 2014
Accepted Paper Series
Columbia University School of Law
There are 3 versions of this paper
Towards a Legal Theory of Finance
ECGI - Law Working Paper No. 196, Columbia Law and Economics Working Paper No. 434
Number of pages: 58
Posted: 19 Nov 2012
Last Revised: 28 Feb 2014
Downloads
1,266
Towards a Legal Theory of Finance
Columbia Public Law Research Paper No. 12-323
Number of pages: 52
Posted: 21 Nov 2012
Downloads
198
Towards a Legal Theory of Finance
CEPR Discussion Paper No. DP9235
Number of pages: 54
Posted: 01 Feb 2013
Downloads
3
Downloads
1,266
145.
The 'Other' Imbalance and the Financial Crisis
MIT Department of Economics Working Paper No. 09-32
Number of pages: 43
Posted: 31 Dec 2009
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads
1,265
146.
Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19
European Corporate Governance Institute – Finance Working Paper No. 688/2020, Swiss Finance Institute Research Paper No. 20-56
Number of pages: 62
Posted: 27 Jul 2020
Last Revised: 15 Apr 2021
Working Paper Series
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
There are 2 versions of this paper
Do Institutional Investors Stabilize Equity Markets in Crisis Periods? Evidence from COVID-19
European Corporate Governance Institute – Finance Working Paper No. 688/2020, Swiss Finance Institute Research Paper No. 20-56
Number of pages: 62
Posted: 27 Jul 2020
Last Revised: 15 Apr 2021
Downloads
1,262
Where Do Institutional Investors Seek Shelter When Disaster Strikes? Evidence from Covid-19
CEPR Discussion Paper No. DP15070
Number of pages: 62
Posted: 28 Jul 2020
Last Revised: 16 Aug 2020
Downloads
3
Downloads
1,262
147.
Shadow Banking
Economic Policy Review, Vol. 19, No. 2, 2013
Number of pages: 16
Posted: 13 Jan 2014
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, International Monetary Fund, Federal Reserve Bank of New York and Federal Reserve Bank of New York
There are 3 versions of this paper
Shadow Banking
FRB of New York Staff Report No. 458
Number of pages: 81
Posted: 20 Jul 2010
Last Revised: 09 Aug 2014
Downloads
2,332
Downloads
1,243
Downloads
1,243
148.
The Invisible Risk: Pandemics and the Financial Markets
Tuck School of Business Working Paper No. 3567249
Number of pages: 18
Posted: 03 Apr 2020
Last Revised: 16 Jun 2020
Working Paper Series
Dartmouth College - Tuck School of Business
Downloads
1,241
149.
Too Interconnected to Fail: A Survey of the Interbank Networks Literature
SAFE Working Paper No. 91
Number of pages: 47
Posted: 13 Mar 2015
Last Revised: 11 Nov 2016
Working Paper Series
Bank of England
Downloads
1,241
150.
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
Charles A. Dice Center Working Paper No. 2011-10 , Fisher College of Business Working Paper No. 2011-03-010, Swiss Finance Institute Research Paper No. 11-19, AFA 2012 Chicago Meetings Paper
Number of pages: 55
Posted: 07 Mar 2011
Last Revised: 12 Oct 2011
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Tulane University - A.B. Freeman School of Business and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
Charles A. Dice Center Working Paper No. 2011-10 , Fisher College of Business Working Paper No. 2011-03-010, Swiss Finance Institute Research Paper No. 11-19, AFA 2012 Chicago Meetings Paper
Number of pages: 55
Posted: 07 Mar 2011
Last Revised: 12 Oct 2011
Downloads
1,238
This Time is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
NBER Working Paper No. w17038
Number of pages: 51
Posted: 16 May 2011
Downloads
56
Downloads
1,238
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