Dilip K. Patro

OCC

Deputy Director, Market Risk Analysis

400 7th Street SW

Washington, DC 20219

United States

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    • Tel: 202-649-5548
SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 25,941

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22

CROSSREF CITATIONS

13

Scholarly Papers (13)

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1.

Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas

Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248
Number of pages: 50 Posted: 19 Jul 2014 Last Revised: 16 Jun 2017
Dilip K. Patro, Louis R. Piccotti and Yangru Wu
OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 2,928 (4,851)
Citation 1

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Closed-end fund puzzle, limits to arbitrage, market efficiency

2.

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Downloads 642 ( 48,886)
Citation 3

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Number of pages: 40 Posted: 23 Feb 2001
Dilip K. Patro, Yangru Wu and John K. Wald
OCC, Rutgers University, Newark - School of Business - Department of Finance & Economics and University of Texas at San Antonio
Downloads 617 (50,797)
Citation 1

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World market risk, determinants of country risk exposure, panel estimation

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Number of pages: 27 Posted: 13 Feb 2003
Dilip K. Patro, Yangru Wu and John K. Wald
OCC, Rutgers University, Newark - School of Business - Department of Finance & Economics and University of Texas at San Antonio
Downloads 25 (594,327)
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3.

International Mutual Fund Flows

Number of pages: 49 Posted: 26 Oct 2006
Dilip K. Patro
OCC
Downloads 398 (88,174)
Citation 3

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International capital flows, International Mutual funds, Emerging Markets

4.

A Simple Indicator of Systemic Risk

Number of pages: 43 Posted: 15 Mar 2010
Dilip K. Patro, Min Qi and Xian Sun
OCC, Office of the Comptroller of the Currency - Credit Risk Analysis Division and Johns Hopkins University - Carey Business School
Downloads 397 (88,433)
Citation 9

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5.

Stock Price Response to Calls of Convertible Bonds: Still a Puzzle

Number of pages: 40 Posted: 04 Jan 2005
Ivan E. Brick, Oded Palmon and Dilip K. Patro
Rutgers Business School, Rutgers Business School and OCC
Downloads 370 (95,936)
Citation 2

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Convertible bonds, Conversion forcing call, Liquidity pressure, Asymmetric information

6.

Crises, Contagion and Cross-Listings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 51 Posted: 20 Jun 2007
Nandini Chandar, Dilip K. Patro and Ari Yezegel
Drexel University - Department of Accounting and Tax, OCC and Bentley University - Department of Accountancy
Downloads 230 (158,256)
Citation 5

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Contagion, Cross-Listings, Crisis, Emerging Markets

7.

Stock Market Liberalization and Emerging Market Country Fund Premiums

Downloads 230 (158,256)

Stock Market Liberalization and Emerging Market Country Fund Premiums

Number of pages: 41 Posted: 20 Oct 2001
Dilip K. Patro
OCC
Downloads 230 (157,785)
Citation 1

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Country Funds, Emerging Markets

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Country Funds, Emerging Markets

8.

Firm Characteristics and the Impact of Emerging Market Liberalizations

Downloads 208 (174,113)

Firm Characteristics and the Impact of Emerging Market Liberalizations

Rutgers University Working Paper
Number of pages: 48 Posted: 27 May 2002
Dilip K. Patro and John K. Wald
OCC and University of Texas at San Antonio
Downloads 208 (173,845)
Citation 10

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liberalization, emerging markets

Firm Characteristics and the Impact of Emerging Market Liberalizations

Posted: 20 Aug 2004
Dilip K. Patro and John K. Wald
OCC and University of Texas at San Antonio

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9.

Re-Examining the Role of Market Discipline for Bank Supervision: Evidence from the Subprime Crisis

Number of pages: 40 Posted: 20 Apr 2010 Last Revised: 27 Jan 2011
Ajay A. Palvia and Dilip K. Patro
FDIC, Division of Insurance and Research and OCC
Downloads 172 (206,403)
Citation 3

Abstract:

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Market Discipline, Risk, Bank Supervision

10.

Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession

Number of pages: 44 Posted: 10 May 2018
Bhanu Balasubramanian, Ajay A. Palvia and Dilip K. Patro
University of Akron - College of Business Administration - Department of Finance, FDIC, Division of Insurance and Research and OCC
Downloads 30 (547,273)

Abstract:

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Market discipline, Bank performance, Risk assessment , Book-to-market Ratio

11.

Predictability of Short-Horizon Returns in International Equity Markets

Posted: 03 Jun 2004
Dilip K. Patro and Yangru Wu
OCC and Rutgers University, Newark - School of Business - Department of Finance & Economics

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International equity markets, Predictability, Variance ratio, Momentum strategies

12.

Explaining Exchange Rate Risk in World Stock Markets: A Panel Approach

Posted: 06 Oct 2002
Dilip K. Patro, John K. Wald and Yangru Wu
OCC, University of Texas at San Antonio and Rutgers University, Newark - School of Business - Department of Finance & Economics

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Foreign exchange exposure, Determinants of currency risk, Panel estimation

13.

Measuring Performance of International Closed-End Funds

Posted: 29 Aug 2001
Dilip K. Patro
OCC

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Performance measurement, International closed-end funds, Mutual funds