Jennie Bai
Personal Details
First Name: | Jennie |
Middle Name: | |
Last Name: | Bai |
Suffix: | |
RePEc Short-ID: | pba357 |
| |
Affiliation
Booth School of Business
University of Chicago
Chicago, Illinois (United States)http://www.chicagobooth.edu/
RePEc:edi:sbuchus (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Jennie Bai & Hong Ru, 2022. "Carbon Emissions Trading and Environmental Protection: International Evidence," NBER Working Papers 30587, National Bureau of Economic Research, Inc.
- Jennie Bai & Massimo Massa, 2021. "Is Human-Interaction-based Information Substitutable? Evidence from Lockdown," NBER Working Papers 29513, National Bureau of Economic Research, Inc.
- Jun Kyung Auh & Jennie Bai, 2020. "Cross-Asset Information Synergy in Mutual Fund Families," NBER Working Papers 26626, National Bureau of Economic Research, Inc.
- Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
- Arvind Krishnamurthy & Jennie Bai & Charles-Henri Weymuller, 2016.
"Measuring Liquidity Mismatch in the Banking Sector,"
NBER Working Papers
22729, National Bureau of Economic Research, Inc.
- Jennie Bai & Arvind Krishnamurthy & Charles†Henri Weymuller, 2018. "Measuring Liquidity Mismatch in the Banking Sector," Journal of Finance, American Finance Association, vol. 73(1), pages 51-93, February.
- Bai, Jennie & Krishnamurthy, Arvind & Weymuller, Charles-Henri, 2015. "Mesuring Liquidity Mismatch in the Banking Sector," Research Papers 3278, Stanford University, Graduate School of Business.
- Jennie Bai & Or Shachar, 2015. "The Effects of Entering and Exiting a Credit Default Swap Index," Liberty Street Economics 20150330, Federal Reserve Bank of New York.
- Jennie Bai & Jia Guo & Benjamin R. Mandel, 2013. "Going global: markups and product quality in the Chinese art market," Staff Reports 614, Federal Reserve Bank of New York.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2013.
"Have Financial Markets Become More Informative?,"
NBER Working Papers
19728, National Bureau of Economic Research, Inc.
- Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016. "Have financial markets become more informative?," Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
- Jennie Bai & Thomas Philippon & Alexi Savov, 2012. "Have financial markets become more informative?," Staff Reports 578, Federal Reserve Bank of New York.
- Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013. "The Microstructure of China's Government Bond Market," Staff Reports 622, Federal Reserve Bank of New York.
- Jennie Bai & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege, 2012. "On bounding credit event risk premia," Staff Reports 577, Federal Reserve Bank of New York.
- Jennie Bai & Shang-Jin Wei, 2012.
"When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads,"
NBER Working Papers
18600, National Bureau of Economic Research, Inc.
- Jennie Bai & Shang-Jin Wei, 2012. "When is there a strong transfer risk from the sovereigns to the corporates? Property rights gaps and CDS spreads," Staff Reports 579, Federal Reserve Bank of New York.
- Wei, Shang-Jin & Bai, Jennie, 2012. "When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads," CEPR Discussion Papers 9252, C.E.P.R. Discussion Papers.
- Jennie Bai, 2010. "Equity premium predictions with adaptive macro indexes," Staff Reports 475, Federal Reserve Bank of New York.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (5) 2012-11-11 2013-06-30 2013-12-15 2019-07-15 2020-01-20. Author is listed
- NEP-MAC: Macroeconomics (3) 2010-10-30 2013-12-15 2016-10-23
- NEP-BAN: Banking (2) 2012-11-11 2016-10-23
- NEP-FOR: Forecasting (2) 2010-10-30 2013-12-15
- NEP-RMG: Risk Management (2) 2012-11-11 2019-07-15
- NEP-TRA: Transition Economics (2) 2013-05-24 2013-06-30
- NEP-CNA: China (1) 2013-05-24
- NEP-CUL: Cultural Economics (1) 2013-05-24
- NEP-ENE: Energy Economics (1) 2022-11-28
- NEP-ENV: Environmental Economics (1) 2022-11-28
- NEP-INT: International Trade (1) 2013-05-24
- NEP-MST: Market Microstructure (1) 2013-06-30
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Jennie Bai should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.