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Robert Jay Kahn

Personal Details

First Name:Robert
Middle Name:Jay
Last Name:Kahn
Suffix:
RePEc Short-ID:pka1384
[This author has chosen not to make the email address public]
http://j-kahn.com
Twitter: @jstatistic
Mastodon: @jstatistic.bsky.social
Terminal Degree:2019 Ross School of Business; University of Michigan (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. R. Jay Kahn & Matthew McCormick, 2025. "Proportionate margining for repo transactions," FEDS Notes 2025-02-14-1, Board of Governors of the Federal Reserve System (U.S.).
  2. Adam Copeland & R. Jay Kahn, 2024. "Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo," Staff Reports 1140, Federal Reserve Bank of New York.
  3. Robert Mann & Mark Paddrik & Samuel Hempel & R. Jay Kahn, 2024. "Repo Market Intermediation," Briefs 24-07, Office of Financial Research, US Department of the Treasury.
  4. Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
  5. R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Working Papers 23-04, Office of Financial Research, US Department of the Treasury.
  6. R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young, 2023. "OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates," The OFR Blog 23-10, Office of Financial Research, US Department of the Treasury.
  7. Daniel Barth & R. Jay Kahn & Robert Mann, 2023. "Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"?," FEDS Notes 2023-08-30-2, Board of Governors of the Federal Reserve System (U.S.).
  8. Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik, 2023. "Key Finding on Non-centrally Cleared Repo," Briefs 23-01, Office of Financial Research, US Department of the Treasury.
  9. Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik, 2023. "Why Is So Much Repo Not Centrally Cleared?," The OFR Blog 23-11, Office of Financial Research, US Department of the Treasury.
  10. Samuel J. Hempel & Calvin Isley & R. Jay Kahn & Patrick E. McCabe, 2023. "Money Market Fund Repo and the ON RRP Facility," FEDS Notes 2023-12-15-2, Board of Governors of the Federal Reserve System (U.S.).
  11. Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022. "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper RWP 22-08, Federal Reserve Bank of Kansas City.
  12. R. Jay Kahn & Vy Nguyen, 2022. "Treasury Market Stress: Lessons from 1958 and Today," Briefs 22-01, Office of Financial Research, US Department of the Treasury.
  13. Samuel J. Hempel & R. Jay Kahn & Vy Nguyen & Sharon Y. Ross, 2022. "Non-centrally Cleared Bilateral Repo," The OFR Blog 22-07, Office of Financial Research, US Department of the Treasury.
  14. Samuel J. Hempel & R. Jay Kahn & Robert Mann & Mark Paddrik, 2022. "OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market," The OFR Blog 22-09, Office of Financial Research, US Department of the Treasury.
  15. Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor, 2021. "Intraday Timing of General Collateral Repo Markets," Liberty Street Economics 20210714, Federal Reserve Bank of New York.
  16. Samuel J. Hempel & R. Jay Kahn, 2021. "Negative Rates in Bilateral Repo Markets," Briefs 21-03, Office of Financial Research, US Department of the Treasury.
  17. Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Matthew McCormick & Will Riordan & Timothy Wessel, 2021. "How Competitive are U.S. Treasury Repo Markets?," Liberty Street Economics 20210218, Federal Reserve Bank of New York.
  18. Daniel Barth & R. Jay Kahn, 2021. "Hedge Funds and the Treasury Cash-Futures Disconnect," Working Papers 21-01, Office of Financial Research, US Department of the Treasury.
  19. R. Jay Kahn & Luke M. Olson, 2021. "Who Participates in Cleared Repo?," Briefs 21-01, Office of Financial Research, US Department of the Treasury.
  20. Daniel Barth & Jay Kahn, 2020. "Basis Trades and Treasury Market Illiquidity," Briefs 20-01, Office of Financial Research, US Department of the Treasury.
  21. Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.

Articles

  1. Kahn, R. Jay & McCormick, Matthew & Nguyen, Vy & Paddrik, Mark & Young, H. Peyton, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 5(4), pages 1-25, July.
  2. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 7(1), pages 1-21.
  3. Santiago Bazdresch & R. Jay Kahn & Toni M. Whited, 2018. "Estimating and Testing Dynamic Corporate Finance Models," The Review of Financial Studies, Society for Financial Studies, vol. 31(1), pages 322-361.
  4. Kahn, R. Jay & Whited, Toni M., 2016. "Identification with Models and Exogenous Data Variation," Foundations and Trends(R) in Accounting, now publishers, vol. 10(2-4), pages 361-375, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Daniel Barth & Jay Kahn, 2020. "Basis Trades and Treasury Market Illiquidity," Briefs 20-01, Office of Financial Research, US Department of the Treasury.

    Mentioned in:

    1. Making the Treasury Market Resilient
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2020-08-19 11:50:39

Working papers

  1. Daniel Barth & R. Jay Kahn & Robert Mann, 2023. "Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"?," FEDS Notes 2023-08-30-2, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Connolly, Michael F. & Struby, Ethan, 2024. "Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply," Journal of Banking & Finance, Elsevier, vol. 168(C).

  2. Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Mark E. Paddrik & Benjamin Taylor, 2021. "Intraday Timing of General Collateral Repo Markets," Liberty Street Economics 20210714, Federal Reserve Bank of New York.

    Cited by:

    1. R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Working Papers 23-04, Office of Financial Research, US Department of the Treasury.
    2. Carrera de Souza, Tomás & Hudepohl, Tom, 2024. "Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market," Journal of Banking & Finance, Elsevier, vol. 158(C).

  3. Samuel J. Hempel & R. Jay Kahn, 2021. "Negative Rates in Bilateral Repo Markets," Briefs 21-03, Office of Financial Research, US Department of the Treasury.

    Cited by:

    1. Office of Financial Research (ed.), 2021. "2021 Annual Report to Congress," Reports, Office of Financial Research, US Department of the Treasury, number 21-01, September.
    2. Thanassoulis, John & Erten, Irem & Neamtu, Ioana, 2022. "The Ring-Fencing Bonus," CEPR Discussion Papers 17625, C.E.P.R. Discussion Papers.
    3. R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Working Papers 23-04, Office of Financial Research, US Department of the Treasury.

  4. Daniel Barth & R. Jay Kahn, 2021. "Hedge Funds and the Treasury Cash-Futures Disconnect," Working Papers 21-01, Office of Financial Research, US Department of the Treasury.

    Cited by:

    1. Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024. "Quantities and Covered-Interest Parity," Finance and Economics Discussion Series 2024-061, Board of Governors of the Federal Reserve System (U.S.).
    2. Michael J. Fleming & Giang Nguyen & Joshua V. Rosenberg, 2007. "How do treasury dealers manage their positions?," Staff Reports 299, Federal Reserve Bank of New York.
    3. Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022. "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper RWP 22-08, Federal Reserve Bank of Kansas City.
    4. Wenxin Du & Benjamin Hébert & Wenhao Li, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Staff Reports 1023, Federal Reserve Bank of New York.
    5. Connolly, Michael F. & Struby, Ethan, 2024. "Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply," Journal of Banking & Finance, Elsevier, vol. 168(C).
    6. Charles M. Kahn & Stephen F. Quinn & William Roberds, 2023. "The Fed and Its Shadow: A Historical View," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2023(6), pages 1-32, October.
    7. Jappelli, Ruggero & Lucke, Konrad & Pelizzon, Loriana, 2022. "Price and liquidity discovery in European sovereign bonds and futures," SAFE Working Paper Series 350, Leibniz Institute for Financial Research SAFE.
    8. Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
    9. Ethan Struby & Michael F. Connolly, 2023. "Treasury Buybacks, the Fed's Portfolio, and Local Supply," Working Papers 2023-02, Carleton College, Department of Economics.
    10. Mathias S. Kruttli & Phillip J. Monin & Lubomir Petrasek & Sumudu W. Watugala, 2021. "Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis," Finance and Economics Discussion Series 2021-038, Board of Governors of the Federal Reserve System (U.S.).
    11. Deborah Miori & Mihai Cucuringu, 2022. "SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis," Papers 2209.08825, arXiv.org.
    12. R. Jay Kahn & Matthew McCormick & Vy Nguyen & Mark Paddrik & H. Peyton Young, 2023. "Anatomy of the Repo Rate Spikes in September 2019," Working Papers 23-04, Office of Financial Research, US Department of the Treasury.
    13. Hugues Dastarac, 2021. "Strategic Trading, Welfare and Prices with Futures Contracts," Working papers 841, Banque de France.
    14. Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2022. "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Staff Reports 1010, Federal Reserve Bank of New York.
    15. Michael J. Fleming & Haoyang Liu & Rich Podjasek & Jake Schurmeier, 2021. "The Federal Reserve’s Market Functioning Purchases," Staff Reports 998, Federal Reserve Bank of New York.
    16. Thomas M. Eisenbach & Gregory Phelan, 2023. "Fragility of Safe Assets," Working Papers 23-02, Office of Financial Research, US Department of the Treasury.
    17. Guimaraes, Rodrigo & Pinter, Gabor & Wijnandts, Jean-Charles, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England working papers 1045, Bank of England.
    18. Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
    19. Thomas M. Eisenbach & Gregory Phelan, 2022. "Fragility of Safe Asset Markets," Staff Reports 1026, Federal Reserve Bank of New York.
    20. Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.

  5. R. Jay Kahn & Luke M. Olson, 2021. "Who Participates in Cleared Repo?," Briefs 21-01, Office of Financial Research, US Department of the Treasury.

    Cited by:

    1. Adam Copeland & Antoine Martin, 2021. "Repo over the Financial Crisis," Staff Reports 996, Federal Reserve Bank of New York.
    2. Miguel Fernandes & Mario Pascoa, 2024. "Repo, Sponsored Repo and Macro-prudential Regulation," School of Economics Discussion Papers 0224, School of Economics, University of Surrey.
    3. Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).

  6. Daniel Barth & Jay Kahn, 2020. "Basis Trades and Treasury Market Illiquidity," Briefs 20-01, Office of Financial Research, US Department of the Treasury.

    Cited by:

    1. Ron Alquist & Karlye Dilts Stedman & R. Jay Kahn, 2022. "Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege," Research Working Paper RWP 22-08, Federal Reserve Bank of Kansas City.
    2. Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020. "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers) 589, Bank of Italy, Economic Research and International Relations Area.
    3. Annette Vissing-Jørgensen, 2021. "The Treasury market in spring 2020 and the response of the Federal Reserve," BIS Working Papers 966, Bank for International Settlements.
    4. Miguel Fernandes & Mario Pascoa, 2024. "Repo, Sponsored Repo and Macro-prudential Regulation," School of Economics Discussion Papers 0224, School of Economics, University of Surrey.
    5. Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers 2020-79, Becker Friedman Institute for Research In Economics.
    6. Di Gangi, Domenico & Lazarov, Vladimir & Mankodi, Aakash & Silvestri, Laura, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.
    7. Linas Jurksas & Deimante Teresiene & Rasa Kanapickiene, 2021. "Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions," Economies, MDPI, vol. 9(1), pages 1-22, March.
    8. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2023. "Non-bank financial intermediaries and financial stability," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 7, pages 147-170, Edward Elgar Publishing.
    9. Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
    10. Ari Kutai & Daniel Nathan & Milena Wittwer, 2024. "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers 2024.03, Bank of Israel.

  7. Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. Schmalz, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.

    Cited by:

    1. Chris Bardgett & Elise Gourier & Markus Leippold, 2016. "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets," Working Papers 780, Queen Mary University of London, School of Economics and Finance.
    2. Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021. "Sources of Uncertainty and Subjective Prices," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
    3. Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York.
    4. Charles Smith & Peter Van Tassel, 2021. "The Law of One Price in Equity Volatility Markets," Liberty Street Economics 20210201, Federal Reserve Bank of New York.
    5. Peter Van Tassel, 2018. "Equity Volatility Term Premia," Staff Reports 867, Federal Reserve Bank of New York.
    6. Peter Van Tassel, 2017. "Global Variance Term Premia and Intermediary Risk Appetite," 2017 Meeting Papers 149, Society for Economic Dynamics.
    7. Baeho Kim & Da‐Hea Kim & Haehean Park, 2020. "Informed options trading on the implied volatility surface: A cross‐sectional approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 776-803, May.
    8. Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019. "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers 26323, National Bureau of Economic Research, Inc.
    9. Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Term Structure of Systematic and Idiosyncratic Risk," Hannover Economic Papers (HEP) dp-618, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    10. van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.

Articles

  1. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 7(1), pages 1-21.

    Cited by:

    1. Habib, Ahsan & Hasan, Mostafa Monzur, 2019. "Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 188-201.
    2. Aabo, Tom & Rønnow, Sara Korsdal, 2024. "Female CEOs with a squeeze of narcissism: A perfect cocktail for corporate performance?," Finance Research Letters, Elsevier, vol. 64(C).
    3. Aabo, Tom & Hansen, Jakob Berggreen & Petersen, Sebastian Malling, 2023. "Love thy neighbor: CEO extraversion and corporate acquisitions," Finance Research Letters, Elsevier, vol. 55(PA).
    4. Tania Babina & Sabrina T. Howell, 2018. "Entrepreneurial Spillovers from Corporate R&D," NBER Working Papers 25360, National Bureau of Economic Research, Inc.
    5. Whited, Toni M., 2022. "Parallels between structural estimation and causal inference: A discussion of Armstrong et al. (2022)," Journal of Accounting and Economics, Elsevier, vol. 74(2).
    6. Armstrong, Christopher & Kepler, John D. & Samuels, Delphine & Taylor, Daniel, 2022. "Causality redux: The evolution of empirical methods in accounting research and the growth of quasi-experiments," Journal of Accounting and Economics, Elsevier, vol. 74(2).
    7. Matthias Breuer & Eva Labro & Haresh Sapra & Anastasia A. Zakolyukina, 2024. "Bridging Theory and Empirical Research in Accounting," Journal of Accounting Research, Wiley Blackwell, vol. 62(3), pages 1121-1139, June.
    8. Ladislav Kabat & Luboš Cibák & Stanislav Filip, 2020. "The remittance inflows in Visegrad countries: a source of economic growth, or migration policy misting?," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 8(2), pages 606-628, December.
    9. Aabo, Tom & Kirch, Theodor Roe & Thomsen, Katrine Høj Stadil, 2024. "Give me uncertainty, and I will shine: CEO narcissism and corporate performance," Global Finance Journal, Elsevier, vol. 62(C).
    10. Chen, Jun & Hshieh, Shenje & Zhang, Feng, 2021. "The role of high-skilled foreign labor in startup performance: Evidence from two natural experiments," Journal of Financial Economics, Elsevier, vol. 142(1), pages 430-452.
    11. Boulton, Thomas J. & Shank, Corey A., 2024. "Terror threat and investor sentiment: International evidence," Global Finance Journal, Elsevier, vol. 59(C).
    12. Chatterjee, Bikram & Jia, Jing & Nguyen, Mai & Taylor, Grantley & Duong, Lien, 2023. "CEO remuneration, financial distress and firm life cycle," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    13. Aabo, Tom & Hansen, Malene & Krog, Sara Husted & Kynde, Katrine, 2024. "Explaining differences in CEO gender diversity across industries: Do personality traits matter?," Global Finance Journal, Elsevier, vol. 61(C).
    14. Chen, Jing & Hong, Junjie & Zhong, Weifeng & Wang, Chengqi & Liu, Xinghe, 2024. "Doing right at home: Do hometown CEOs curb corporate misconduct?11Chengqi Wang acknowledges the financial support of National Natural Science Foundation of China (No. 72332005). Xinghe Liu acknowledge," Technological Forecasting and Social Change, Elsevier, vol. 205(C).

  2. Santiago Bazdresch & R. Jay Kahn & Toni M. Whited, 2018. "Estimating and Testing Dynamic Corporate Finance Models," The Review of Financial Studies, Society for Financial Studies, vol. 31(1), pages 322-361.

    Cited by:

    1. Stephen Terry & Anastasia Zakolyukina & Toni Whited, 2018. "Information Distortion, R&D, and Growth," 2018 Meeting Papers 217, Society for Economic Dynamics.
    2. Ivanov, Ivan T. & Pettit, Luke & Whited, Toni, 2021. "Taxes Depress Corporate Borrowing: Evidence from Private Firms," IHS Working Paper Series 32, Institute for Advanced Studies.
    3. Oh, Hyunseung & Yoon, Chamna, 2020. "Time to build and the real-options channel of residential investment," Journal of Financial Economics, Elsevier, vol. 135(1), pages 255-269.
    4. Whited, Toni M. & Wu, Yufeng & Xiao, Kairong, 2021. "Low interest rates and risk incentives for banks with market power," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 155-174.
    5. Nikolov, Boris & Schmid, Lukas & Steri, Roberto, 2021. "The Sources of Financing Constraints," Journal of Financial Economics, Elsevier, vol. 139(2), pages 478-501.
    6. Moreira, Alan & Muir, Tyler, 2019. "Should Long-Term Investors Time Volatility?," Journal of Financial Economics, Elsevier, vol. 131(3), pages 507-527.
    7. Toni M Whited, 2023. "Integrating Structural and Reduced-Form Methods in Empirical Finance," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 597-615.
    8. Chenxu Li & Olivier Scaillet & Yiwen Shen, 2020. "Wealth Effect on Portfolio Allocation in Incomplete Markets," Papers 2004.10096, arXiv.org, revised Aug 2021.
    9. Ghent, Andra C., 2021. "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, vol. 139(2), pages 337-358.
    10. Bertomeu, Jeremy & Marinovic, Iván & Terry, Stephen J. & Varas, Felipe, 2022. "The dynamics of concealment," Journal of Financial Economics, Elsevier, vol. 143(1), pages 227-246.
    11. Roberto Steri & Lukas Schmid & Boris Nikolov, 2017. "Dynamic Financial Constraints: Which Frictions Matter for Corporate Policies?," 2017 Meeting Papers 630, Society for Economic Dynamics.
    12. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 7(1), pages 1-21.
    13. Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024. "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, vol. 162(C).
    14. Stephen J. Terry & Toni M. Whited & Anastasia A. Zakolyukina, 2020. "Information versus Investment," Working Papers 2020-110, Becker Friedman Institute for Research In Economics.
    15. Babarinde rene ADEROMOU & Mahmoudou Bocar SALL, 2019. "Minority investor protection and corporate governance practices," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 10(2), pages 102-117, December.
    16. Ryan Michaels & T Beau Page & Toni M Whited, 2019. "Labor and Capital Dynamics under Financing Frictions," Review of Finance, European Finance Association, vol. 23(2), pages 279-323.
    17. Fakos, Alexandros & Sakellaris, Plutarchos & Tavares, Tiago, 2022. "Investment slumps during financial crises: The real effects of credit supply," Journal of Financial Economics, Elsevier, vol. 145(1), pages 29-44.
    18. Jiaqi Jiang & Yun Feng, 2021. "The interaction of risk management tools: Financial hedging, corporate diversification and liquidity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2396-2413, April.
    19. Barrero, Jose Maria, 2022. "The micro and macro of managerial beliefs," Journal of Financial Economics, Elsevier, vol. 143(2), pages 640-667.
    20. Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2020. "Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation," NBER Working Papers 27258, National Bureau of Economic Research, Inc.
    21. Carola Frydman & Dimitris Papanikolaou, 2015. "In Search of Ideas: Technological Innovation and Executive Pay Inequality," NBER Working Papers 21795, National Bureau of Economic Research, Inc.
    22. Julio L. Ortiz, 2022. "Spread Too Thin: The Impact of Lean Inventories," International Finance Discussion Papers 1342, Board of Governors of the Federal Reserve System (U.S.).
    23. Li, Di & Taylor, Lucian A. & Wang, Wenyu, 2018. "Inefficiencies and externalities from opportunistic acquirers," Journal of Financial Economics, Elsevier, vol. 130(2), pages 265-290.
    24. Toni M. Whited & Jake Zhao, 2021. "The Misallocation of Finance," Journal of Finance, American Finance Association, vol. 76(5), pages 2359-2407, October.
    25. Jakub Hajda, 2019. "Product Market Strategy and Corporate Policies," 2019 Papers pha1309, Job Market Papers.

  3. Kahn, R. Jay & Whited, Toni M., 2016. "Identification with Models and Exogenous Data Variation," Foundations and Trends(R) in Accounting, now publishers, vol. 10(2-4), pages 361-375, August.

    Cited by:

    1. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 7(1), pages 1-21.

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 11 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.
  1. NEP-FMK: Financial Markets (5) 2021-03-01 2021-07-19 2021-11-01 2023-10-02 2024-07-15. Author is listed
  2. NEP-MON: Monetary Economics (5) 2021-07-19 2021-11-01 2023-05-15 2024-02-12 2025-01-06. Author is listed
  3. NEP-BAN: Banking (2) 2021-11-01 2024-02-12
  4. NEP-CBA: Central Banking (2) 2023-05-15 2024-02-12
  5. NEP-MAC: Macroeconomics (2) 2023-05-15 2023-10-02
  6. NEP-MST: Market Microstructure (2) 2020-08-10 2021-07-26
  7. NEP-IFN: International Finance (1) 2023-05-15
  8. NEP-OPM: Open Economy Macroeconomics (1) 2023-05-15
  9. NEP-RMG: Risk Management (1) 2015-08-25

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