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Publications

by alumni of

Kenan Flagler Business School
University of North Carolina-Chapel-Hill
Chapel Hill, North Carolina (United States)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. Ringgenberg, Matthew C. & Shu, Chong & Werner, Ingrid M., 2023. "The Politics of Academic Research," Working Paper Series 2023-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Simon H. Kwan & Mauricio Ulate & Ville Voutilainen, 2023. "The Transmission of Negative Nominal Interest Rates in Finland," Working Paper Series 2023-11, Federal Reserve Bank of San Francisco.

2020

  1. Werner, Ingrid M & Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.

2019

  1. Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg, 2019. "Do Index Funds Monitor?," Swiss Finance Institute Research Paper Series 19-08, Swiss Finance Institute.
  2. Paolo Giordani & Simon H. Kwan, 2019. "Tracking Financial Fragility," Working Paper Series 2019-6, Federal Reserve Bank of San Francisco.
  3. Kelvin Ho & Simon H. Kwan & Edward Tan, 2019. "Complexity of Global Banks and their Foreign Operation in Hong Kong," Working Paper Series 2019-22, Federal Reserve Bank of San Francisco.

2018

  1. Liju Fan & Mark D. Flood, 2018. "An Ontology of Ownership and Control Relations of Bank Holding Companies," Staff Discussion Papers 18-01, Office of Financial Research, US Department of the Treasury.

2017

  1. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan K. Simon, 2017. "The Complexity of Bank Holding Companies: A Topological Approach," NBER Working Papers 23755, National Bureau of Economic Research, Inc.
  2. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan J. Simon, 2017. "The Complexity of Bank Holding Companies: A New Measurement Approach," Working Papers 17-03, Office of Financial Research, US Department of the Treasury.
  3. Zacharias, Nicolas & Stock, Ruth & Im, Subin, 2017. "Strategic Givens in New Product Development: Understanding Curvilinear Effects on New Product Performance," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84981, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).

2016

  1. Mark D. Flood & Phillip Monin, 2016. "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," Working Papers 16-02, Office of Financial Research, US Department of the Treasury.

2015

  1. Victoria Lemieux & Payam S. Rahmdel & Rick Walker & B.L. William Wong & Mark D. Flood, 2015. "Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis," Staff Discussion Papers 15-01, Office of Financial Research, US Department of the Treasury.
  2. Mark D. Flood & Oliver R. Goodenough, 2015. "Contract as Automaton: The Computational Representation of Financial Agreements," Working Papers 15-04, Office of Financial Research, US Department of the Treasury.
  3. Mark D. Flood & John C. Liechty & Thomas Piontek, 2015. "Systemwide Commonalities in Market Liquidity," Working Papers 15-11, Office of Financial Research, US Department of the Treasury.
  4. Mark D. Flood & Phillip Monin & Lina Bandyopadhyay, 2015. "Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures," Working Papers 15-13, Office of Financial Research, US Department of the Treasury.
  5. Jingnan Chen & Mark D. Flood & Richard B. Sowers, 2015. "Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios," Working Papers 15-19, Office of Financial Research, US Department of the Treasury.

2014

  1. Bryan Ball & Mark D. Flood & H.V. Jagadish & Joe Langsam & Louiqa Raschid & Peratham Wiriyathammabhum, 2014. "A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics," Staff Discussion Papers 14-03, Office of Financial Research, US Department of the Treasury.
  2. Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014. "The Application of Visual Analytics to Financial Stability Monitoring," Working Papers 14-02, Office of Financial Research, US Department of the Treasury, revised 07 Oct 2014.
  3. Cho-hoi Hui & Simon H. Kwan & Eric T. C. Wong, 2014. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Paper Series 2014-25, Federal Reserve Bank of San Francisco.

2013

  1. Mark D. Flood & Jonathan Katz & Stephen J. Ong & Adam Smith, 2013. "Cryptography and the economics of supervisory information: balancing transparency and confidentiality," Working Papers (Old Series) 1312, Federal Reserve Bank of Cleveland.
  2. Mark D. Flood & George G. Korenko, 2013. "Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty," Working Papers 13-05, Office of Financial Research, US Department of the Treasury.
  3. Paul Glasserman & Chulmin Kang & Wanmo Kang, 2013. "Stress Scenario Selection by Empirical Likelihood," Working Papers 13-07, Office of Financial Research, US Department of the Treasury.
  4. Douglas J. Elliott & Greg Feldberg & Andreas Lehnert, 2013. "The History of Cyclical Macroprudential Policy in the United States," Working Papers 13-08, Office of Financial Research, US Department of the Treasury.
  5. Rick Bookstaber & Jill Cetina & Greg Feldberg & Mark Flood & Paul Glasserman, 2013. "Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future," Working Papers 13-10, Office of Financial Research, US Department of the Treasury.
  6. Giuliano Iannotta & Simon H. Kwan, 2013. "The Impact of Reserves Practices on Bank Opacity," Working Paper Series 2013-35, Federal Reserve Bank of San Francisco.

2012

  1. Flood, Mark D. & Huisman, Ronald & Koedijk, Kees G. & Lyons, Richard K., 2012. "Search Costs: The Neglected Spread Component," Research Program in Finance, Working Paper Series qt5q05g9pt, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  2. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.

2010

  1. Simon H. Kwan, 2010. "Financial crisis and bank lending," Working Paper Series 2010-11, Federal Reserve Bank of San Francisco.
  2. Mark J. Flannery & Simon H. Kwan & Mahendrarajah Nimalendran, 2010. "The 2007-09 financial crisis and bank opaqueness," Working Paper Series 2010-27, Federal Reserve Bank of San Francisco.

2006

  1. Frederick T. Furlong & Simon H. Kwan, 2006. "Safe and sound banking, 20 years later: what was proposed and what has been adopted," Working Paper Series 2006-27, Federal Reserve Bank of San Francisco.

2004

  1. Simon H. Kwan, 2004. "Testing the strong-form of market discipline: the effects of public market signals on bank risk," Working Paper Series 2004-19, Federal Reserve Bank of San Francisco.
  2. Willard T. Carleton & Simon H. Kwan, 2004. "Financial contracting and the choice between private placement and publicly offered bonds," Working Paper Series 2004-20, Federal Reserve Bank of San Francisco.

2002

  1. Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W., 2002. "Dividing the Pie," ERIM Report Series Research in Management ERS-2002-101-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  2. Simon H. Kwan, 2002. "Operating performance of banks among Asian economies: an international and time series comparison," Working Paper Series 2002-01, Federal Reserve Bank of San Francisco.

2001

  1. Simon H. Kwan, 2001. "Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks," Working Paper Series 2001-11, Federal Reserve Bank of San Francisco.
  2. Simon H. Kwan, 2001. "The X-efficiency of commercial banks in Hong Kong," Working Paper Series 2002-14, Federal Reserve Bank of San Francisco.

1999

  1. Robert A. Eisenbeis & Gary D. Ferrier & Simon H. Kwan, 1999. "The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance," FRB Atlanta Working Paper 99-23, Federal Reserve Bank of Atlanta.
  2. Simon H. Kwan & James A. Wilcox, 1999. "Hidden cost reductions in bank mergers: accounting for more productive banks," Working Papers in Applied Economic Theory 99-10, Federal Reserve Bank of San Francisco.
  3. Mark J. Flannery & Simon H. Kwan & Mahendrarajah Nimalendran, 1999. "Market evidence on the opaqueness of banking firms' assets," Working Papers in Applied Economic Theory 99-11, Federal Reserve Bank of San Francisco.

1998

  1. Simon H. Kwan, 1998. "Securities activities by commercial banking firms' Section 20 subsidiaries: risk, return and diversification benefits," Working Papers in Applied Economic Theory 98-10, Federal Reserve Bank of San Francisco.

1995

  1. Simon H. Kwan, 1995. "The temporal relationship between individual stocks and individual bonds," Working Papers in Applied Economic Theory 95-03, Federal Reserve Bank of San Francisco.
  2. Robert A. Eisenbeis & Simon H. Kwan, 1995. "An analysis of inefficiencies in banking: a stochastic cost frontier approach," Working Papers in Applied Economic Theory 95-12, Federal Reserve Bank of San Francisco.
  3. Willard T. Carleton & Simon H. Kwan, 1995. "The role of private placement debt issues in corporate finance," Working Papers in Applied Economic Theory 95-13, Federal Reserve Bank of San Francisco.
  4. Simon Kwan & Robert A. Eisenbeis, 1995. "Bank Risk, Capitalization and Inefficiency," Center for Financial Institutions Working Papers 96-35, Wharton School Center for Financial Institutions, University of Pennsylvania.

1994

  1. Simon H. Kwan, 1994. "The certification value of bank loans," Proceedings 50, Federal Reserve Bank of Chicago.

1993

  1. Mark D. Flood, 1993. "Market structure and inefficiency in the foreign exchange market," Working Papers 1991-001, Federal Reserve Bank of St. Louis.

1991

  1. Simon H. Kwan, 1991. "Risk taking behavior of banking firms," Proceedings 316, Federal Reserve Bank of Chicago.

Journal articles

2024

  1. Kwan, Simon H. & Ho, Kelvin & Hui, Cho-hoi & Wong, Eric T.C., 2024. "The international transmission of shocks through the lens of foreign banks in Hong Kong," Journal of International Money and Finance, Elsevier, vol. 142(C).
  2. Simon H. Kwan & Zinnia Martinez, 2024. "Bank Franchise as a Stabilizing Force," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2024(20), pages 1-6, August.

2023

  1. Engelberg, Joseph & McLean, R. David & Pontiff, Jeffrey & Ringgenberg, Matthew C., 2023. "Do Cross-Sectional Predictors Contain Systematic Information?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(3), pages 1172-1201, May.
  2. Haslag, Peter & Ringgenberg, Matthew C., 2023. "The Demise of the NYSE and Nasdaq: Market Quality in the Age of Market Fragmentation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(7), pages 2753-2782, November.
  3. Sheng Huang & Matthew C. Ringgenberg & Zhe Zhang, 2023. "The Information in Asset Fire Sales," Management Science, INFORMS, vol. 69(9), pages 5066-5086, September.
  4. Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C. Ringgenberg, 2023. "Does Socially Responsible Investing Change Firm Behavior?," Review of Finance, European Finance Association, vol. 27(6), pages 2057-2083.
  5. Subin Im & Hojun Lee & Don Hur & Minhan Yoon, 2023. "Comparison and Enhancement of Machine Learning Algorithms for Wind Turbine Output Prediction with Insufficient Data," Energies, MDPI, vol. 16(15), pages 1-16, August.

2022

  1. Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022. "On index investing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 665-683.
  2. Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg, 2022. "Do Index Funds Monitor?," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 91-131.
  3. Simon H. Kwan & Louis Liu, 2022. "Financial Market Conditions during Monetary Tightening," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(03), pages 1-6, February.
  4. Giuliano Iannotta & Simon H. Kwan, 2022. "The Impact Of Reserves Practices On Bank Opacity," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-26, June.

2021

  1. David C Brown & Shaun William Davies & Matthew C Ringgenberg, 2021. "ETF Arbitrage, Non-Fundamental Demand, and Return Predictability [The equity share in new issues and aggregate stock returns]," Review of Finance, European Finance Association, vol. 25(4), pages 937-972.
  2. Simon H. Kwan, 2021. "Resilience of Community Banks in the Time of COVID-19," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(06), pages 01-05, March.
  3. Sophia M. Friesenhahn & Simon H. Kwan, 2021. "Minority Banks during the COVID-19 Pandemic," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(20), pages 01-05, August.

2020

  1. Flood, Mark D. & Kenett, Dror Y. & Lumsdaine, Robin L. & Simon, Jonathan K., 2020. "The Complexity of Bank Holding Companies: A Topological Approach," Journal of Banking & Finance, Elsevier, vol. 118(C).
  2. Simon H. Kwan & Thomas M. Mertens, 2020. "Market Assessment of COVID-19," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(14), pages 1-5, May.
  3. Sophia M. Friesenhahn & Simon H. Kwan, 2020. "Risk of Business Insolvency during Coronavirus Crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2020(30), pages 01-05, October.

2019

  1. Jonathan Brogaard & Matthew C Ringgenberg & David Sovich, 2019. "The Economic Impact of Index Investing," The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3461-3499.
  2. Simon H. Kwan, 2019. "Banks’ Real Estate Exposure and Resilience," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

2018

  1. Joseph E. Engelberg & Adam V. Reed & Matthew C. Ringgenberg, 2018. "Short‐Selling Risk," Journal of Finance, American Finance Association, vol. 73(2), pages 755-786, April.
  2. Robert A. Eisenbeis & Simon Kwan & Larry Wall, 2018. "Financial Stability and Resolution of Federal Reserve Goal and Implementation Conflicts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(2), pages 163-178, June.

2017

  1. Jingnan Chen & Mark D. Flood & Richard B. Sowers, 2017. "Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1491-1507, October.
  2. Richard J. Arend & Y. Lisa Zhao & Michael Song & Subin Im, 2017. "Strategic planning as a complex and enabling managerial tool," Strategic Management Journal, Wiley Blackwell, vol. 38(8), pages 1741-1752, August.
  3. Nicolas A. Zacharias & Ruth Maria Stock & Subin Im, 2017. "Strategic Givens In New Product Development: Understanding Curvilinear Effects On New Product Performance," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 1-31, January.

2016

  1. Rapach, David E. & Ringgenberg, Matthew C. & Zhou, Guofu, 2016. "Short interest and aggregate stock returns," Journal of Financial Economics, Elsevier, vol. 121(1), pages 46-65.
  2. Flood, M. D. & Jagadish, H. V. & Raschid, L., 2016. "Big data challenges and opportunities in financial stability monitoring," Financial Stability Review, Banque de France, issue 20, pages 129-142, April.
  3. Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L., 2016. "The application of visual analytics to financial stability monitoring," Journal of Financial Stability, Elsevier, vol. 27(C), pages 180-197.

2015

  1. Mark D. Flood & George G. Korenko, 2015. "Systematic scenario selection: stress testing and the nature of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 43-59, January.
  2. Im, Subin & Bhat, Subodh & Lee, Yikuan, 2015. "Consumer perceptions of product creativity, coolness, value and attitude," Journal of Business Research, Elsevier, vol. 68(1), pages 166-172.

2014

  1. Simon H. Kwan, 2014. "Long road to normal for bank business lending," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. Jens H. E. Christensen & Simon H. Kwan, 2014. "Assessing expectations of monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.

2013

  1. Adam C. Kolasinski & Adam V. Reed & Matthew C. Ringgenberg, 2013. "A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market," Journal of Finance, American Finance Association, vol. 68(2), pages 559-595, April.
  2. Bookstaber, Rick & Cetina, Jill & Feldberg, Greg & Flood, Mark & Glasserman, Paul, 2013. "Stress tests to promote financial stability: Assessing progress and looking to the future," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 7(1), pages 16-25, December.
  3. Flannery, Mark J. & Kwan, Simon H. & Nimalendran, Mahendrarajah, 2013. "The 2007–2009 financial crisis and bank opaqueness," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 55-84.
  4. Simon H. Kwan, 2013. "The price of stock and bond risk in recoveries," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug19.

2012

  1. Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C., 2012. "How are shorts informed?," Journal of Financial Economics, Elsevier, vol. 105(2), pages 260-278.
  2. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.

2010

  1. Simon H. Kwan & Willard T. Carleton, 2010. "Financial Contracting and the Choice between Private Placement and Publicly Offered Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 907-929, August.

2009

  1. Mark Flood, 2009. "Embracing change: financial informatics and risk analytics," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 243-256.
  2. Hyojoung Kim & Doyoung Kim & Subin Im & James W. Hardin, 2009. "Evidence of Asymmetric Information in the Automobile Insurance Market: Dichotomous Versus Multinomial Measurement of Insurance Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 343-366, June.
  3. Simon H. Kwan, 2009. "Capital structure in banking," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec7.
  4. Simon H. Kwan, 2009. "Behavior of Libor in the current financial crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan23.

2008

  1. Im, Subin & Nakata, Cheryl, 2008. "Crafting an environment to foster integration in new product teams," International Journal of Research in Marketing, Elsevier, vol. 25(3), pages 164-172.
  2. Im, Subin & Hussain, Mahmood & Sengupta, Sanjit, 2008. "Testing interaction effects of the dimensions of market orientation on marketing program creativity," Journal of Business Research, Elsevier, vol. 61(8), pages 859-867, August.

2007

  1. Frederick T. Furlong & Simon H. Kwan, 2007. "Safe and sound banking twenty years later: what was proposed and what has been adopted," Economic Review, Federal Reserve Bank of Atlanta, issue Q1-2, pages 1-23.
  2. Simon H. Kwan, 2007. "On forecasting future monetary policy: has forward-looking language mattered?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun15.

2006

  1. Nakata, Cheryl & Im, Subin & Park, Heungsoo & Ha, Young-Won, 2006. "Antecedents and consequence of Korean and Japanese new product advantage," Journal of Business Research, Elsevier, vol. 59(1), pages 28-36, January.
  2. Kwan, Simon H., 2006. "The X-efficiency of commercial banks in Hong Kong," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1127-1147, April.
  3. Simon H. Kwan, 2006. "Safe and sound banking, 20 years later," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct6.
  4. Frederick T. Furlong & Simon H. Kwan, 2006. "Safe & sound banking, 20 years later: what was proposed and what has been adopted," Proceedings, Federal Reserve Bank of San Francisco.

2005

  1. Simon H. Kwan, 2005. "Inflation expectations: how the market speaks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct7.

2004

  1. Flannery, Mark J. & Kwan, Simon H. & Nimalendran, M., 2004. "Market evidence on the opaqueness of banking firms' assets," Journal of Financial Economics, Elsevier, vol. 71(3), pages 419-460, March.
  2. Simon H. Kwan, 2004. "Banking consolidation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun18.
  3. Simon H. Kwan, 2004. "Gauging the market's expectations about monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct8.
  4. Simon H. Kwan, 2004. "Risk and return of publicly held versus privately owned banks," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 97-107.

2003

  1. Kwan, Simon H., 2003. "Impact of deposit rate deregulation in Hong Kong on the market value of commercial banks," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2231-2248, December.
  2. Kwan, Simon H., 2003. "Operating performance of banks among Asian economies: An international and time series comparison," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 471-489, March.
  3. Simon H. Kwan, 2003. "The present and future of pension insurance," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug29.
  4. Simon H. Kwan, 2003. "Pension accounting and reported earnings," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul4.
  5. Simon H. Kwan, 2003. "Underfunding of private pension plans," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun13.

2002

  1. Simon H. Kwan, 2002. "Is there a credit crunch?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr26.
  2. Simon H. Kwan, 2002. "The promise and limits of market discipline in banking," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec13.
  3. Simon H. Kwan, 2002. "Bank security prices and market discipline," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec20.
  4. Frederick T. Furlong & Simon H. Kwan, 2002. "Deposit insurance reform - when half a loaf is better," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may10.

2001

  1. Simon H. Kwan, 2001. "Financial modernization and banking theories," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec21.
  2. Simon H. Kwan, 2001. "The stock market: what a difference a year makes," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun1.
  3. Simon H. Kwan, 2001. "Rising junk bond yields: liquidity or credit concerns?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov16.

2000

  1. Simon H. Kwan, 2000. "Margin requirements as a policy tool?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar24.
  2. Simon H. Kwan, 2000. "Three questions about \\"new economy\\" stocks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may12.
  3. Simon H. Kwan, 2000. "Has bank performance peaked?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct27.

1999

  1. Flood, Mark D, et al, 1999. "Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets," The Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 37-59.
  2. Robert A. Eisenbeis & Simon H. Kwan, 1999. "Mergers of publicly traded banking organizations revisited," Economic Review, Federal Reserve Bank of Atlanta, vol. 84(Q4), pages 26-37.
  3. Simon H. Kwan & James A. Wilcox, 1999. "A new view on cost savings in bank mergers," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug20.
  4. Frederick T. Furlong & Simon H. Kwan, 1999. "Financial modernization and regulation," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec31.
  5. Frederick T. Furlong & Simon H. Kwan, 1999. "Rising bank risk?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct22.
  6. Simon H. Kwan & Elizabeth Laderman, 1999. "On the portfolio effects of financial convergence - a review of the literature," Economic Review, Federal Reserve Bank of San Francisco, pages 18-31.
  7. Simon Kwan, 1999. "Comments on “Trends in Organizational Form and Their Relationship to Performance: The Case of Foreign Securities Subsidiaries of U.S. Banking Organizations”," Journal of Financial Services Research, Springer;Western Finance Association, vol. 16(2), pages 219-221, December.

1998

  1. El-Mekkaoui, Mazen & Flood, Mark D., 1998. "Put-call parity revisited: intradaily tests in the foreign currency options market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 357-376, December.
  2. Simon H. Kwan, 1998. "Bank charters vs thrift charters," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr24.
  3. Simon H. Kwan, 1998. "Risk and return of banks' Section 20 securities affiliates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct23.

1997

  1. Simon H. Kwan, 1997. "Efficiency of U.S. banking firms--an overview," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb28.
  2. Simon H. Kwan & Randy O'Toole, 1997. "Recent developments in loan loss provisioning at U.S. commercial banks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul25.
  3. Simon H. Kwan, 1997. "Cracking the Glass-Steagall barriers," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar21.
  4. Simon Kwan & Robert Eisenbeis, 1997. "Bank Risk, Capitalization, and Operating Efficiency," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 117-131, October.

1996

  1. Kwan, Simon H., 1996. "Firm-specific information and the correlation between individual stocks and bonds," Journal of Financial Economics, Elsevier, vol. 40(1), pages 63-80, January.
  2. Simon H. Kwan, 1996. "Innovations and recent developments in mortgage-backed securities," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan5.
  3. Simon H. Kwan, 1996. "On the relationship between stocks and bonds, part II," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul5.
  4. Simon H. Kwan, 1996. "On the relation between stocks and bonds, part I," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun28.
  5. Robert A. Eisenbeis & Simon H. Kwan, 1996. "An analysis of inefficiencies in banking: a stochastic cost frontier approach," Economic Review, Federal Reserve Bank of San Francisco, pages 16-26.

1995

  1. Kwan, Simon H. & Eisenbeis, Robert A., 1995. "An analysis of inefficiencies in banking," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 733-734, June.
  2. Simon H. Kwan, 1995. "The economics of merging commercial and investment banking," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may19.

1994

  1. Flood, Mark D., 1994. "Market structure and inefficiency in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 13(2), pages 131-158, April.

1992

  1. Mark D. Flood, 1992. "The great deposit insurance debate," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 51-77.
  2. Mark D. Flood, 1992. "Two faces of financial innovation," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 3-17.

1991

  1. Mark D. Flood, 1991. "An introduction to complete markets," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 32-57.
  2. Mark D. Flood, 1991. "Microstructure theory and the foreign exchange market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 52-70.

1990

  1. Mark D. Flood, 1990. "On the use of option pricing models to analyze deposit insurance," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 19-35.

Books

2014

  1. Brose,Margarita S. & Flood,Mark D. & Krishna,Dilip & Nichols,Bill (ed.), 2014. "Handbook of Financial Data and Risk Information I," Cambridge Books, Cambridge University Press, number 9781107012011, November.
  2. Brose,Margarita S. & Flood,Mark D. & Krishna,Dilip & Nichols,Bill (ed.), 2014. "Handbook of Financial Data and Risk Information II," Cambridge Books, Cambridge University Press, number 9781107012028, November.

Chapters

2006

  1. Cheryl Nakata & Subin Im, 2006. "Japanese New Product Advantage: A Comparative Examination," Springer Books, in: Cornelius Herstatt & Christoph Stockstrom & Hugo Tschirky & Akio Nagahira (ed.), Management of Technology and Innovation in Japan, pages 269-287, Springer.

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