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Vijay Bhasin

Not to be confused with: Vijay Kumar Bhasin

Personal Details

First Name:Vijay
Middle Name:
Last Name:Bhasin
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RePEc Short-ID:pbh53

Research output

as
Jump to: Working papers Articles

Working papers

  1. Vijay Bhasin & Mark S. Carey, 1999. "The determinants of corporate loan liquidity," Proceedings 617, Federal Reserve Bank of Chicago.
  2. Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, 1996. "Changes in REIT liquidity 1990-94: evidence from intra-day transactions," Finance and Economics Discussion Series 96-22, Board of Governors of the Federal Reserve System (U.S.).
  3. Vijay Bhasin, 1995. "On the credit risk of OTC derivative users," Finance and Economics Discussion Series 95-50, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, 1997. "Changes in REIT Liquidity 1990–1994: Evidence from Intra‐day Transactions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(4), pages 615-630, December.

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.

Working papers

  1. Vijay Bhasin & Mark S. Carey, 1999. "The determinants of corporate loan liquidity," Proceedings 617, Federal Reserve Bank of Chicago.

    Cited by:

    1. Fredric S. Mishkin & Philip E. Strahan, 1999. "What Will Technology Do to Financial Structure?," NBER Working Papers 6892, National Bureau of Economic Research, Inc.
    2. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," Center for Financial Institutions Working Papers 03-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. João A. C. Santos & Pei Shao, 2023. "Investor Diversity and Liquidity in The Secondary Loan Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(3), pages 249-272, June.
    4. Evan Gatev & Philip E. Strahan, 2003. "Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market," NBER Working Papers 9956, National Bureau of Economic Research, Inc.

  2. Vijay Bhasin, 1995. "On the credit risk of OTC derivative users," Finance and Economics Discussion Series 95-50, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Patricia Jackson & William Perraudin & Victoria Saporta, 2002. "Regulatory and 'economic' solvency standards for internationally active banks," Bank of England working papers 161, Bank of England.
    2. Chiara Oldani, 2005. "An Overview of the Literature about Derivatives," Macroeconomics 0504004, University Library of Munich, Germany.

Articles

  1. Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, 1997. "Changes in REIT Liquidity 1990–1994: Evidence from Intra‐day Transactions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(4), pages 615-630, December.

    Cited by:

    1. James Chong & Alexandra Krystalogianni & Simon Stevenson, "undated". "Dynamic Correlations across REIT Sub-Sectors," Real Estate & Planning Working Papers rep-wp2011-07, Henley Business School, University of Reading.
    2. Paul Anglin & Robert Edelstein & Yanmin Gao & Desmond Tsang, 2011. "How Does Corporate Governance Affect the Quality of Investor Information? The Curious Case of REITs," Journal of Real Estate Research, American Real Estate Society, vol. 33(1), pages 1-24.
    3. Dirk Brounen & Piet Eichholtz & David Ling, 2009. "The Liquidity of Property Shares: An International Comparison," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 413-445, September.
    4. Pawan Jain & Spenser J. Robinson & Arjun J. Singh & Mark Sunderman, 2017. "Hospitality REITs and financial crisis: a comprehensive assessment of market quality," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 35(3), pages 277-289, April.
    5. Denis Schweizer & Lars Haß & Lutz Johanning & Bernd Rudolph, 2013. "Do Alternative Real Estate Investment Vehicles Add Value to REITs? Evidence from German Open-ended Property Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 65-82, July.
    6. Bartley R. Danielsen & David M. Harrison & Robert A. Van Ness & Richard S. Warr, 2009. "REIT Auditor Fees and Financial Market Transparency," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 515-557, September.
    7. Susanne Cannon & Rebel Cole, 2011. "Changes in REIT Liquidity 1988–2007: Evidence from Daily Data," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 258-280, July.
    8. Elizabeth Devos & Erik Devos & Seow Eng Ong & Andrew C. Spieler, 2019. "Information Asymmetry and REIT Capital Market Access," The Journal of Real Estate Finance and Economics, Springer, vol. 59(1), pages 90-110, July.
    9. Bond, Shaun A. & Chang, Qingqing, 2012. "Liquidity dynamics across public and private markets," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1890-1910.
    10. Benjamin Blau & Jared Egginton & Matthew Hill, 2016. "REITs and market friction," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 1-24, January.
    11. Gianluca Marcato, 2018. "Liquidity Pricing of Illiquid Assets," ERES eres2018_215, European Real Estate Society (ERES).
    12. Pawan Jain & Mark Sunderman & K. Janean Westby-Gibson, 2017. "REITs and Market Microstructure: A Comprehensive Analysis of Market Quality," Journal of Real Estate Research, American Real Estate Society, vol. 39(1), pages 65-98.
    13. Liu Xiaoxin & Wu Di & Li Xiuting & Dong Jichang, 2013. "Financing of Low-Rent Housing REITs in China," Journal of Systems Science and Information, De Gruyter, vol. 1(1), pages 1-21, February.

More information

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Statistics

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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 1 paper 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-MST: Market Microstructure (1) 2016-11-27

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