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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

as
Jump to: Working papers

Working papers

  1. Jun Kyung Auh & Jennie Bai, 2020. "Cross-Asset Information Synergy in Mutual Fund Families," NBER Working Papers 26626, National Bureau of Economic Research, Inc.
  2. 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.
  3. 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.
  4. 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.
  5. Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Jennie Bai, 2010. "Equity premium predictions with adaptive macro indexes," Staff Reports 475, Federal Reserve Bank of New York.

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. Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. All that financial innovation has not lead to more transparency
      by Economic Logician in Economic Logic on 2014-01-15 21:39:00

Working papers

  1. Jun Kyung Auh & Jennie Bai, 2020. "Cross-Asset Information Synergy in Mutual Fund Families," NBER Working Papers 26626, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih & Sedunov, John, 2019. "The Granular Nature of Large Institutional Investors," CEPR Discussion Papers 13427, C.E.P.R. Discussion Papers.
    2. Zhu, Qifei, 2021. "Capital supply and corporate bond issuances: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 141(2), pages 551-572.

  2. 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.

    Cited by:

    1. Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
    2. Natalya Zelenyuk & Robert Faff & Shams Pathan, 2021. "The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 3915-3935, September.
    3. Acharya, Viral V. & Engle III, Robert F & Steffen, Sascha, 2021. "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers 15901, C.E.P.R. Discussion Papers.
    4. Paola D'Orazio & Lilit Popoyan, 2018. "Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?," LEM Papers Series 2018/35, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    5. Mark Egan & Stefan Lewellen & Adi Sunderam, 2017. "The Cross Section of Bank Value," NBER Working Papers 23291, National Bureau of Economic Research, Inc.
    6. Hanson, Samuel G. & Shleifer, Andrei & Stein, Jeremy C. & Vishny, Robert W., 2015. "Banks as patient fixed-income investors," Journal of Financial Economics, Elsevier, vol. 117(3), pages 449-469.
    7. Kapoor, Supriya & Peia, Oana, 2021. "The impact of quantitative easing on liquidity creation," Journal of Banking & Finance, Elsevier, vol. 122(C).
    8. Tobias Adrian & Nina Boyarchenko & Or Shachar, 2016. "Dealer balance sheets and bond liquidity provision," Staff Reports 803, Federal Reserve Bank of New York.
    9. Qi Chen & Itay Goldstein & Zeqiong Huang & Rahul Vashishtha, 2020. "Liquidity Transformation and Fragility in the US Banking Sector," NBER Working Papers 27815, National Bureau of Economic Research, Inc.
    10. Lallour, Antoine & Mio, Hitoshi, 2016. "Do we need a stable funding ratio? Banks’ funding in the global financial crisis," Bank of England working papers 602, Bank of England.
    11. Muhammad Saifuddin Khan, 2018. "The Role of Liquidity in Financial Intermediation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2018.
    12. Stefan Lewellen & Adi Sunderam & Mark Egan, 2017. "The Cross Section of Bank Value," 2017 Meeting Papers 1283, Society for Economic Dynamics.
    13. Dong, Mei & Huangfu, Stella & Sun, Hongfei & Zhou, Chenggang, 2021. "A macroeconomic theory of banking oligopoly," European Economic Review, Elsevier, vol. 138(C).
    14. Zhou, Zhongzheng, 2019. "Liquidity Backup from Commercial Banks to Shadow Banks," MPRA Paper 94713, University Library of Munich, Germany.
    15. André F. Silva, 2019. "Strategic Liquidity Mismatch and Financial Sector Stability," Finance and Economics Discussion Series 2019-082, Board of Governors of the Federal Reserve System (U.S.).
    16. Van Son Lai & Xiaoxia Ye, 2020. "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 1873-1907, December.
    17. V. Legroux & I. Rahmouni-Rousseau & U. Szczerbowicz & N. Valla, 2018. "Stabilising virtues of central banks: (re)matching bank liquidity," Working papers 667, Banque de France.
    18. Daniel Roberts & Asani Sarkar & Or Shachar, 2018. "The Costs and Benefits of Liquidity Regulations," Staff Reports 852, Federal Reserve Bank of New York.
    19. Alexi Savov & Alan Moreira, 2014. "The Macroeconomics of Shadow Banking," 2014 Meeting Papers 254, Society for Economic Dynamics.
    20. Jing Wu & Qiuge Yao & Haoxiang Tong, 2019. "Does monetary policy tightening reduce the maturity mismatch of investment and financing: Empirical evidence from China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(6), pages 1-3.
    21. Antonio Falato & Diana A. Iercosan & Filip Zikes, 2019. "Banks as Regulated Traders," Finance and Economics Discussion Series 2019-005r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Aug 2021.
    22. Van Son Lai & Xiaoxia Ye, 2019. "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Working Papers 2019-012, Department of Research, Ipag Business School.
    23. Markus K. Brunnermeier & Patrick Cheridito, 2019. "Measuring and Allocating Systemic Risk," Risks, MDPI, vol. 7(2), pages 1-19, April.
    24. Ruoxi Lu & David A. Bessler & David J. Leatham, 2018. "The transmission of liquidity shocks via China's segmented money market: evidence from recent market events," Papers 1811.08949, arXiv.org.
    25. Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168209, Verein für Socialpolitik / German Economic Association.
    26. Robert McKeown, 2017. "How Vulnerable Is The Canadian Banking System To Fire-sales?," Working Paper 1381, Economics Department, Queen's University.
    27. Christian Kubitza, 2021. "Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk," ECONtribute Discussion Papers Series 079, University of Bonn and University of Cologne, Germany.
    28. Drechsler, Itamar & Savov, Alexi & Schnabl, Philipp, 2018. "Banking on Deposits: Maturity Transformation without Interest Rate Risk," CEPR Discussion Papers 12950, C.E.P.R. Discussion Papers.
    29. Godfrey Marozva, 2020. "Liquidity Mismatch Index and Banks’ Stock Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 930-945.
    30. Sun, Junjie & Wu, Deming & Zhao, Xinlei, 2018. "Systematic risk factors and bank failures," Journal of Economics and Business, Elsevier, vol. 98(C), pages 1-18.
    31. Agnieszka Wojcik-Mazur, 2017. "Effect of Structural Liquidity on Profitability of Polish Commercial Banks in 2009–2016," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 53-63.
    32. Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
    33. J. Christina Wang, 2017. "Banks' search for yield in the low interest rate environment: a tale of regulatory adaptation," Working Papers 17-3, Federal Reserve Bank of Boston.
    34. Valentin Haddad & David Sraer, 2020. "The Banking View of Bond Risk Premia," Journal of Finance, American Finance Association, vol. 75(5), pages 2465-2502, October.
    35. Agarwal, Vikas & Aragon, George O. & Shi, Zhen, 2015. "Funding liquidity risk of funds of hedge funds: Evidence from their holdings," CFR Working Papers 15-12, University of Cologne, Centre for Financial Research (CFR).
    36. Simona Galletta & Sebastiano Mazzù, 2019. "Liquidity Risk Drivers and Bank Business Models," Risks, MDPI, vol. 7(3), pages 1-18, August.
    37. Haddad, Valentin & Sraer, David, 2019. "The Banking View of Bond Risk Premia," CEPR Discussion Papers 14207, C.E.P.R. Discussion Papers.
    38. Xiaoming Zhang & Chunyan Wei & Stefano Zedda, 2019. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach," Sustainability, MDPI, vol. 12(1), pages 1-15, December.

  3. 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.

    Cited by:

    1. Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York.

  4. Jennie Bai & Thomas Philippon & Alexi Savov, 2013. "Have Financial Markets Become More Informative?," NBER Working Papers 19728, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mr. Yannick Timmer & Mr. Nicola Pierri, 2020. "Tech in Fin before FinTech: Blessing or Curse for Financial Stability?," IMF Working Papers 2020/014, International Monetary Fund.
    2. Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent & Matray, Adrien, 2016. "Ripple Effects of Noise on Corporate Investment," CEPR Discussion Papers 11081, C.E.P.R. Discussion Papers.
    3. Venky Venkateswaran & Hugo A. Hopenhayn & Joel David, 2014. "Information, Misallocation and Aggregate Productivity," 2014 Meeting Papers 526, Society for Economic Dynamics.
    4. Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
    5. Kusnadi, Yuanto & Wei, K.C. John, 2017. "The equity-financing channel, the catering channel, and corporate investment: International evidence," Journal of Corporate Finance, Elsevier, vol. 47(C), pages 236-252.
    6. Andrei, Daniel & Cujean, Julien & Fournier, Mathieu, 2019. "The Low-Minus-High Portfolio and the Factor Zoo," CEPR Discussion Papers 14153, C.E.P.R. Discussion Papers.
    7. Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 68068, London School of Economics and Political Science, LSE Library.
    8. Andrei, Daniel & Mann, William & Moyen, Nathalie, 2019. "Why did the q theory of investment start working?," Journal of Financial Economics, Elsevier, vol. 133(2), pages 251-272.
    9. Bennett, Benjamin & Stulz, René & Wang, Zexi, 2020. "Does the stock market make firms more productive?," Journal of Financial Economics, Elsevier, vol. 136(2), pages 281-306.
    10. Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019. "High-frequency trading and price informativeness," SAFE Working Paper Series 248, Leibniz Institute for Financial Research SAFE.
    11. Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018. "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 81-106.
    12. Thomas Philippon, 2015. "Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," American Economic Review, American Economic Association, vol. 105(4), pages 1408-1438, April.
    13. Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 66042, London School of Economics and Political Science, LSE Library.
    14. Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018. "The real value of China’s stock market," BOFIT Discussion Papers 2/2018, Bank of Finland, Institute for Economies in Transition.
    15. Ahmed Baig & Nasim Sabah & Drew Winters, 2019. "Have Stock Prices become more Uniformly Distributed?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1242-1250.
    16. Chen, Yong & Kelly, Bryan & Wu, Wei, 2020. "Sophisticated investors and market efficiency: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 138(2), pages 316-341.
    17. Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1, Bank of Finland.
    18. Briana Chang & Harrison Hong, 2017. "Assignment of Stock Market Coverage," NBER Working Papers 23115, National Bureau of Economic Research, Inc.
    19. Laura Veldkamp, 2020. "The Research Agenda: Laura Veldkamp on Modeling and Measuring the Data Economy," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 21(1), April.
    20. Chemmanur, Thomas J. & Hu, Gang & Wei, K.C. John, 2021. "The role of institutional investors in corporate and entrepreneurial finance," Journal of Corporate Finance, Elsevier, vol. 66(C).
    21. Boot, Arnoud W A & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev, 2020. "Financial Intermediation and Technology: What's Old, What's New?," CEPR Discussion Papers 15004, C.E.P.R. Discussion Papers.
    22. Timmer, Yannick & Pierri, Niccola, 2021. "The importance of technology in banking during a crisis," ESRB Working Paper Series 117, European Systemic Risk Board.
    23. Calcagno, Riccardo & Heider, Florian, 2016. "Liquidity, Information Aggregation, and Market-Based Pay in an Efficient Market," CEPR Discussion Papers 11298, C.E.P.R. Discussion Papers.
    24. Reto Cueni & Bruno S. Frey, 2014. "Forecasts and Reactivity," CREMA Working Paper Series 2014-10, Center for Research in Economics, Management and the Arts (CREMA).
    25. Giampaolo Gabbi & Elisa Ticci, 2014. "Implications of financialisation for sustainability," Working papers wpaper47, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    26. Dugast, Jérôme & Foucault, Thierry, 2016. "Data Abundance and Asset Price Informativeness," CEPR Discussion Papers 11190, C.E.P.R. Discussion Papers.
    27. Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?," Working Papers in Economics 17/14, University of Canterbury, Department of Economics and Finance.
    28. Thomas Philippon, 2014. "Efficiency and Benefit-Cost Analysis of the Financial System," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 107-120.
    29. Peter Koudijs, 2013. "The boats that did not sail: Asset Price Volatility and Market Efficiency in a Natural Experiment," NBER Working Papers 18831, National Bureau of Economic Research, Inc.
    30. Itay Goldstein & Shijie Yang & Luo Zuo, 2020. "The Real Effects of Modern Information Technologies," NBER Working Papers 27529, National Bureau of Economic Research, Inc.
    31. Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2015. "The Real Value of China's Stock Market," NBER Working Papers 20957, National Bureau of Economic Research, Inc.
    32. Yasir Shahab & Yasir Riaz & Collins G. Ntim & Zhiwei Ye & Qingjing Zhang & Ran Feng, 2021. "Online feedback and crowdfunding finance in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4634-4652, July.
    33. Lei, Xiaowen, 2019. "Information and Inequality," Journal of Economic Theory, Elsevier, vol. 184(C).
    34. Jérôme Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Post-Print hal-02933315, HAL.
    35. Yiwei Fang & Iftekhar Hasan & Woon Sau Leung & Qingwei Wang, 2019. "Foreign ownership, bank information environments, and the international mobility of corporate governance," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(9), pages 1566-1593, December.
    36. Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
    37. Stefanescu, Razvan & Dumitriu, Ramona, 2016. "Particularitǎţi ale evoluţiei variabilelor financiare [Some particularities of the financial variables evolution]," MPRA Paper 73481, University Library of Munich, Germany, revised 02 Sep 2016.
    38. Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev, 2021. "Fintech: what’s old, what’s new?," Journal of Financial Stability, Elsevier, vol. 53(C).
    39. Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
    40. Eduardo Dávila & Cecilia Parlatore, 2018. "Identifying Price Informativeness," NBER Working Papers 25210, National Bureau of Economic Research, Inc.
    41. Thanh Huong Nguyen, 2019. "Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 7-2019.
    42. Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 485-504.
    43. Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021. "The real value of China’s stock market," Journal of Financial Economics, Elsevier, vol. 139(3), pages 679-696.
    44. Ester Chen & Ilanit Gavious & Baruch Lev, 2017. "The positive externalities of IFRS R&D capitalization: enhanced voluntary disclosure," Review of Accounting Studies, Springer, vol. 22(2), pages 677-714, June.
    45. Peter Koudijs, 2013. "'Those Who Know Most': Insider Trading in 18th c. Amsterdam," NBER Working Papers 18845, National Bureau of Economic Research, Inc.
    46. Lutz G. Arnold & Sebastian Zelzner, 2020. "Welfare Effects of the Allocation of Talent to Financial Trading: What Does the Grossman-Stiglitz Model Say?," Working Papers 190, Bavarian Graduate Program in Economics (BGPE).
    47. Marszk, Adam & Lechman, Ewa, 2021. "Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
    48. Assaf Bar‐Hod & Ester Chen & Ilanit Gavious, 2021. "The economic consequences of fair value disclosures: a manifestation of the buried facts doctrine," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 1363-1413, April.
    49. Juliane Begenau & Laura Veldkamp & Maryam Farboodi, 2018. "Big Data in Finance and the Growth of Large Firms," 2018 Meeting Papers 155, Society for Economic Dynamics.
    50. Laura Veldkamp & Maryam Farboodi, 2016. "The Long-Run Evolution of the Financial Sector," 2016 Meeting Papers 530, Society for Economic Dynamics.
    51. Alex Edmans & Mirko S. Heinle & Chong Huang, 2016. "The Real Costs of Financial Efficiency When Some Information Is Soft," Review of Finance, European Finance Association, vol. 20(6), pages 2151-2182.
    52. Josef Falkinger, 2014. "In search of economic reality under the veil of financial markets," ECON - Working Papers 154, Department of Economics - University of Zurich.
    53. Xu, Liang, 2021. "Stock price informativeness and managerial inefficiency," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 348-364.
    54. Begenau, Juliane & Farboodi, Maryam & Veldkamp, Laura, 2018. "Big data in finance and the growth of large firms," Journal of Monetary Economics, Elsevier, vol. 97(C), pages 71-87.
    55. Peress, Jo�l & Schmidt, Daniel, 2017. "Noise Traders Incarnate: Describing a Realistic Noise Trading Process," CEPR Discussion Papers 12434, C.E.P.R. Discussion Papers.
    56. Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers 12664, C.E.P.R. Discussion Papers.
    57. Savitar Sundaresan & Jaromir Nosal & Marcin Kacperczyk, 2017. "Market Power and Informational Efficiency," 2017 Meeting Papers 356, Society for Economic Dynamics.
    58. Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan, 2017. "The source of information in prices and investment-price sensitivity," Journal of Financial Economics, Elsevier, vol. 126(1), pages 74-96.
    59. Chen, Yangyang & Hu, Gang & Yu, Danlei Bonnie & Zhao, Jingran, 2019. "Catastrophic risk and institutional investors: Evidence from institutional trading around 9/11," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 211-233.
    60. Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018. "The real value of China’s stock market," BOFIT Discussion Papers 2, Bank of Finland, Institute for Economies in Transition.
    61. Sakawa, Hideaki & Watanabel, Naoki & Yamada, Akihiro & Duppati, Geeta, 2020. "The real effect of mandatory disclosure in Japanese firms," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    62. Yong Chen & Bryan Kelly & Wei Wu, 2018. "Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment," NBER Working Papers 24552, National Bureau of Economic Research, Inc.
    63. Lewellen, Stefan & Williams, Emily, 2021. "Did technology contribute to the housing boom? Evidence from MERS," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1244-1261.

  5. 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.

    Cited by:

    1. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM 386dd5e7-e672-4d9d-829c-6, Tilburg University, School of Economics and Management.
    2. Bastos, Paulo & Silva, Joana, 2010. "The quality of a firm's exports: Where you export to matters," Journal of International Economics, Elsevier, vol. 82(2), pages 99-111, November.
    3. Reto Cueni & Bruno S. Frey, 2014. "Forecasts and Reactivity," CREMA Working Paper Series 2014-10, Center for Research in Economics, Management and the Arts (CREMA).

  6. 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.

    Cited by:

    1. Mikhail Chernov & Drew D. Creal & Peter Hördahl, 2020. "Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds," NBER Working Papers 27500, National Bureau of Economic Research, Inc.
    2. Smales, L.A., 2017. "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 15-27.
    3. Guonan Ma & Wang Yao, "undated". "Can The Chinese Bond Market Facilitate A Globalizing Renminbi?," GRU Working Paper Series GRU_2016_011, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

  7. 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.

    Cited by:

    1. Gonzalo Camba-Méndez & Dobromił Serwa, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers 185, Narodowy Bank Polski, Economic Research Department.
    2. Bedendo, Mascia & Colla, Paolo, 2015. "Sovereign and corporate credit risk: Evidence from the Eurozone," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 34-52.
    3. Cristina Arellano & Andrew Atkeson & Mark Wright, 2016. "External and Public Debt Crises," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 191-244.
    4. Schioppa, Claudio A. & Papadia, Andrea, 2015. "Foreign Debt and Secondary Markets: The Case of Interwar Germany," MPRA Paper 102863, University Library of Munich, Germany, revised 2016.
    5. Neele Balke, 2018. "The Employment Cost of Sovereign Default," 2018 Meeting Papers 1256, Society for Economic Dynamics.
    6. Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert, 2018. "New evidence on sovereign to corporate credit rating spill-overs," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 209-225.
    7. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
    8. Andreasen, Eugenia, 2015. "Sovereign default, enforcement and the private cost of capital," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 411-427.
    9. Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016. "Sovereign to corporate risk spillovers," Working Paper Series 1878, European Central Bank.
    10. Yu, Sherry, 2017. "Sovereign and bank Interdependencies—Evidence from the CDS market," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 68-84.
    11. Düll, Robert & König, Felix & Ohls, Jana, 2017. "On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces," Journal of Financial Stability, Elsevier, vol. 31(C), pages 93-106.
    12. Apergis, Nicholas, 2019. "Oil prices and corporate high-yield spreads: Evidence from panels of nonenergy and energy European firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 34-40.
    13. Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020. "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, vol. 47(C).

  8. 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.

    Cited by:

    1. Gorea, Denis & Radev, Deyan, 2014. "The euro area sovereign debt crisis: Can contagion spread from the periphery to the core?," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 78-100.
    2. Gouriéroux, C. & Monfort, A. & Renne, J-P., 2013. "Pricing Default Events: Surprise, Exogeneity and Contagion," Working papers 455, Banque de France.
    3. Jian Luo & Xiaoxia Ye & May Hu, 2016. "Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 203-241, June.

  9. Jennie Bai, 2010. "Equity premium predictions with adaptive macro indexes," Staff Reports 475, Federal Reserve Bank of New York.

    Cited by:

    1. Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017. "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, vol. 198(2), pages 231-252.
    2. Maio, Paulo & Philip, Dennis, 2015. "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 287-308.
    3. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
    4. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013. "Economic Cycles and Expected Stock Returns," CEPR Discussion Papers 9528, C.E.P.R. Discussion Papers.

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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 9 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) 2012-11-11 2013-06-30 2013-12-15 2019-07-15 2020-01-20. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2010-10-30 2013-12-15 2016-10-23
  3. NEP-BAN: Banking (2) 2012-11-11 2016-10-23
  4. NEP-FOR: Forecasting (2) 2010-10-30 2013-12-15
  5. NEP-RMG: Risk Management (2) 2012-11-11 2019-07-15
  6. NEP-TRA: Transition Economics (2) 2013-05-24 2013-06-30
  7. NEP-CNA: China (1) 2013-05-24
  8. NEP-CUL: Cultural Economics (1) 2013-05-24
  9. NEP-INT: International Trade (1) 2013-05-24
  10. NEP-MST: Market Microstructure (1) 2013-06-30

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