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Robert Jay Kahn

Personal Details

First Name:Robert
Middle Name:Jay
Last Name:Kahn
Suffix:
RePEc Short-ID:pka1384
http://j-kahn.com
Twitter: @jstatistic

Affiliation

Office of Financial Research
Department of the Treasury
Government of the United States

Washington, District of Columbia (United States)
http://www.treasury.gov/initiatives/ofr/Pages/default.aspx
RePEc:edi:ofrgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kevin Clark & Adam Copeland & Robert 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.
  2. 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.
  3. Kevin Clark & Adam Copeland & Robert Jay Kahn & Antoine Martin & Mark Paddrik & Benjamin Taylor, 2021. "Intraday Timing of General Collateral Repo Markets," Liberty Street Economics 20210714, Federal Reserve Bank of New York.
  4. Daniel Barth & Jay Kahn, 2020. "Basis Trades and Treasury Market Illiquidity," Briefs 20-01, Office of Financial Research, US Department of the Treasury.
  5. R. Jay Kahn & Luke Olson, 2020. "Who Participates in Cleared Repo?," Briefs 21-01, Office of Financial Research, US Department of the Treasury.

Articles

  1. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," Review of Corporate Finance Studies, Oxford University Press, vol. 7(1), pages 1-21.
  2. Santiago Bazdresch & R. Jay Kahn & Toni M. Whited, 2018. "Estimating and Testing Dynamic Corporate Finance Models," Review of Financial Studies, Society for Financial Studies, vol. 31(1), pages 322-361.
  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.

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

    Cited by:

    1. 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.
    2. 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, Open Access Journal, vol. 9(1), pages 1-22, March.

Articles

  1. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," Review of Corporate Finance Studies, Oxford University Press, 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. 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.
    3. Tania Babina & Sabrina T. Howell, 2018. "Entrepreneurial Spillovers from Corporate R&D," NBER Working Papers 25360, National Bureau of Economic Research, Inc.

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

    Cited by:

    1. Stephen J. Terry & Toni M. Whited & Anastasia A. Zakolyukina, 2020. "Information versus Investment," Working Papers 2020-110, Becker Friedman Institute for Research In Economics.
    2. Babarinde rene ADEROMOU & Mahmoudou Bocar SALL, 2019. "The 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.
    3. Roberto Steri & Lukas Schmid & Boris Nikolov, 2017. "Dynamic Financial Constraints: Which Frictions Matter for Corporate Policies?," 2017 Meeting Papers 630, Society for Economic Dynamics.
    4. Jakub Hajda, 2019. "Product Market Strategy and Corporate Policies," 2019 Papers pha1309, Job Market Papers.
    5. Chenxu Li & Olivier Scaillet & Yiwen Shen, 2020. "Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets," Papers 2004.10096, arXiv.org, revised Apr 2021.
    6. Andra C. Ghent, 2019. "What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration," NBER Working Papers 25966, National Bureau of Economic Research, Inc.
    7. R Kahn & Toni M Whited, 2018. "Identification Is Not Causality, and Vice Versa," Review of Corporate Finance Studies, Oxford University Press, vol. 7(1), pages 1-21.
    8. Moreira, Alan & Muir, Tyler, 2019. "Should Long-Term Investors Time Volatility?," Journal of Financial Economics, Elsevier, vol. 131(3), pages 507-527.
    9. Stephen Terry & Anastasia Zakolyukina & Toni Whited, 2018. "Information Distortion, R&D, and Growth," 2018 Meeting Papers 217, Society for Economic Dynamics.
    10. 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.
    11. Barrero, Jose Maria, 2020. "The Micro and Macro of Managerial Beliefs," SocArXiv fctsb, Center for Open Science.
    12. 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.
    13. 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.
    14. Nikolov, Boris & Schmid, Lukas & Steri, Roberto, 2021. "The Sources of Financing Constraints," Journal of Financial Economics, Elsevier, vol. 139(2), pages 478-501.
    15. 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.
    16. 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.
    17. 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.

  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," Review of Corporate Finance Studies, Oxford University Press, 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 2 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 (1) 2021-03-01. Author is listed
  2. NEP-MST: Market Microstructure (1) 2020-08-10. Author is listed

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