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Ilya A. Strebulaev

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Personal Details

First Name:Ilya
Middle Name:A.
Last Name:Strebulaev
Suffix:
RePEc Short-ID:pst526
Email:
Homepage:http://faculty-gsb.stanford.edu/strebulaev/
Postal Address:
Phone:
Location: Stanford, California (United States)
Homepage: http://www.gsb.stanford.edu/
Email:
Phone: (650) 723-2146
Fax: (650)725-6750
Postal: Stanford University, Stanford, CA 94305-5015
Handle: RePEc:edi:gsstaus (more details at EDIRC)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. New Economic School Alumni
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  1. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2012. "Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective," NBER Working Papers 17854, National Bureau of Economic Research, Inc.
  2. Steven Grenadier & Andrey Malenko & Ilya A. Strebulaev, 2012. "Investment Busts, Reputation, and the Temptation to Blend in with the Crowd," NBER Working Papers 17945, National Bureau of Economic Research, Inc.
  3. Ilya A. Strebulaev & Baozhong Yang, 2012. "The Mystery of Zero-Leverage Firms," NBER Working Papers 17946, National Bureau of Economic Research, Inc.
  4. Viral V. Acharya & Sergei A. Davydenko & Ilya A. Strebulaev, 2011. "Cash Holdings and Credit Risk," NBER Working Papers 16995, National Bureau of Economic Research, Inc.
  5. Kristian Rydqvist & Joshua Spizman & Ilya A. Strebulaev, 2011. "Government Policy and Ownership of Financial Assets," NBER Working Papers 17522, National Bureau of Economic Research, Inc.
  6. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2010. "Corporate Bond Default Risk: A 150-Year Perspective," NBER Working Papers 15848, National Bureau of Economic Research, Inc.
  7. Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2009. "The Evolution of Aggregate Stock Ownership - A Unified Explanation," SIFR Research Report Series 68, Institute for Financial Research.
  8. Kjell G. Nyborg & Ulrich Bindseil & Ilya A. Strebulaev, 2005. "Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations," Working Papers 2005.92, Fondazione Eni Enrico Mattei.
  9. Ilya Strebulaev, 2004. "Do tests of capital structure mean what they say?," 2004 Meeting Papers 592c, Society for Economic Dynamics.
  10. Ilya A. Strebulaev, 2004. "Do Tests of Capital Structure Theory Mean What They Say?," Econometric Society 2004 North American Summer Meetings 646, Econometric Society.
  11. Kjell G. Nyborg & Ilya A. Strebulaev, 2003. "Multiple Unit Auctions and Short Squeezes," Working Papers 2003.27, Fondazione Eni Enrico Mattei.
  1. Harjoat S. Bhamra & Lars-Alexander Kuehn & Ilya A. Strebulaev, 2010. "The Aggregate Dynamics of Capital Structure and Macroeconomic Risk," Review of Financial Studies, Society for Financial Studies, vol. 23(12), pages 4187-4241, December.
  2. Harjoat S. Bhamra & Lars-Alexander Kuehn & Ilya A. Strebulaev, 2010. "Long Run Risks, Credit Markets, and Financial Structure," American Economic Review, American Economic Association, vol. 100(2), pages 547-51, May.
  3. Harjoat S. Bhamra & Lars-Alexander Kuehn & Ilya A. Strebulaev, 2010. "The Levered Equity Risk Premium and Credit Spreads: A Unified Framework," Review of Financial Studies, Society for Financial Studies, vol. 23(2), pages 645-703, February.
  4. Ulrich Bindseil & Kjell G. Nyborg & Ilya A. Strebulaev, 2009. "Repo Auctions and the Market for Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1391-1421, October.
  5. Schaefer, Stephen M. & Strebulaev, Ilya A., 2008. "Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds," Journal of Financial Economics, Elsevier, vol. 90(1), pages 1-19, October.
  6. Ilya A. Strebulaev, 2007. "Do Tests of Capital Structure Theory Mean What They Say?," Journal of Finance, American Finance Association, vol. 62(4), pages 1747-1787, 08.
  7. Sergei A. Davydenko & Ilya A. Strebulaev, 2007. "Strategic Actions and Credit Spreads: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 62(6), pages 2633-2671, December.
  8. Nyborg, Kjell G. & Strebulaev, Ilya A., 2001. "Collateral and short squeezing of liquidity in fixed rate tenders," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 769-792, November.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2011-10-22
  2. NEP-BAN: Banking (1) 2011-05-07
  3. NEP-BEC: Business Economics (4) 2011-05-07 2012-02-27 2012-04-10 2012-04-10. Author is listed
  4. NEP-CBA: Central Banking (3) 2006-10-28 2011-05-07 2011-10-22. Author is listed
  5. NEP-CFN: Corporate Finance (1) 2009-12-11
  6. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  7. NEP-CTA: Contract Theory & Applications (1) 2012-04-10
  8. NEP-DGE: Dynamic General Equilibrium (1) 2012-04-10
  9. NEP-EEC: European Economics (2) 2005-08-03 2006-10-28
  10. NEP-EXP: Experimental Economics (1) 2005-08-03
  11. NEP-FIN: Finance (1) 2006-10-28
  12. NEP-FMK: Financial Markets (1) 2004-09-12
  13. NEP-HIS: Business, Economic & Financial History (1) 2012-02-27
  14. NEP-MAC: Macroeconomics (3) 2005-08-03 2006-10-28 2012-02-27. Author is listed
  15. NEP-MIC: Microeconomics (1) 2011-05-07
  16. NEP-MON: Monetary Economics (2) 2005-08-03 2006-10-28
  17. NEP-PPM: Project, Program & Portfolio Management (1) 2012-04-10
  18. NEP-RMG: Risk Management (2) 2009-02-28 2011-05-07
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