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Do fire sales create externalities? · Study

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ArticleDo fire sales create externalities?

Sergey V. Chernenko2019

Article2019

Do fire sales create externalities?

Sergey V. Chernenko · Adi Sunderam

102 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

2002Illiquidity and stock returns: cross-section and time-series effects 2003Liquidity Risk and Expected Stock Returns 1995The Limits of Arbitrage 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach 2005Asset pricing with liquidity risk 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 2005Asset Fire Sales (and Purchases) in Equity Markets 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance

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Year2019

Typearticle

Published2019-08-27

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations102

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2019.08.001

openalex_workW2782002005

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2020Burned by Leverage? Flows and Fragility in Bond Mutual Funds

2024Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States