Banking & Finance Research | Weatherhead School at Case Western Reserve University

Banking & Finance Research

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Anurag Gupta

  • Deuskar, P., Gupta, A., Subrahmanyam, M. G. (2011). Liquidity Effect in OTC Option Markets: Premium or Discount? (vol. 14, pp. 127-160). Journal of Financial Markets.
  • Berndt, A., Gupta, A. (2010). In Robert Kolb (Ed.), The Pitfalls of Originate-to-Distribute in Bank Lending John Wiley & Sons.
  • Berndt, A., Gupta, A., , . (2009). Moral Hazard and Adverse Selection in the Originate-to-Distribute Model of Bank Credit (5 ed., vol. 56, pp. 725-743). Journal of Monetary Economics.
  • Deuskar, P., Gupta, A., Subrahmanyam, M. G. (2008). The Economic Determinants of Interest Rate Option Smiles (5 ed., vol. 32, pp. 714-728). Journal of Banking and Finance.
  • Gupta, A., Singh, A., Zebedee, A. (2008). Liquidity in the Pricing of Syndicated Loans (vol. 11, 2008, pp. 339-376). Journal of Financial Markets.

C N V Krishnan

  • Krishnan, C., Partnoy, F., Thomas, R. Hedge Fund Activism and Market Reaction
  • Krishnan, C., Davidoff, S., Thomas, R. (2017). The impact on shareholder value of top defense counsel in mergers and acquisitions litigation (vol. 45, pp. 480–495). Journal of Corporate Finance .
  • Krishnan, C., Thomas, R., Partnoy, F. (2016). The Second Wave of Hedge Fund Activism: The Importance of Reputation, Clout, and Expertise.” (vol. 40, pp. 294-314). Journal of Corporate Finance.
  • Krishnan, C. (2016). Venture Capital Reputation (vol. June 2016, pp. 890-893). SAGE Encyclopedia of Corporate Reputation, Oxford University Centre for Corporate Reputation.
  • Krishnan, C., Davidoff, S., Thomas, R. (2016). Who are the Top Law Firms? Assessing the Value of Plaintiffs’ Law Firms in Merger Litigation. (vol. 18(1), pp. 122-154). American Law and Economics Review.
  • Krishnan, C., Masulis, R., Thomas, R., Thompson, R. (2014). Jurisdictional Effects in M&A Litigation (vol. 11(1), pp. 132-158). Journal of Empirical Legal Studies.
  • Krishnan, C., Masulis, R. (2013). Law Firm Expertise and Merger and Acquisition Outcomes (1 ed., vol. 56, pp. 189-226). Journal of Law and Economics.
  • Krishnan, C., Masulis, R., Thomas, R., Thompson, R. (2012). Shareholder Litigation in Mergers and Acquisitions (5 ed., vol. 18, pp. 1248–1268). Journal of Corporate Finance.
  • Krishnan, C., Masulis, R. (2012). In Douglas Cumming (Ed.), Venture Capital Reputation Oxford University Press.
  • Krishnan, C., Masulis, R., Singh, A., Ivanov, V. (2011). Venture Capital Reputation, Post-IPO Performance and Corporate Governance (5 ed., vol. 46, pp. 1295 - 1333). Journal of Financial and Quantitative Analysis.
  • Krishnan, C., Ritchken, P. H., Thomson , J. (2010). Predicting Credit Spreads (4 ed., vol. 19, pp. 529-563). Journal of Financial Intermediation .
  • Krishnan, C., Ritchken, P. H., Thomson , J. (2010). Predicting Credit Spreads (4 ed., vol. 19, pp. 529-63). Journal of Financial Intermediation .
  • Krishnan, C., Ergungor, O., Laux, P., Singh, A., Zebedee, A. (2010). Examining Bank SEOs: Are Offers Made by Undercapitalized Banks Different? (2 ed., vol. 19, pp. 207-234). Journal of Financial Intermediation.
  • Petkova, R. G., Krishnan, C., Ritchken, P. H. (2009). Correlation risk (3 ed., vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Krishnan, C., Petkova, R., Ritchken, P. H. (2009). Correlation Risk (3 ed., vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2006). On Credit Spread Slopes and Predicting Bank Risk (6 ed., vol. 38, pp. 1545-1574). Journal of Money, Credit and Banking.
  • Krishnan, C., Singh, A., Zebedee, A. (2006). An examination of large sell orders in cold IPO aftermarkets (2 ed., vol. 9, pp. 119-143). Journal of Financial Markets.
  • Krishnan, C., Laux, P. (2005). Misreaction (2 ed., vol. 40, pp. 403-434). Journal of Financial and Quantitative Analysis.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2005). Monitoring and Controlling Bank Risk: Does Risky Debt Help? (1 ed., vol. 60, pp. 343-378). Journal of Finance.
  • Krishnan, C. (2004). Can Inefficient Traders Create Value? (4 ed., vol. 27, pp. 461-479). Journal of Financial Research.

Leonardo Madureira

Joonki Noh

  • Amihud, Y., Noh, J. (2020). Illiquidity and Stock Returns II: Cross-section and Time-series Effects Review of Financial Studies .
  • Amihud, Y., Noh, J. (2020). The Pricing of the Illiquidity Factor's Conditional Risk with Time-varying Premium Journal of Financial Markets.
  • Jegadeesh, N., Noh, J., Pukthuanthong, K., Roll, R., Wang, J. (2019). Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-variables Bias in Risk Premium Estimation (2 ed., vol. 133, pp. 273-298). Journal of Financial Economics.

Ralitsa Petkova

  • Petkova, R. G., Gulen, H. Absolute strength: Exploring momentum in stock returns (Revising, Preparing to submit)
  • Petkova, R. G., Chen, Z. (2012). Does idiosyncratic volatility proxy for risk exposure? (9 ed., vol. 25, pp. 2745-2787). Review of Financial Studies.
  • Petkova, R. G., Krishnan, C., Ritchken, P. H. (2009). Correlation risk (3 ed., vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Petkova, R. G., Chen, L., Zhang, L. (2007). The expected value premium (vol. 87, pp. 269-280). Journal of Financial Economics.
  • Petkova, R. G. (2006). Do the Fama–French factors proxy for innovations in predictive variables? (2 ed., vol. 61, pp. 581-612). Journal of Finance.
  • Petkova, R. G., Zhang, L. (2005). Is value riskier than growth? (1 ed., vol. 78, pp. 187-202). Journal of Financial Economics.

Peter Ritchken

  • Ritchken, P. H. Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities Journal of Econometrics .
  • Ritchken, P. H., Krishnan, C., Thomson, J. On Forecasting Credit Spreads Journal of Financial Intermediation .
  • Ritchken, P. H., Petkova, R., Krishnan, C. Pricing of Correlation Risk
  • Babich, V., Li, H., Ritchken, P. H., Wang, Y. (2012). Contracting with Asymmetric Demand Information in Supply Chains (2 ed., vol. 217, pp. 333-341). European Journal of Operational Research.
  • Haubrich, J., Pennacchi, G., Ritchken, P. H. (2012). Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps Review of Financial Studies .
  • Krishnan, C., Ritchken, P. H., Thomson , J. (2010). Predicting Credit Spreads (4 ed., vol. 19, pp. 529-63). Journal of Financial Intermediation .
  • Krishnan, C., Ritchken, P. H., Thomson , J. (2010). Predicting Credit Spreads (4 ed., vol. 19, pp. 529-563). Journal of Financial Intermediation .
  • Ritchken, P. H., Berndt, A., Sun, Z., , . (2010). On Correlation and Default Clustering in Credit Markets Review of Financial Studies .
  • Ritchken, P. H. (2010). On Correlation Effects and Systemic Risk in Credit Markets (1 ed., vol. 23, pp. 2680-2729). Review of Financial Studies .
  • Petkova, R. G., Krishnan, C., Ritchken, P. H. (2009). Correlation risk (3 ed., vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Ritchken, P. H. (2009). Contracts in Supply Chains with Asymmetric Information (1 ed., vol. 197, pp. 134-148). European Journal of Operational research .
  • Krishnan, C., Petkova, R., Ritchken, P. H. (2009). Correlation Risk (3 ed., vol. 16, pp. 353-367). Journal of Empirical Finance.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2006). On Credit Spread Slopes and Predicting Bank Risk (6 ed., vol. 38, pp. 1545-1574). Journal of Money, Credit and Banking.
  • Ritchken, P. H., Duan, J., Sun, Z. (2006). Approximating GARCH-Jump models, Jump Diffusion Processes and Option Pricing (pp. 21-52). Mathematical Finance.
  • Krishnan, C., Ritchken, P. H., Thomson, J. (2005). Monitoring and Controlling Bank Risk: Does Risky Debt Help? (1 ed., vol. 60, pp. 343-378). Journal of Finance.

J. B. Silvers

  • Silvers, J. (2019). This is the most realistic path to Medicare for All New York city: New York Times. https://www.nytimes.com/2019/10/15/opinion/medicare-for-all-insurance.html?smid=nytcore-ios-share
  • Silvers, J. (2019). Health care price transparency: Fool’s gold, or real money in your pocket New York City: MarketWatch and others. https://theconversation.com/health-care-price-transparency-fools-gold-or-real-money-in-your-pocket-115103
  • Silvers, J. (2019). Trump about-face on Affordable Care Act court case would damage health-care innovation, this ex-health insurance CEO says New York City: MarketWatch, Conversation. https://www.marketwatch.com/story/trump-about-face-on-affordable-care-act-court-case-would-damage-health-care-innovation-2019-03-27?mod=opinion
  • Silvers, J. (2018). The Texas Obamacare ruling’s biggest impact could be on insurance costsMarketWatch MarketWatch(WSJ). www.marketwatch.com/story/the-texas-obamacare-rulings-biggest-impact-could-be-on-insurance-costs-2018-12-16?link=MW_latest_news
  • Silvers, J. (2018). There’s more to health care access than pre-existing conditions The Conversation, MarketWatch and others. theconversation.com/theres-more-to-health-care-access-than-pre-existing-conditions-106406
  • Silvers, J. (2018). The Bezos-Buffett-Dimon health care venture: Eliminate the middlemen The Conversation, MarketWatch and others . theconversation.com/the-bezos-buffett-dimon-health-care-venture-eliminate-the-middlemen-98747
  • Silvers, J. (2018). When Collaboration Beats Competition in Healthcare Cleveland: Crain's Cleveland Business. http://www.crainscleveland.com/article/20180211/news/151526/personal-view-when-collaboration-beats-competition-health-care
  • Silvers, J. (2018). Why Amazon and Friends Plan Could be a Major Disrupter of the Health Care System New York: Conversation, Marketwatch, Solon, etc (27,675 views). https://theconversation.com/why-amazon-and-friends-plan-could-be-a-major-disrupter-of-health-care-system-90987
  • Silvers, J. (2017). How the G.O.P. Tax Bill Will Ruin Obamacare New York: New York Times (circulation 571,500). https://www.nytimes.com/2017/12/04/opinion/gop-tax-bill-obamacare.html
  • Silvers, J. (2017). Surprise! How Obamacare is Beginning to Look a Lot Like Medicaid New York: Conversation, Marketwatch, etc (21,528 views). https://theconversation.com/surprise-how-obamacare-is-beginning-to-look-a-lot-like-medicaid-86508
  • Silvers, J. (2017). Weighing Ohio Issue 2, where a symbolic "yes" against drug-pricing greed might feel really good, but is it the right choice? Cleveland: Cleveland Plain Dealer (circulation 258,356 daily). http://www.cleveland.com/opinion/index.ssf/2017/10/a_yes_vote_on_ohio_issue_2_on.html
  • Silvers, J. (2017). Why Trump's Executive Order May Compound the Insurance Industry's Problems NewYork: Conversation, Marketwatch, etc (20,956 views). https://theconversation.com/why-trumps-executive-order-may-compound-the-health-insurance-industrys-problems-85640
  • Silvers, J. (2017). Why 'Skinny' Obamacare Repeal is a Terrible Idea New York: New York Times (circulation 571,500). https://www.nytimes.com/2017/07/26/opinion/obamacare-repeal-terrible-idea.html
  • Silvers, J. (2017). The 5 faulty beliefs that have led to Republican dysfunction on health care New York: Conversation, Marketwatch, etc (44,003 views). https://theconversation.com/the-5-faulty-beliefs-that-have-led-to-republican-dysfunction-on-health-care-80943
  • Silvers, J. (2017). GOP's slow-motion debate could morph the Affordable Care Act into an expanded Medicaid New York: Conversation, Marketwatch, etc (15,480 views). http://www.marketwatch.com/story/ex-health-insurer-ceo-sees-an-unintended-outcome-from-the-gops-obamacare-debate-2017-06-13
  • Silvers, J. (2017). How did health insurance get so complicated? Here are some answers New York: The Conversation, Business INsider, Hufington Post, etc (22,156 views). https://theconversation.com/how-did-health-insurance-get-so-complicated-here-are-some-answers-77215
  • Silvers, J. (2017). Trump's threat over subsidies risks damaging Obamacare beyond repair New York: MarketWatch (WSJ). http://www.marketwatch.com/story/trumps-threat-over-subsidies-risks-damaging-obamacare-beyond-repair-2017-04-14
  • Marinova, D., Kozlenkova, I., Cuttler, L., Silvers, J. (2017). In https://doi.org/10.1093/jcr/ucw057 (Ed.), To Prescribe or Not To Prescribe? Surrogate Decision Making For Life-Enhancing Products (5 ed., vol. 43, pp. 806-823). Oxford, England: Journal of Consumer Research. https://doi.org/10.1093/jcr/ucw057
  • Silvers, J. (2017). The GOP Health Care Death Spiral New York: New York Times (circulation 571,500). https://www.nytimes.com/2017/01/17/opinion/the-gops-health-care-death-spiral.html?_r=0
  • Silvers, J. (2016). As Republicans ready to dismantle ACA, insurers likely to bolt (pp. 2). The Conversation, MarketWatch, Business Insider, et al (486,303 views). https://theconversation.com/as-republicans-ready-to-dismantle-aca-insurers-likely-to-bolt-70317
  • Silvers, J. (2016). Here’s how the next president could work with Congress to fix ObamaCare The Conversation, MarketWatch, Business Insider, et al (18,011 views). https://theconversation.com/heres-how-the-next-president-could-work-with-congress-to-fix-obamacare-67529
  • Silvers, J. (2016). Hiding our financing need within the insurance model (69 ed., ). Harvard Law-The Week In Health Law: Harvard Law. http://blogs.harvard.edu/billofhealth/2016/09/14/j-b-silvers-on-the-week-in-health-law-podcast/
  • Silvers, J. (2016). What’s ailing the ACA: Insurers or Congress?” The Conversation, Business Insider, etc. (10,616 views): The Conversation, Crain's Cleveland Business, MarketWatch, Business Insider, et al. https://theconversation.com/whats-ailing-the-aca-insurers-or-congress-64151
  • Silvers, J. (2014). Overcoming History Washington, DC: Robert Wood Johnson Foundation AF4Q Annual Meeting. https://www.youtube.com/watch?v=VF-o5MAFSFs
  • Silvers, J. (2013). Over 15 interviews with Marketplace (APM/NPR) in 2013-18
  • Silvers, J. (2013). The Affordable Care Act: Objectives & Likely Results in an Imperfect World (vol. 2013, pp. 402-405). Annals of Family Medicine.
  • Silvers, J. (2013). Many boomers are ill-prepared for retirement: 401k Issues National Public Radio, WCPN, WKSU, others. www.wksu.org/news/story/33061
  • Silvers, J. (2012). J.B. Silvers: Ten myths about the reform of health care AkronBeacon-Journal. www.ohio.com/editorial/j-b-silvers-ten-myths-about-the-reform-of-health-care-1.346350
  • Silvers, J. (2012). Healthcare Insurance Exchanges WKSU, National Public Radio. www.wksu.org/news/story/33061
  • Silvers, J. (2011). Interview Comments Cleveland Plain Dealer
  • Silvers, J. (2010). Interview on MarketPlace (National NPR)
  • Silvers, J. (2010). Guest Column: Health reform law is the best we can expect Cleveland, OH: Cleveland Plain Dealer.
  • Silvers, J. (2010). Interview Comments Cleveland Plain Dealer
  • Silvers, J., Marinova, D., Cuttler, L. (2010). A National Study of Physician Recommendations to Initiate and Discontinue Growth Hormone for Short Stature (3 ed., vol. 126, pp. 468-476). Pediatrics.
  • Cuttler, L., Silvers, J. (2010). Growth Hormone and Health Policy (July 2010 ed., vol. 95, pp. 3149 – 3153). J Clin Endocrinol Metab.
  • Silvers, J. (2010). Interview on MarketPlace (National NPR)
  • Cuttler, L., Marinova, D., Mercer, M. B., Connors, A., Meehan, R., Silvers, J. (2009). Patient, Physician, and Consumer Drivers: Referrals for Short Stature and Access to Specialty Drugs (8 ed., vol. 47, pp. 858-865). NY, NY: Medical Care.
  • Cuttler, L., Silvers, J., Marinova, D., Connors, A., Meehan, R. (2009). Patient, Physician, and Consumer Drivers: Referrals for Short Stature and Access to Specialty Drugs (8 ed., vol. 47, pp. 858-865). Medical Care.
  • Cuttler, L., Finkelstein, B., Silvers, J., Neuhauser, D., Marrero, U. (1998). Physician recommendations vs insurance coverage for growth hormone -- Reply (12 ed., vol. 280, pp. 1053-1054). JAMA -- Journal of the American Medical Association.

Li Wang

  • Wang, L., Pearson, N. D., Henderson, B. J. Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products
  • Henderson, B., Pearson, N., Wang, L. (2020). Pre-Trade Hedging: Evidence from the issuance of retail structured products Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2020.02.004
  • Henderson, B. J., Pearson, N. D., Wang, L. (2015). New Evidence on the Financialization of Commodity Markets (vol. 28, pp. 1285-1311, 2015). Oxford University Press : Review of Financial Studies. http://rfs.oxfordjournals.org/content/28/5/1285