Sergey Chernenko
Sergey Chernenko
Associate Professor, Krannert School of Management, Purdue University
Подтвержден адрес электронной почты в домене purdue.edu - Главная страница
Название
Процитировано
Процитировано
Год
Order flow and exchange rate dynamics in electronic brokerage system data
DW Berger, AP Chaboud, SV Chernenko, E Howorka, JH Wright
Journal of international Economics 75 (1), 93-109, 2008
2492008
Frictions in shadow banking: Evidence from the lending behavior of money market mutual funds
S Chernenko, A Sunderam
The Review of Financial Studies 27 (6), 1717-1750, 2014
173*2014
The two sides of derivatives usage: Hedging and speculating with interest rate swaps
S Chernenko, M Faulkender
Journal of Financial and Quantitative Analysis 46 (6), 1727-1754, 2011
163*2011
The real consequences of market segmentation
S Chernenko, A Sunderam
The Review of Financial Studies 25 (7), 2041-2069, 2012
952012
The information content of forward and futures prices: Market expectations and the price of risk
S Chernenko, K Schwarz, JH Wright
FRB International Finance discussion paper, 2004
932004
The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
A Chaboud, S Chernenko, E Howorka, RSK Iyer, D Liu, JH Wright
FRB International Finance Discussion Paper, 2004
842004
Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds
S Chernenko, A Sunderam
National Bureau of Economic Research Working Paper Series, 2016
812016
Who neglects risk? Investor experience and the credit boom
S Chernenko, SG Hanson, A Sunderam
Journal of Financial Economics 122 (2), 248-269, 2016
462016
The rise and fall of demand for securitizations
S Chernenko, SG Hanson, A Sunderam
National Bureau of Economic Research Working Paper Series, 2014
40*2014
Trading activity and macroeconomic announcements in high-frequency exchange rate data
AP Chaboud, SV Chernenko, JH Wright
Journal of the European Economic Association 6 (2-3), 589-596, 2008
382008
Mutual funds as venture capitalists? Evidence from unicorns
S Chernenko, J Lerner, Y Zeng
National Bureau of Economic Research Working Paper Series, 2017
292017
Do fire sales create externalities?
S Chernenko, A Sunderam
Journal of Financial Economics 135 (3), 602-628, 2020
272020
Agency costs, mispricing, and ownership structure
S Chernenko, CF Foley, R Greenwood
Financial Management 41 (4), 885-914, 2012
222012
Trading activity and exchange rates in high-frequency EBS data
A Chaboud, S Chernenko, JH Wright
FRB International Finance Discussion Paper, 2007
192007
Nonbank lending
S Chernenko, I Erel, R Prilmeier
National Bureau of Economic Research Working Paper Series, 2019
162019
The front men of wall street: The role of cdo collateral managers in the cdo boom and bust
S Chernenko
The Journal of Finance 72 (5), 1893-1936, 2017
112017
The Market Reaction to the Strategic Use of Interest Rate Swaps
MW Faulkender, NT Jenkins, C Seethamraju
Available at SSRN 930272, 2007
62007
Corporate bond liquidity: A revealed preference approach
S Chernenko, A Sunderam
Purdue University and Harvard Business School, mimeo, 2018
42018
Arbitrage capital and real investment
S Chernenko, A Sunderam
Harvard University working paper, 2010
22010
Measuring the Perceived Liquidity of the Corporate Bond Market
S Chernenko, A Sunderam
National Bureau of Economic Research Working Paper Series, 2020
12020
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