Christian Lundblad
YOU?
Author Swipe
View article: <div> Strategic Claim Payment Delays:&nbsp;<span>Evidence from Property and Casualty Insurance</span></div>
Strategic Claim Payment Delays: <span>Evidence from Property and Casualty Insurance</span> Open
View article: Do Anti-ESG Policies Hurt Local Governments? Evidence from the Municipal Bond Market
Do Anti-ESG Policies Hurt Local Governments? Evidence from the Municipal Bond Market Open
View article: A Tale of Two Anomalies: Value, Momentum, and Risk Sentiment
A Tale of Two Anomalies: Value, Momentum, and Risk Sentiment Open
View article: Have Diversity Efforts Failed in Asset Management? Evidence from the Hedge Fund Industry
Have Diversity Efforts Failed in Asset Management? Evidence from the Hedge Fund Industry Open
View article: Risk-on/Risk-off: Measuring Shifts in Investor Sentiment
Risk-on/Risk-off: Measuring Shifts in Investor Sentiment Open
View article: Foreign Capital in the Chinese Stock Market: A Firm Level Study
Foreign Capital in the Chinese Stock Market: A Firm Level Study Open
View article: Risk-on/Risk-off: Measuring Shifts in Investor Sentiment
Risk-on/Risk-off: Measuring Shifts in Investor Sentiment Open
View article: Optimal Hedge Fund Allocation
Optimal Hedge Fund Allocation Open
View article: Global Fund Flows and Emerging Market Tail Risk
Global Fund Flows and Emerging Market Tail Risk Open
View article: Markup or Markdown: National Underwriters' Exit and the Changing Landscape of Municipal Finance
Markup or Markdown: National Underwriters' Exit and the Changing Landscape of Municipal Finance Open
View article: Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion
Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion Open
View article: Dealer Specialization and Market Segmentation
Dealer Specialization and Market Segmentation Open
View article: Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion
Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion Open
View article: Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion
Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion Open
View article: From Bits to Bonds: The Economic Ripple of Local Cyberattacks on Municipalities
From Bits to Bonds: The Economic Ripple of Local Cyberattacks on Municipalities Open
View article: Global Fund Flows and Emerging Market Tail Risk
Global Fund Flows and Emerging Market Tail Risk Open
View article: How Does Human Capital Affect Investing? Evidence from University Endowments
How Does Human Capital Affect Investing? Evidence from University Endowments Open
We examine the links between human capital and endowment investing. Harnessing detailed information on university endowments, we find that higher asset allocations to alternative assets accompany higher levels of human capital in the endow…
View article: Global Fund Flows and Emerging Market Tail Risk
Global Fund Flows and Emerging Market Tail Risk Open
View article: Global Fund Flows and Emerging Market Tail Risk
Global Fund Flows and Emerging Market Tail Risk Open
View article: Are Foreign Investors Informed? Trading Experiences of Foreign Investors in China
Are Foreign Investors Informed? Trading Experiences of Foreign Investors in China Open
View article: Detecting Insider Trading in the Era of Big Data and Machine Learning
Detecting Insider Trading in the Era of Big Data and Machine Learning Open
View article: Household Delinquency, Bank Capital Reserves, and Risk-Taking Spillover
Household Delinquency, Bank Capital Reserves, and Risk-Taking Spillover Open
View article: Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
Asset Fire Sales and Purchases and the International Transmission of Funding Shocks Open
We provide new evidence on the channels through which financial shocks are transmitted across international borders. Employing monthly data from 1996 to 2008 on over 1,000 developed country-domiciled mutual and hedge funds, we show that in…
View article: The European Union, the Euro, and equity market integration
The European Union, the Euro, and equity market integration Open
At a time of historic challenges to the viability of the Eurozone, we assess the contribution of the EU and the Euro to equity market integration in Europe. We use a simple and essentially model free measure of bilateral market segmentatio…
View article: Tractable Term-Structure Models
Tractable Term-Structure Models Open
We introduce a new framework that facilitates term structure modeling with both positive interest rates and flexible time-series dynamics but that is also tractable, meaning amenable to quick and robust estimation. Using both simulations a…
View article: Household Default, Capital Constrained Large Banks, and Selective Spillovers
Household Default, Capital Constrained Large Banks, and Selective Spillovers Open
View article: Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk
Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk Open
This paper characterizes the implications of risk-on/risk-off shocks for emerging market capital flows and returns.We document that these shocks have important implications not only for the median of emerging markets flows and returns but …
View article: Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk
Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk Open
This paper characterizes the implications of risk-on/risk-off shocks for emerging market capital flows and returns. We document that these shocks have important implications not only for the median of emerging markets flows and returns but…
View article: Dancing to the Same Tune: Commonality in Securities Lending Fees
Dancing to the Same Tune: Commonality in Securities Lending Fees Open
View article: Capital Flows in Risky Times: Risk-on / Risk-off and Emerging Market Tail Risk
Capital Flows in Risky Times: Risk-on / Risk-off and Emerging Market Tail Risk Open