Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market: Asset Quality Misrepresentation by Financial Intermediaries

By Tomasz Piskorski, Amit Seru, James B. Witkin. 2015

141 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7ef5465ef5c6817c9b9f2ed2c96e686e23c133dc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gonzalo Maturana
2. John M. Griffin

In Finance

1. Gonzalo Maturana
2. John M. Griffin
3. Stefan Nagel
4. Natalia Outecheva

Citations in the corpus

• Who Facilitated Misreporting in Securitized Loans (2016, background): “Piskorski et al. (2015) use credit data that note where a person is having their bills sent.”
• Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class (2016, unknown): “…Vytlacil 2014; Ambrose, Conklin, and 34 There is also evidence of other forms of misreporting during this time, including the value of transactions (BenDavid 2011) and mortgage quality in contractual disclosures in the secondary market (Piskorski, Seru, and Witkin 2015; Griffin and Maturana 2016).”
• Fraudulent Income Overstatement on Mortgage Applications During the Credit Expansion of 2002 to 2005 (2017, unknown): “In columns 5 through 7 of Table 3, we use data from the study by Piskorski, Seru, and Witkin (2015) on mortgage fraud in the misreporting of owneroccupied status and the presence of second liens.”