Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
By Chotibhak Jotikasthira, Christian Lundblad, Tarun Ramadorai. 2012
408 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/fefe20f8f74bba034055b9a024d3fcebfe977f4b
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
- Geert Bekaert
- Koen Inghelbrecht
- Lieven Baele
- Min Wei
- Eugenio Cerutti
- S. Schmukler
- Jesse Schreger
- Brent Neiman
In Finance
- Geert Bekaert
- Koen Inghelbrecht
- Lieven Baele
- Stijn Claessens
- Eugenio Cerutti
- S. Schmukler
- Min Wei
- Jesse Schreger
Citations in the corpus
- Flights to Safety (2014, positive): “80%, 19One example of the former is Jotikasthira et al. (2012), who show that investor flows in global funds cause portfolio re-allocations, generating strong price effects in emerging markets.”
- International Currencies and Capital Allocation (2020, positive): “We log-linearly interpolate between the ICI values in the first quarter of 2005 and their values in the second quarter of 2002, which we obtained from Khorana et al. (2005).”
- Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More than Fundamentals (2015, positive): “Using data on global mutual funds, Jotikasthira et al. (2012) also show that funding shocks originating in ACs, i.”
- The Granular Nature of Large Institutional Investors (2016, positive): “Moreover, other papers establish that institutions can affect the correlations of asset returns (Anton and Polk, 2014, Greenwood and Thesmar, 2011, Lou, 2012, Jotikasthira, Lundblad, and Ramadorai (2012), and Chang, Hong, and Liskovich (2015)).”
- Blockholders: A Survey of Theory and Evidence (2017, neutral): “Edmans, Levit, and Reilly (2016) analyze how governance is affected by the blockholder holding stakes in multiple firms, as is the case in reality (Antón and Polk, 2014; Bartram, Griffin, Lim, and Ng, 2015; Hau and Lai, 2013; Jotikasthira, Lundblad, and Ramadorai, 2012.)”