フォロー
Michael Schwert
Michael Schwert
AQR Arbitrage, LLC
確認したメール アドレス: aqrarbitrage.com
タイトル
引用先
引用先
Bank capital and lending relationships
M Schwert
The Journal of Finance 73 (2), 787-830, 2018
4482018
Municipal bond liquidity and default risk
M Schwert
The Journal of Finance 72 (4), 1683-1722, 2017
2872017
Sea level rise exposure and municipal bond yields
PS Goldsmith-Pinkham, M Gustafson, R Lewis, M Schwert
Available at SSRN: https://ssrn.com/abstract=3478364, 2020
2652020
Does borrowing from banks cost more than borrowing from the market?
M Schwert
The Journal of Finance 75 (2), 905-947, 2020
1722020
The economics of PIPEs
J Lim, M Schwert, MS Weisbach
Journal of Financial Intermediation, forthcoming, 2020
602020
CLO performance
L Cordell, MR Roberts, M Schwert
Available at SSRN: https://ssrn.com/abstract=3652124, 2020
482020
Duration-based valuation of corporate bonds
JH van Binsbergen, M Schwert
Available at SSRN: https://ssrn.com/abstract=3914422, 2021
46*2021
Capital structure and systematic risk
M Schwert, IA Strebulaev
Available at SSRN: https://ssrn.com/abstract=2421020, 2014
402014
Proactive capital structure adjustments: Evidence from corporate filings
AG Korteweg, M Schwert, IA Strebulaev
Journal of Financial and Quantitative Analysis, forthcoming, 2020
32*2020
Interest rates and the design of financial contracts
MR Roberts, M Schwert
Available at SSRN: https://ssrn.com/abstract=3508816, 2020
182020
Hop, skip and jump - What are modern 'jump' tests finding in stock returns?
M Schwert
Available at SSRN: https://ssrn.com/abstract=1648986, 2010
182010
The effects of transparency on OTC market-making
R Lewis, M Schwert
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 2021
17*2021
Essays in Financial Economics
M Schwert
Stanford University, 2016
6*2016
The Marginal Value of Public Pension Wealth: Evidence from Border House Prices
D Aiello, A Bernstein, M Kargar, R Lewis, M Schwert
National Bureau of Economic Research, 2021
4*2021
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論文 1–14