Details about Ilya A. Strebulaev

Access statistics for papers by Ilya A. Strebulaev.

Last updated 2012-04-18. Update your information in the RePEc Author Service.

Short-id: pst526

Working Papers

2012

1. Investment Busts, Reputation, and the Temptation to Blend in with the Crowd
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective
   NBER Working Papers, National Bureau of Economic Research, Inc
3. The Mystery of Zero-Leverage Firms
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)

2011

4. Cash Holdings and Credit Risk
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (2)
5. Government Policy and Ownership of Financial Assets
   NBER Working Papers, National Bureau of Economic Research, Inc

2010

6. Corporate Bond Default Risk: A 150-Year Perspective
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2009

7. The Evolution of Aggregate Stock Ownership - A Unified Explanation
   SIFR Research Report Series, Institute for Financial Research View citations (5)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (3)

2005

8. Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
   Discussion Papers, Department of Finance and Management Science, Norwegian School of Economics View citations (4)
   Also in Working Paper Series, European Central Bank (2002) View citations (10)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (7)
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2004) View citations (4)
   Working Papers, Fondazione Eni Enrico Mattei (2005) View citations (19)

2004

9. Do Tests of Capital Structure Theory Mean What They Say?
   Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (6)
   See also Journal Article in Journal of Finance (2007)
10. Do tests of capital structure mean what they say?
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)

2003

11. Multiple Unit Auctions and Short Squeezes
    Working Papers, Fondazione Eni Enrico Mattei View citations (16)

Journal Articles

2010

1. Long Run Risks, Credit Markets, and Financial Structure
   American Economic Review, 2010, 100, (2), 547-51 View citations (1)
2. The Aggregate Dynamics of Capital Structure and Macroeconomic Risk
   Review of Financial Studies, 2010, 23, (12), 4187-4241 View citations (20)
3. The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
   Review of Financial Studies, 2010, 23, (2), 645-703 View citations (29)

2009

4. Repo Auctions and the Market for Liquidity
   Journal of Money, Credit and Banking, 2009, 41, (7), 1391-1421 View citations (4)

2008

5. Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds
   Journal of Financial Economics, 2008, 90, (1), 1-19 View citations (17)

2007

6. Do Tests of Capital Structure Theory Mean What They Say?
   Journal of Finance, 2007, 62, (4), 1747-1787 View citations (50)
   See also Working Paper (2004)
7. Strategic Actions and Credit Spreads: An Empirical Investigation
   Journal of Finance, 2007, 62, (6), 2633-2671 View citations (11)

2001

8. Collateral and short squeezing of liquidity in fixed rate tenders
   Journal of International Money and Finance, 2001, 20, (6), 769-792 View citations (11)