Details about Song Han

This author is deceased (2017-04-25).

Access statistics for papers by Song Han.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pha202

Working Papers

2018

1. Information and Liquidity of OTC Securities: Evidence from Public Registration of Rule 144A Bonds
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2016

2. Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Institutional herding and its price impact: Evidence from the corporate bond market, Journal of Financial Economics, Elsevier (2019) View citations (71) (2019)
3. Trading Relationships in the OTC Market for Secured Claims: Evidence from Triparty Repos
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2015

4. Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
5. The Runnables
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2012

6. Institutional herding in the corporate bond market
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2011

7. Credit supply to personal bankruptcy filers: evidence from credit card mailings
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
8. Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
   Working Papers, Hong Kong Institute for Monetary Research View citations (3)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (14)
   See also Journal Article Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2016) View citations (16) (2016)
9. The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market
   Working Papers, Hong Kong Institute for Monetary Research
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2010) View citations (1)

2010

10. Credit Supply to Bankrupt Households
    2010 Meeting Papers, Society for Economic Dynamics View citations (3)

2009

11. Household borrowing after personal bankruptcy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
    See also Journal Article Household Borrowing after Personal Bankruptcy, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (50) (2011)

2006

12. Are longer bankruptcies really more costly?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

2004

13. An empirical analysis of bond recovery rates: exploring a structural view of default
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
14. Fresh start or head start? The effect of filing for personal bankruptcy on the labor supply
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2004) View citations (6)

2002

15. Inflation and the size of government
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (1)
    See also Journal Article Inflation and the size of government, Review, Federal Reserve Bank of St. Louis (2008) View citations (5) (2008)
16. On the economics of discrimination in credit markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001)

2000

17. Human Capital, Heterogeneity, and Estimated Degrees of Intergenerational Mobility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
    See also Journal Article Human Capital, Heterogeneity and Estimated Degrees of Intergenerational Mobility, Economic Journal, Royal Economic Society (2001) View citations (56) (2001)

Undated

18. Human Capital, Heterogeneity, and the Estimation of Degrees of Intergenerational Mobility
    University of Chicago - Population Research Center, Chicago - Population Research Center View citations (8)
19. Non-Profit Maximizing Behavior in Credit Markets
    University of Chicago - Population Research Center, Chicago - Population Research Center

Journal Articles

2022

1. Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds
   Journal of Financial Markets, 2022, 59, (PB) View citations (2)
2. Trading relationships in secured markets: Evidence from triparty repos
   Journal of Banking & Finance, 2022, 139, (C) View citations (9)

2019

3. Institutional herding and its price impact: Evidence from the corporate bond market
   Journal of Financial Economics, 2019, 131, (1), 139-167 View citations (71)
   See also Working Paper Institutional Herding and Its Price Impact: Evidence from the Corporate Bond Market, Finance and Economics Discussion Series (2016) (2016)

2018

4. Unsecured Credit Supply, Credit Cycles, and Regulation
   The Review of Financial Studies, 2018, 31, (3), 1184-1217 View citations (28)

2016

5. Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
   Quarterly Journal of Finance (QJF), 2016, 06, (03), 1-49 View citations (16)
   See also Working Paper Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data, Working Papers (2011) View citations (3) (2011)

2014

6. Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction
   Management Science, 2014, 60, (3), 675-694 View citations (21)

2011

7. Creditor Learning and Discrimination in Lending
   Journal of Financial Services Research, 2011, 40, (1), 1-27 View citations (5)
8. Household Borrowing after Personal Bankruptcy
   Journal of Money, Credit and Banking, 2011, 43, 491-517 View citations (50)
   Also in Journal of Money, Credit and Banking, 2011, 43, (2‐3), 491-517 (2011) View citations (9)
   See also Working Paper Household borrowing after personal bankruptcy, Finance and Economics Discussion Series (2009) View citations (8) (2009)

2009

9. Liquidity, runs, and security design: lessons from the collapse of the auction rate municipal bond market
   Proceedings, 2009, (Jan) View citations (3)

2008

10. Inflation and the size of government
    Review, 2008, 90, (May), 245-267 View citations (5)
    See also Working Paper Inflation and the size of government, Finance and Economics Discussion Series (2002) View citations (1) (2002)

2007

11. Fresh Start or Head Start? The Effects of Filing for Personal Bankruptcy on Work Effort
    Journal of Financial Services Research, 2007, 31, (2), 123-152 View citations (51)

2004

12. Discrimination in Lending: Theory and Evidence
    The Journal of Real Estate Finance and Economics, 2004, 29, (1), 5-46 View citations (28)

2001

13. Human Capital, Heterogeneity and Estimated Degrees of Intergenerational Mobility
    Economic Journal, 2001, 111, (470), 207-43 View citations (56)
    See also Working Paper Human Capital, Heterogeneity, and Estimated Degrees of Intergenerational Mobility, NBER Working Papers (2000) View citations (11) (2000)