Details about David Alexandre Sraer

Access statistics for papers by David Alexandre Sraer.

Last updated 2023-01-24. Update your information in the RePEc Author Service.

Short-id: psr34

Working Papers

2025

1. The Welfare Benefits of Pay-As-You-Go Financing
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

2. The Effects of Mandatory Profit-Sharing on Workers and Firms: Evidence from France
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2022

3. Quantifying Reduced-Form Evidence on Collateral Constraints
   SciencePo Working papers Main, HAL View citations (4)
   Also in Post-Print, HAL (2022) View citations (5)
   SciencePo Working papers Main, HAL (2018)
   SciencePo Working papers, HAL (2018)
   Working Papers, HAL (2018) View citations (10)
   See also Journal Article Quantifying Reduced‐Form Evidence on Collateral Constraints, Journal of Finance, American Finance Association (2022) View citations (8) (2022)
4. Robustness Checks in Structural Analysis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2020

5. A Quantitative Analysis of Distortions in Managerial Forecasts
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)

2019

6. The Banking View of Bond Risk Premia
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (4)
   See also Journal Article The Banking View of Bond Risk Premia, Journal of Finance, American Finance Association (2020) View citations (18) (2020)

2018

7. A Sufficient Statistics Approach for Aggregating Firm-Level Experiments
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (16)

2017

8. Banking integration and house price comovement
   ESRB Working Paper Series, European Systemic Risk Board View citations (25)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (1)
   Working Papers, HAL (2013) View citations (2)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (3)
   See also Journal Article Banking integration and house price co-movement, Journal of Financial Economics, Elsevier (2017) View citations (29) (2017)

2016

9. Banks' exposure to interest rate risk and the transmission of monetary policy
   ESRB Working Paper Series, European Systemic Risk Board View citations (24)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) View citations (59)
   NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (58)
   TSE Working Papers, Toulouse School of Economics (TSE) (2013) View citations (47)
   See also Journal Article Banks’ exposure to interest rate risk and the transmission of monetary policy, Journal of Monetary Economics, Elsevier (2021) View citations (24) (2021)

2015

10. Are retail traders compensated for providing liquidity?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (2)
    See also Journal Article Are retail traders compensated for providing liquidity?, Journal of Financial Economics, Elsevier (2016) View citations (58) (2016)

2014

11. Can Unemployment Insurance Spur Entrepreneurial Activity?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (28)
12. Housing Collateral and Entrepreneurship
    HEC Research Papers Series, HEC Paris View citations (5)
    Also in Working Papers, HAL (2014) View citations (4)
    Working Papers, HAL (2014) View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (29)
    See also Journal Article Housing Collateral and Entrepreneurship, Journal of Finance, American Finance Association (2017) View citations (171) (2017)

2013

13. Banking Deregulation and The Rise in House Price Comovement
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (5)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) View citations (5)
14. Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France
    HEC Research Papers Series, HEC Paris View citations (6)
    Also in Working Papers, HAL (2013) View citations (3)
    See also Journal Article Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France, Journal of Finance, American Finance Association (2020) View citations (44) (2020)

2012

15. Bottom-Up Corporate Governance
    Post-Print, HAL View citations (18)
    See also Journal Article Bottom-Up Corporate Governance, Review of Finance, European Finance Association (2013) View citations (32) (2013)
16. Quiet Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
    See also Journal Article Quiet bubbles, Journal of Financial Economics, Elsevier (2013) View citations (7) (2013)
17. Speculative Betas
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Speculative Betas, Journal of Finance, American Finance Association (2016) View citations (4) (2016)
18. The Collateral Channel: How Real Estate Shocks Affect Corporate Investment
    Post-Print, HAL View citations (452)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (11)
    See also Journal Article The Collateral Channel: How Real Estate Shocks Affect Corporate Investment, American Economic Review, American Economic Association (2012) View citations (578) (2012)

2011

19. Barriers to entrepreneurship: Evidence from France
    Post-Print, HAL
20. Going for broke: New Century Corporation 2004-2006
    Post-Print, HAL
    Also in Post-Print, HAL (2011)
    Post-Print, HAL (2011)
21. Growth LBOs
    Post-Print, HAL View citations (16)
    See also Journal Article Growth LBOs, Journal of Financial Economics, Elsevier (2011) View citations (29) (2011)
22. Individual Investors and Volatility
    Post-Print, HAL View citations (132)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (3)
    Working Papers, HAL (2008) View citations (2)
    HEC Research Papers Series, HEC Paris (2008) View citations (1)
    See also Journal Article Individual Investors and Volatility, Journal of Finance, American Finance Association (2011) View citations (157) (2011)
23. The risk-Shifting Hypothesis
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (33)
24. The risk-Shifting Hypothesis: Evidence from Subprime Originations
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (20)

2010

25. Going for broke: New Century Financial Corporation, 2004-2006
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (9)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (9)

2009

26. Financial Risk Management: When Does Independence Fail?
    Post-Print, HAL View citations (11)
    See also Journal Article Financial Risk Management: When Does Independence Fail?, American Economic Review, American Economic Association (2009) View citations (12) (2009)
27. Optimal Dissent in Organizations
    Post-Print, HAL View citations (38)
    See also Journal Article Optimal Dissent in Organizations, The Review of Economic Studies, Review of Economic Studies Ltd (2009) View citations (51) (2009)

2007

28. Performance and Behavior of Family Firms: Evidence From the French Stock Market
    Post-Print, HAL View citations (257)
    Also in Working Papers, Center for Research in Economics and Statistics (2004) View citations (24)
    See also Journal Article Performance and Behavior of Family Firms: Evidence from the French Stock Market, Journal of the European Economic Association, MIT Press (2007) View citations (283) (2007)

Journal Articles

2022

1. Quantifying Reduced‐Form Evidence on Collateral Constraints
   Journal of Finance, 2022, 77, (4), 2143-2181 View citations (8)
   See also Working Paper Quantifying Reduced-Form Evidence on Collateral Constraints, SciencePo Working papers Main (2022) View citations (4) (2022)

2021

2. Banks’ exposure to interest rate risk and the transmission of monetary policy
   Journal of Monetary Economics, 2021, 117, (C), 543-570 View citations (24)
   See also Working Paper Banks' exposure to interest rate risk and the transmission of monetary policy, ESRB Working Paper Series (2016) View citations (24) (2016)

2020

3. Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France
   Journal of Finance, 2020, 75, (3), 1247-1285 View citations (44)
   See also Working Paper Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence from France, HEC Research Papers Series (2013) View citations (6) (2013)
4. The Banking View of Bond Risk Premia
   Journal of Finance, 2020, 75, (5), 2465-2502 View citations (18)
   See also Working Paper The Banking View of Bond Risk Premia, NBER Working Papers (2019) View citations (5) (2019)

2019

5. Combining the Power of Artificial Intelligence with the Richness of Healthcare Claims Data: Opportunities and Challenges
   PharmacoEconomics, 2019, 37, (6), 745-752 View citations (6)

2017

6. Banking integration and house price co-movement
   Journal of Financial Economics, 2017, 125, (1), 1-25 View citations (29)
   See also Working Paper Banking integration and house price comovement, ESRB Working Paper Series (2017) View citations (25) (2017)
7. Housing Collateral and Entrepreneurship
   Journal of Finance, 2017, 72, (1), 99-132 View citations (171)
   See also Working Paper Housing Collateral and Entrepreneurship, HEC Research Papers Series (2014) View citations (5) (2014)
8. Inflation Bets on the Long Bond
   The Review of Financial Studies, 2017, 30, (3), 900-947 View citations (3)

2016

9. Are retail traders compensated for providing liquidity?
   Journal of Financial Economics, 2016, 120, (1), 146-168 View citations (58)
   See also Working Paper Are retail traders compensated for providing liquidity?, CEPR Discussion Papers (2015) View citations (1) (2015)
10. Speculative Betas
    Journal of Finance, 2016, 71, (5), 2095-2144 View citations (4)
    See also Working Paper Speculative Betas, NBER Working Papers (2012) View citations (7) (2012)

2013

11. Bottom-Up Corporate Governance
    Review of Finance, 2013, 17, (1), 161-201 View citations (32)
    See also Working Paper Bottom-Up Corporate Governance, Post-Print (2012) View citations (18) (2012)
12. Quiet bubbles
    Journal of Financial Economics, 2013, 110, (3), 596-606 View citations (7)
    See also Working Paper Quiet Bubbles, NBER Working Papers (2012) View citations (5) (2012)

2012

13. The Collateral Channel: How Real Estate Shocks Affect Corporate Investment
    American Economic Review, 2012, 102, (6), 2381-2409 View citations (578)
    See also Working Paper The Collateral Channel: How Real Estate Shocks Affect Corporate Investment, Post-Print (2012) View citations (452) (2012)

2011

14. Growth LBOs
    Journal of Financial Economics, 2011, 102, (2), 432-453 View citations (29)
    See also Working Paper Growth LBOs, Post-Print (2011) View citations (16) (2011)
15. Individual Investors and Volatility
    Journal of Finance, 2011, 66, (4), 1369-1406 View citations (157)
    See also Working Paper Individual Investors and Volatility, Post-Print (2011) View citations (132) (2011)

2009

16. Allégements de cotisations patronales et dynamique salariale
    Économie et Statistique, 2009, 429, (1), 177-189 View citations (10)
17. Financial Risk Management: When Does Independence Fail?
    American Economic Review, 2009, 99, (2), 454-58 View citations (12)
    See also Working Paper Financial Risk Management: When Does Independence Fail?, Post-Print (2009) View citations (11) (2009)
18. Optimal Dissent in Organizations
    The Review of Economic Studies, 2009, 76, (2), 761-794 View citations (51)
    See also Working Paper Optimal Dissent in Organizations, Post-Print (2009) View citations (38) (2009)

2007

19. Performance and Behavior of Family Firms: Evidence from the French Stock Market
    Journal of the European Economic Association, 2007, 5, (4), 709-751 View citations (283)
    See also Working Paper Performance and Behavior of Family Firms: Evidence From the French Stock Market, Post-Print (2007) View citations (257) (2007)

Chapters

2016

1. Does Unemployment Insurance Change the Selection into Entrepreneurship?
   A chapter in Measuring Entrepreneurial Businesses: Current Knowledge and Challenges, 2016, pp 351-369 View citations (3)

2010

2. Entrepreneurship and Credit Constraints: Evidence from a French Loan Guarantee Program
   A chapter in International Differences in Entrepreneurship, 2010, pp 243-273 View citations (63)