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Ilya A. Strebulaev

The David S. Lobel Professor of Private Equity, Professor of Finance, Stanford Graduate School of Business

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Publications

Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds

  • Post published:May 1, 2008
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Co-authored with: Stephen Schaefer Journal of Financial Economics, 2008, 90, 1-19 http://dx.doi.org/10.1016/j.jfineco.2007.10.006 SSRN version Lead article Third Prize, Q Conference, 2004

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Strategic Behavior and Credit Spreads: An Empirical Investigation

  • Post published:June 1, 2007
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Co-authored with: Sergei Davydenko Journal of Finance, 2007, 62, 2633-2671 http://dx.doi.org/10.1111/j.1540-6261.2007.01288.x SSRN version

Continue ReadingStrategic Behavior and Credit Spreads: An Empirical Investigation

Do Tests of Capital Structure Theory Mean What They Say?

  • Post published:May 1, 2007
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Co-authored with: Journal of Finance, 2007, 62, 4, 1747-1787 http://dx.doi.org/10.1111/j.1540-6261.2007.01256.x SSRN version First Paper Prize, Brattle Award, Journal of Finance, 2007 The Trefftzs Award, Western Finance Association, 2004 The Dimitris…

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Multiple Unit Auctions and Short Squeezes

  • Post published:May 1, 2004
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Co-authored with: Kjell Nyborg Review of Financial Studies, 2004, 17, 545-580 http://dx.doi.org/10.1093/rfs/hhg038 SSRN version

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Collateral and Short Squeezing of Liquidity in Fixed Rate Tenders

  • Post published:May 1, 2001
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Co-authored with: Kjell Nyborg Journal of International Money and Finance, 2001, 20, 769-792 http://dx.doi.org/10.1016/S0261-5606(01)00023-7 SSRN version

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