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Sergey Chernenko
Sergey Chernenko
Associate Professor, Purdue University, Mitchell E. Daniels, Jr. School of Business
Verified email at purdue.edu - Homepage
Title
Cited by
Cited by
Year
Order flow and exchange rate dynamics in electronic brokerage system data
DW Berger, AP Chaboud, SV Chernenko, E Howorka, JH Wright
Journal of international Economics 75 (1), 93-109, 2008
2842008
Frictions in shadow banking: Evidence from the lending behavior of money market mutual funds
S Chernenko, A Sunderam
The Review of Financial Studies 27 (6), 1717-1750, 2014
2732014
The two sides of derivatives usage: Hedging and speculating with interest rate swaps
S Chernenko, M Faulkender
Journal of Financial and Quantitative Analysis 46 (6), 1727-1754, 2011
2342011
Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds
S Chernenko, A Sunderam
National Bureau of Economic Research, 2016
1812016
The real consequences of market segmentation
S Chernenko, A Sunderam
The Review of Financial Studies 25 (7), 2041-2069, 2012
1522012
The information content of forward and futures prices: Market expectations and the price of risk
S Chernenko, K Schwarz, JH Wright
Available at SSRN 560386, 2004
1162004
Mutual funds as venture capitalists? Evidence from unicorns
S Chernenko, J Lerner, Y Zeng
The Review of Financial Studies 34 (5), 2362-2410, 2021
1102021
Do fire sales create externalities?
S Chernenko, A Sunderam
Journal of Financial Economics 135 (3), 602-628, 2020
1102020
The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
A Chaboud, S Chernenko, E Howorka, RSK Iyer, D Liu, JH Wright
Available at SSRN 625181, 2004
912004
Why do firms borrow directly from nonbanks?
S Chernenko, I Erel, R Prilmeier
The Review of Financial Studies 35 (11), 4902-4947, 2022
802022
Who neglects risk? Investor experience and the credit boom
S Chernenko, SG Hanson, A Sunderam
Journal of Financial Economics 122 (2), 248-269, 2016
782016
Trading activity and macroeconomic announcements in high-frequency exchange rate data
AP Chaboud, SV Chernenko, JH Wright
Journal of the European Economic Association 6 (2-3), 589-596, 2008
532008
The rise and fall of demand for securitizations
S Chernenko, SG Hanson, A Sunderam
National Bureau of Economic Research, 2014
52*2014
Racial disparities in the paycheck protection program
S Chernenko, DS Scharfstein
National Bureau of Economic Research, 2022
492022
Nonbank lending
S Chernenko, I Erel, R Prilmeier
National Bureau of Economic Research, 2019
382019
Agency costs, mispricing, and ownership structure
S Chernenko, CF Foley, R Greenwood
Financial Management 41 (4), 885-914, 2012
332012
Trading activity and exchange rates in high-frequency EBS data
A Chaboud, S Chernenko, JH Wright
FRB International Finance Discussion Paper, 2007
242007
Measuring the perceived liquidity of the corporate bond market
S Chernenko, A Sunderam
National Bureau of Economic Research, 2020
212020
The front men of Wall Street: The role of CDO collateral managers in the CDO boom and bust
S Chernenko
The Journal of Finance 72 (5), 1893-1936, 2017
202017
Mutual fund liquidity creation
S Chernenko, VD Doan
SSRN Electronic Journal. https://doi. org/10.2139/ssrn 4019567, 2022
92022
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