67 Articles 30 Working Papers 8 Books 3 Cases

108 Stanford GSB Faculty Publications

3 Kenneth Singleton

108 Finance

8 Journal of Economic Theory 8 The Journal of Finance 7 Journal of Financial Economics 6 Econometrica 5 Journal of Economic Perspectives 5 The American Economic Review 3 Annals of Applied Probability 3 Financial Analysts Journal 3 The Review of Financial Studies 2 Finance and Stochastics 2 Financial Markets, Institutions & Instruments 2 Journal of Applied Corporate Finance 2 Management Science 2 Review of Finance 2 The Journal of Legal Studies 1 American Economic Journal: Microeconomics 1 Economic Policy Review 1 Journal of Financial Services Research 1 Journal of Mathematical Economics 1 The Quarterly Journal of Economics 1 The Review of Asset Pricing Studies 1 The Review of Economic Studies More

6 search 5 LIBOR 5 allocative efficiency 5 exact law of large numbers 5 financial markets 5 random mutation 4 D83 4 E00 4 benchmark 4 central clearing party 4 client clearing 4 collateral 4 credit default swap 4 margin 4 over-the-counter markets 4 population dynamics 4 price impact 3 CDS 3 G15 3 G20 3 G28 3 SOFR 3 credit ratings 3 credit risk premia 3 credit spreads 3 financial economics 3 financial institutions 3 floating rates 3 manipulation 3 market design 3 market fragmentation 3 price discovery 3 reference rate 2 C02 2 C73 2 D44 2 D53 2 G10 2 G12 2 G13 2 G14 2 G22 2 G24 2 J64 2 banking 2 bond markets 2 capital assets pricing model 2 capital market 2 central banking 2 central clearing 2 collusion 2 dark pool 2 debt management 2 digital currency 2 directed search 2 distribution (economic theory) 2 economic equilibrium 2 enduring partnerships 2 failure resolution 2 finance 2 financial benchmarks 2 financial crises 2 financial regulation 2 financial stability 2 government securities 2 hedging (finance) 2 independent dynamic random matching 2 independent random matching 2 information asymmetry 2 information transmission 2 interest rates 2 learning 2 leverage ratio 2 liquidity (economics) 2 market value 2 mechanism design 2 mechanism design without transfers 2 repos 2 size discovery 2 volume-weighted average price 2 workup 1 2008-2009 1 CDS contract design 1 Global Financial Crisis 1 Independent dynamic random matching 1 London interbank offered rate (LIBOR) 1 Markov chain 1 Markov processes 1 OTC markets 1 asymmetric and private information 1 balance sheet management 1 bank 1 bank capital 1 bank failures 1 bank failures > prevention 1 bank failures > united states 1 bank funding risk 1 bank holding companies 1 bank liquidity 1 banking industry 1 banking industry personnel 1 banks 1 benchmarking (management) 1 benchmarks 1 bribery 1 business 1 business cycle accounting 1 business cycles 1 capital market > government policy 1 capital mobility 1 central counterparties 1 collateral security 1 continuous-time 1 convertible bonds 1 corporate debt 1 corporate debt > united states > statistical methods 1 corporate finance 1 counterparty risk 1 credit 1 credit > management 1 credit default swap (CDS) 1 credit default swaps 1 credit derivatives 1 credit lines 1 credit risk 1 credit spread 1 credit supply 1 cross-sectional method 1 dark pools (economics) 1 data transmission systems 1 dealer intermediation 1 debit value adjustment 1 debt financing (corporations) > united states > statistical methods 1 debt overhang 1 default (finance) > united states > statistical methods 1 deficit 1 depository institutions 1 derivatives 1 digital currency > China 1 digital currency > United States 1 economic demand 1 economics of information 1 economies of agglomeration 1 efficient market theory 1 event studies 1 example 1 executives 1 failure resolutions 1 fair value 1 finance > government policy 1 finance laws 1 financial crises > prevention 1 financial crisis 1 financial institutions and services: government policy and regulation 1 financial intermediation 1 financial risk 1 funding value adjustment 1 game theory 1 general financial markets: government policy and regulation 1 government bailouts 1 housing supply and markets 1 incentive (psychology) 1 information and market efficiency 1 information percolation 1 information theory 1 insider trading 1 interest rate swaps 1 intermediation 1 interoperability 1 investments 1 labor economics 1 labor incentives 1 law 1 law of large numbers 1 law of one price 1 learning rates 1 legacy bond exchanges 1 libor 1 liquidity 1 liquidity requirements 1 macroeconomics 1 margin requirements 1 market equilibrium 1 market frictions 1 market segmentation 1 market share 1 market-making 1 markets 1 mathematical constants 1 mathematical models 1 mathematical models of investments 1 micro finance institutions 1 microeconomics 1 monetary theory 1 money and interest rates 1 mortgages 1 netting efficiency 1 over-the-counter derivatives 1 overtime 1 pareto principle 1 payment system 1 portfolio management 1 portfolio selection and asset pricing 1 prices 1 quantitative tightening 1 real estate business 1 real-time gross settlement (RTGS) systems 1 reference rate reform 1 reference rates 1 regulatory capital 1 repossession 1 repurchase agreements 1 reserve balances 1 risk > statistical methods 1 risk management 1 secured overnight financing rate (SOFR) 1 sovereign default risk 1 speculation 1 statics 1 stock exchanges 1 supply & demand 1 swap XVAs 1 systemic risk 1 systemically important banks 1 too big to fail 1 transparency 1 treasury bills 1 treasury market 1 uncertainty 1 united states 1 units of measurement 1 value-at-risk 1 volatility 1 volcker rule More