Research Output per year
Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
- 5 Similar Profiles
Mortgages
Business & Economics
Debt
Business & Economics
Trigger
Business & Economics
House prices
Business & Economics
Foreclosure
Business & Economics
Optimal contract
Business & Economics
Stock prices
Business & Economics
Mortgage market
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2009 2019
Contingent convertibles with stock price triggers: The case of perpetuities
Pennacchi, G. & Tchistyi, A., Jun 1 2019, In : Review of Financial Studies. 32, 6, p. 2302-2340 39 p.Research output: Contribution to journal › Article
Stock prices
Trigger
Equity
Bank risk
Investors
On Equilibrium When Contingent Capital Has a Market Trigger: A Correction to Sundaresan and Wang Journal of Finance (2015)
Pennacchi, G. G. & Tchistyi, A. V., Jun 2019, In : Journal of Finance. 74, 3, p. 1559-1576 18 p.Research output: Contribution to journal › Article
Finance
Contingent capital
Trigger
Stock prices
Investors
The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers
Mayer, C., Piskorski, T. & Tchistyi, A., Mar 1 2013, In : Journal of Financial Economics. 107, 3, p. 694-714 21 p.Research output: Contribution to journal › Article
Inefficiency
Penalty
Prepayment
Refinancing
Lending
Optimal securitization with moral hazard
Hartman-Glaser, B., Piskorski, T. & Tchistyi, A., Apr 1 2012, In : Journal of Financial Economics. 104, 1, p. 186-202 17 p.Research output: Contribution to journal › Article
Underwriters
Securitization
Moral hazard
Investors
Optimal contract
Negative hedging: Performance-sensitive debt and CEOs' equity incentives
Tchistyi, A., Yermack, D. & Yun, H., Jun 1 2011, In : Journal of Financial and Quantitative Analysis. 46, 3, p. 657-686 30 p.Research output: Contribution to journal › Article
Equity incentives
Hedging
Chief executive officer
Debt
Pricing