Jotikasthira and Lundblad are at the University of North Carolina, Chapel Hill; Ramadorai is at Saïd Business School, Oxford-Man Institute of Quantitative Finance, and CEPR. A special thanks to Simon Ringrose and Emerging Portfolio Fund Research (EPFR) for providing the data and for numerous helpful discussions, to Matthew Ringgenberg for research assistance, and to the BNP Paribas Hedge Fund Centre at HEC for financial support. We are grateful for comments from Andrew Karolyi (Acting Editor) and two anonymous referees, Viral Acharya, John Campbell, Cam Harvey, Donghui Li, Ludovic Phalippou, Michael Schill, Ajay Shah, and Dimitri Vayanos. Thanks also to seminar participants at BI, the Oxford-Man Institute, Duke, UNC, the Eccles School of Business, Universidade Nova de Lisboa, Queen Mary University of London, Stockholm School of Economics, NC State, Imperial College, University of Piraeus, University of Miami, University of Toronto, the NIPFP-DEA Conference, the Darden International Finance Conference, the American Finance Association Meetings, and the Financial Intermediation Research Society.
Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
Article first published online: 19 NOV 2012
© 2012 the American Finance Association
The Journal of Finance
Volume 67, Issue 6, pages 2015–2050, December 2012
How to Cite
JOTIKASTHIRA, C., LUNDBLAD, C. and RAMADORAI, T. (2012), Asset Fire Sales and Purchases and the International Transmission of Funding Shocks. The Journal of Finance, 67: 2015–2050. doi: 10.1111/j.1540-6261.2012.01780.x
- Issue published online: 19 NOV 2012
- Article first published online: 19 NOV 2012
- Initial submission: 13 December 2009; Final version received: 14 July 2012
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