401J Sage Hall
Samuel Curtis Johnson Graduate School of Management
Ithaca, NY 14853-6201
Professor Baron studies banking and financial crises. His recent research has focused on credit booms around the world and how they lead to stock crashes and banking crises. His research on high frequency trading has been featured in the New York Times, the Wall Street Journal, Bloomberg Businessweek, and various economics blogs. He was a visiting researcher at the New York Fed, the Federal Reserve Board, and the Commodity Futures Trading Commission. Matt received his Ph.D. in Economics from Princeton University and a B.S. in Mathematics from Yale University.
Curriculum Vitae (CV)
- Click here to view my curriculum vitae (PDF document).
- Matthew Baron and Wei Xiong. “Credit Expansion and Neglected Crash Risk”
Quarterly Journal of Economics, 132.2 (2017): 713-764. Online Appendix here.
- Matthew Baron, Jonathan Brogaard, Björn Hagströmer, and Andrei Kirilenko. “Risk and Return in High Frequency Trading”,
Journal of Financial and Quantitative Analysis, 54.3 (2019): 993-1024.
- Matthew Baron. “Countercyclical Bank Equity Issuance”
Review of Financial Studies, accepted.
- Matthew Baron, Emil Verner, and Wei Xiong. “Salient Crises, Quiet Crises”
- Matthew Baron and Tyler Muir. “Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016”
Reject with the opportunity to resubmit at the Review of Financial Studies
- Isha Agarwal and Matthew Baron. “Inflation and Disintermediation”
- Matthew Baron and Jamil Rahman. “Credit Booms and Asset Price Bubbles” (available upon request)
- Matthew Baron. “Banking Crises under a Microscope” (very preliminary draft)
Invited book chapter for publication by INET and University of Cambridge Press
- “Which banks drive the credit cycle? Individual bank-level evidence from 17 countries, 1870-2016” with Moritz Schularick and Kaspar Zimmermann
- “Credit Market Sentiment and Business Cycles: Evidence from quantitative credit controls” with Isaac Green
- “The Credit Booms of the 1920s and the U.S. Great Depression”
- I currently teach NBA 5420: Investment and Portfolio Management and NBA 5980: Behavioral Finance. Click here to go to my teaching page.