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. “Banking Crises without Panics”
Quarterly Journal of Economics, conditionally accepted
- Matthew Baron and Tyler Muir. “Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016”
Reject and resubmit at the Review of Financial Studies
- Isha Agarwal and Matthew Baron. “Inflation and Disintermediation”
- Matthew Baron, Luc Laeven, and Yevhenii Usenko. “Investing in Crises” (draft coming soon)
- “Which banks drive the credit cycle? Individual bank-level evidence from 17 countries, 1870-2016” with Moritz Schularick and Kaspar Zimmermann
- “The aftermath of credit booms: Evidence from credit ceiling removals” with Isaac Green
- “Credit cycles and asset price bubbles” with Zhou Fan and Jamil Rahman
- Two projects on the history of banking crises with Daniel Dieckelmann
- I currently teach NBA 5420: Investment and Portfolio Management and NBA 5980: Behavioral Finance. Click here to go to my teaching page.