Robert Jay Kahn : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

5

H index

5

i10 index

105

Citations

RESEARCH PRODUCTION:

5

Articles

26

Papers

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 10
   Journals where Robert Jay Kahn has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 4 (3.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1384
   Updated: 2025-12-20    RAS profile: 2025-10-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Paddrik, Mark (8)

McCormick, Matthew (5)

Copeland, Adam (4)

Barth, Daniel (3)

Martin, Antoine (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Jay Kahn.

Is cited by:

Whited, Toni (9)

Van Tassel, Peter (4)

Schrimpf, Andreas (4)

van Binsbergen, Jules (3)

Vissing-Jorgensen, Annette (3)

Terry, Stephen (3)

Fleming, Michael (3)

Struby, Ethan (3)

Eisenbach, Thomas (3)

Phelan, Gregory (2)

Paddrik, Mark (2)

Cites to:

Whited, Toni (5)

Vissing-Jorgensen, Annette (4)

Correa, Ricardo (3)

Kovner, Anna (3)

Martin, Antoine (3)

La Spada, Gabriele (3)

Copeland, Adam (3)

Cipriani, Marco (3)

van Binsbergen, Jules (3)

Chen, Zhiwu (3)

Cao, Charles (3)

Main data

Where Robert Jay Kahn has published?

Working Papers Series with more than one paper published# docs
Briefs / Office of Financial Research, US Department of the Treasury6
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)6
The OFR Blog / Office of Financial Research, US Department of the Treasury5
Liberty Street Economics / Federal Reserve Bank of New York3
Working Papers / Office of Financial Research, US Department of the Treasury2
Staff Reports / Federal Reserve Bank of New York2

Recent works citing Robert Jay Kahn (2025 and 2024)

YearTitle of citing document
2024Entry and Exit in Treasury Auctions. (2024). Richert, Eric ; Hortacsu, Ali ; Allen, Jason ; Wittwer, Milena ; Hortasu, Ali. In: Staff Working Papers. RePEc:bca:bocawp:24-29.

Full description at Econpapers || Download paper

2024Bridging Theory and Empirical Research in Accounting. (2024). Breuer, Matthias ; Labro, Eva ; Sapra, Haresh ; Zakolyukina, Anastasia A. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:3:p:1121-1139.

Full description at Econpapers || Download paper

2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

Full description at Econpapers || Download paper

2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

Full description at Econpapers || Download paper

2025The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20253066.

Full description at Econpapers || Download paper

2024Female CEOs with a squeeze of narcissism: A perfect cocktail for corporate performance?. (2024). Aabo, Tom ; Ronnow, Sara Korsdal. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004999.

Full description at Econpapers || Download paper

2024Terror threat and investor sentiment: International evidence. (2024). Boulton, Thomas J ; Shank, Corey A. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001163.

Full description at Econpapers || Download paper

2024Explaining differences in CEO gender diversity across industries: Do personality traits matter?. (2024). Aabo, Tom ; Krog, Sara Husted ; Hansen, Malene ; Kynde, Katrine. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000589.

Full description at Econpapers || Download paper

2024Give me uncertainty, and I will shine: CEO narcissism and corporate performance. (2024). Hj, Katrine ; Kirch, Theodor Roe ; Aabo, Tom. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000632.

Full description at Econpapers || Download paper

2024Dollar reserves and U.S. yields: Identifying the price impact of official flows. (2024). Rebucci, Alessandro ; Ahmed, Rashad. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001016.

Full description at Econpapers || Download paper

2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

Full description at Econpapers || Download paper

2024Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply. (2024). Struby, Ethan ; Connolly, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002000.

Full description at Econpapers || Download paper

2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

Full description at Econpapers || Download paper

2024Estimating and testing investment-based asset pricing models. (2024). Salomao, Juliana ; Deng, Yao ; Belo, Frederico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001685.

Full description at Econpapers || Download paper

2025Investor demand, firm investment, and capital misallocation. (2025). Tian, Xu ; Kargar, Mahyar ; Wu, Yufeng ; Choi, Jaewon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000479.

Full description at Econpapers || Download paper

2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

Full description at Econpapers || Download paper

2024Doing right at home: Do hometown CEOs curb corporate misconduct?11Chengqi Wang acknowledges the financial support of National Natural Science Foundation of China (No. 72332005). Xinghe Liu acknowledges the financial support of National Social Science Fund of China (23BGL104).. (2024). Liu, Xinghe ; Zhong, Weifeng ; Chen, Jing ; Wang, Chengqi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002579.

Full description at Econpapers || Download paper

2025Trading Places: My New View from Inside the Federal Reserve. (2025). Hammack, Beth. In: Speech. RePEc:fip:fedcsp:99627.

Full description at Econpapers || Download paper

2024Quantities and Covered-Interest Parity. (2024). Moskowitz, Tobias J ; Ross, Sharon Y ; Vasudevan, Kaushik. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-61.

Full description at Econpapers || Download paper

2025Rewiring repo. (2025). Yankov, Vladimir ; Klee, Elizabeth ; Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-13.

Full description at Econpapers || Download paper

2025Market Liquidity in Treasury Futures Market During March 2020. (2025). Vega, Clara ; Tuzun, Tugkan ; Mixon, Scott ; Gousgounis, Eleni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-38.

Full description at Econpapers || Download paper

2025Treasury Tri-party Repo Pricing. (2025). Paddrik, Mark ; Ramirez, Carlos. In: Working Papers. RePEc:ofr:wpaper:25-07.

Full description at Econpapers || Download paper

2024Sovereign Default and FDI Transactions: Evidence from Argentina. (2024). Fernandes, Miguel ; Pascoa, Mario. In: School of Economics Discussion Papers. RePEc:sur:surrec:0224.

Full description at Econpapers || Download paper

Works by Robert Jay Kahn:

YearTitleTypeCited
2025Hedge funds and the Treasury cash-futures basis trade In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2024Reaching for Duration and Leverage in the Treasury Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2023Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back? In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2023Money Market Fund Repo and the ON RRP Facility In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2025Proportionate margining for repo transactions In: FEDS Notes.
[Citation analysis]		paper0
2025Monitoring Reserve Scarcity Through Nonbank Cash Lenders In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2025The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2025The Cross-Border Trail of the Treasury Basis Trade In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2022Foreign Reserve Management and U.S. Money Market Liquidity: A Cost of Exorbitant Privilege In: Research Working Paper.
[Full Text][Citation analysis]		paper1
2025The Rise of Sponsored Service for Clearing Repo In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021How Competitive are U.S. Treasury Repo Markets? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Intraday Timing of General Collateral Repo Markets In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2015The term structure of the price of variance risk In: Staff Reports.
[Full Text][Citation analysis]		paper16
2024Repo Intermediation and Central Clearing: An Analysis of Sponsored Repo In: Staff Reports.
[Full Text][Citation analysis]		paper1
2016Identification with Models and Exogenous Data Variation In: Foundations and Trends(R) in Accounting.
[Full Text][Citation analysis]		article0
2020Basis Trades and Treasury Market Illiquidity In: Briefs.
[Full Text][Citation analysis]		paper11
2021Who Participates in Cleared Repo? In: Briefs.
[Full Text][Citation analysis]		paper2
2021Negative Rates in Bilateral Repo Markets In: Briefs.
[Full Text][Citation analysis]		paper2
2022Treasury Market Stress: Lessons from 1958 and Today In: Briefs.
[Full Text][Citation analysis]		paper0
2022Treasury Market Stress, Lessons from 1958 and Today.(2022) In: The OFR Blog.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Why Is So Much Repo Not Centrally Cleared? In: Briefs.
[Full Text][Citation analysis]		paper0
2024Repo Market Intermediation In: Briefs.
[Full Text][Citation analysis]		paper0
2022Non-centrally Cleared Bilateral Repo In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2022OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2023OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2023Key Findings on Non-centrally Cleared Repo In: The OFR Blog.
[Full Text][Citation analysis]		paper2
2021Hedge Funds and the Treasury Cash-Futures Disconnect In: Working Papers.
[Full Text][Citation analysis]		paper22
2023Anatomy of the Repo Rate Spikes in September 2019 In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Anatomy of the Repo Rate Spikes in September 2019.(2023) In: Journal of Financial Crises.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Identification Is Not Causality, and Vice Versa In: The Review of Corporate Finance Studies.
[Full Text][Citation analysis]		article15
2018Estimating and Testing Dynamic Corporate Finance Models In: The Review of Financial Studies.
[Full Text][Citation analysis]		article27

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team