Sharon Katz

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  • Lawrence Glosten, Suresh Nallareddy, Yuan Zou, Dan Amiram, Jonathan Glover, Trevor Harris +9 others
  • 2015
Very preliminary. Please do not share or quote without permission. and participants of the brownbag seminar at Columbia University for their helpful comments and suggestions. Any remaining errors are our own. Abstract We investigate the effect of ETF trading activity on the informational efficiency of underlying securities. We find that ETF trading(More)
  • Moshe Cohen, Sharon Katz, Gil Sadka, Trevor Harris, Steve Kaplan, Doron Nissim +3 others
  • 2011
This paper examines the economic e¤ects of increased lending to constrained …rms during the recent …nancial crisis. We exploit an accounting change to the de…nition of …rm equity, which provided an exogenous shock to some …rms'debt capacity during the heart of the crisis, to isolate the causal e¤ect on constrained …rms. We …nd that …rms that bene…tted from(More)
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