Follow
Mathias Kruttli
Mathias Kruttli
Assistant Professor, Kelley School of Business - Indiana University
Verified email at iu.edu - Homepage
Title
Cited by
Cited by
Year
The shift from active to passive investing: Risks to financial stability?
K Anadu, M Kruttli, P McCabe, E Osambela
Financial Analysts Journal 76 (4), 23-39, 2020
1872020
Pricing Poseidon: Extreme weather uncertainty and firm return dynamics
MS Kruttli, B Roth Tran, SW Watugala
EBRD Working Paper, 2021
1042021
Banking on carbon: Corporate lending and cap-and-trade policy
IT Ivanov, MS Kruttli, SW Watugala
The Review of Financial Studies 37 (5), 1640-1684, 2024
802024
LTCM redux? Hedge fund Treasury trading and funding fragility
MS Kruttli, P Monin, L Petrasek, SW Watugala
Available at SSRN 3817978, 2023
34*2023
The impact of hedge funds on asset markets
MS Kruttli, AJ Patton, T Ramadorai
The Review of Asset Pricing Studies 5 (2), 185-226, 2015
332015
The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks
MS Kruttli, PJ Monin, SW Watugala
Journal of Financial Economics 146 (3), 965-988, 2022
13*2022
Investor concentration, flows, and cash holdings: Evidence from hedge funds
MS Kruttli, P Monin, SW Watugala
OFR, 2017
72017
From which consumption-based asset pricing models can investors profit? evidence from model-based priors
MS Kruttli
Journal of Financial Econometrics 20 (3), 539-567, 2022
2*2022
Extreme Weather and Financial Market Uncertainty
A Kmetz, MS Kruttli, BR Tran, S Watugala, A Yan
FRBSF Economic Letter 2024 (01), 1-5, 2024
12024
Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations
MS Kruttli, M Macchiavelli, P Monin, XA Zhou
Available at SSRN 4662272, 2023
2023
Internet Appendix for “Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics”
MS Kruttli, BR Tran, SW Watugala
2023
Pricing Poseidon: Appendix: Extreme Weather Uncertainty and Firm Return Dynamics, Working Paper 2021-23
MS Kruttli, SW Watugala, B Roth Tran
2023
Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics, Working Paper 2021-23
MS Kruttli, SW Watugala, B Roth Tran
2023
Review of Asset Pricing Studies
H Doshi, R Elkamhi, M Simutin, MS Kruttli, AJ Patton, T Ramadorai, ...
2015
Internet Appendix for
M Kruttli, AJ Patton, T Ramadorai
2015
Essays on hedge fund illiquidity, return predictability, and time-varying risk exposure
M Kruttli
Oxford University, UK, 2015
2015
DP10151 The Impact of Hedge Funds on Asset Markets
M Kruttli, AJ Patton, T Ramadorai
2014
The Impact of Hedge Funds on Asset Markets
A Patton, M Kruttli
CEPR Discussion Papers, 2014
2014
Model-Based Priors for Predicting the Equity Premium
M Kruttli
2014
Model-Based Bayesian Priors for Predicting the Equity Premium
M Kruttli
2013
The system can't perform the operation now. Try again later.
Articles 1–20