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Finance Faculty


Sergey Chernenko

Sergey Chernenko

Assistant Professor of Management, Finance

Education

Ph.D., Business Economics, Harvard University, 2010
A.M., Economics, Harvard University, 2008
BSBA, Finance, Washington University in St. Louis, 2003

CV

Journal Articles

  • Chernenko, S. (2017). The Front Men of Wall Street: The Role of CDO Collateral Managers in the CDO Boom and Bust. Journal of Finance, vol. 72 (5), 1893–1936. | Related Website |
  • Chernenko, S., Hanson, S. G., & Sunderam, A. (2016). Who Neglects Risk? Investor Experience and the Credit Boom. Journal of Financial Economics, vol. 122 (2), 248–269. | Related Website |
  • Chernenko, S. & Sunderam, A. (2014). Frictions in Shadow Banking: Evidence from the Lending Behavior of Money Market Mutual Funds. Review of Financial Studies, vol. 27 (6), 1717–1750. | Related Website |
  • Chernenko, S. & Sunderam, A. (2012). The Real Consequences of Market Segmentation. Review of Financial Studies, vol. 25 (7), 2041–2070. | Related Website |
  • Chernenko, S., Foley, C. F., & Greenwood, R. (2012). Agency Costs, Mispricing, and Ownership Structure. Financial Management, vol. 41 885-914. | Related Website |
  • Chernenko, S. & Faulkender, M. (2011). The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps. The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps, vol. 46 (6), 1727-1754. | Related Website |
  • Berger, D., Chaboud, A. P., Chernenko, S., Howorka, E., & Wright, J. H. (2008). Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data. Journal of International Economics, vol. 75 (1), 93-109. | Related Website |

Conference Proceedings

  • Chaboud, A. P., Chernenko, S., & Wright, J. H. (2008). Trading Activity and Macroeconomic An- nouncements in High-Frequency Exchange Rate Data. Journal of the European Economic Association, Proceedings of the Twenty-Second Annual Congress of the European Economic Association. vol. 6 (2/3), 589–596. | Related Website |

Working Papers

  • Chernenko, S. & Sunderam, A. (2018). Do Fire Sales Create Externalities?. | Related Website |
  • Chernenko, S. & Sunderam, A. (2018). Corporate Bond Liquidity: A Revealed Preference Approach. | Related Website |
  • Chernenko, S., Erel, I., & Prilmeier, R. (2018). Nonbank Lending. | Related Website |
  • Chernenko, S., Lerner, J., & Zeng, Y. (2017). Mutual Funds as Venture Capitalists? Evidence from Unicorns,. | Related Website |
  • Chernenko, S. & Sunderam, A. (2016). Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds. | Related Website |
  • Chernenko, S., Hanson, S. G., & Sunderam, A. (2014). The Rise and Fall of Demand for Securitization. NBER Working Paper 20777, | Related Website |

Contact

schernen@purdue.edu
Phone: (765) 49-44133
Office: KRAN 523

Quick links

Personal website
SSRN page
Google Scholar