Sergey Chernenko
Assistant Professor of Management, Finance
Finance
Education
Ph.D., Business Economics, Harvard University, 2010
A.M., Economics, Harvard University, 2008
BSBA, Finance, Washington University in St. Louis, 2003
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 |