Sergei Sarkissian

Sergei Sarkissian /desautels/taxonomy/term/1995/all en 2020 SSHRC Insight Grants awarded /desautels/channels/news/2020-sshrc-insight-grants-awarded-329114 <h4>Congratulations to the Desautels professors who received 2020 SSHRC Insight Grants and Insight Development Grants.</h4> <hr /> <h5>SSHRC Insight Grants</h5> <ul> <li>Professor <a href="/desautels/laurent-barras">Laurent Barras</a> (with Professor <a href="/desautels/david-schumacher">David Schumacher</a>)</li> <li>Professor <a href="/desautels/sebastien-betermier">Sebastien Betermier</a></li> <li>Professor <a href="/desautels/lisa-cohen">Lisa Cohen</a></li></ul> Tue, 23 Feb 2021 23:02:04 +0000 angela.l.williams@mcgill.ca 79909 at /desautels Cross-Listings and the Dynamics between Credit and Equity Returns /desautels/channels/news/cross-listings-and-dynamics-between-credit-and-equity-returns-304156 Authors: <a href="/desautels/patrick-augustin">Patrick Augustin</a>, Feng Jiao, <a href="/desautels/sergei-sarkissian">Sergei Sarkissian</a>, Michael J Schill Publication: The Review of Financial Studies, Vol. 33, Issue 1, January 2020 Abstract: We study how listing in multiple markets affects the dynamics between firms’ credit default swap (CDS) and stock returns. We find that cross-listing increases (1) the sensitivity of CDS to stock returns, (2) the integration of CDS with world equity and bond markets, and (3) the statistical synchronicity of CDS and stock prices. Our results are stronger for firms with greater media attention, analyst and CDS coverage, and Google search intensity and for listings in familiar markets. We suggest that a firm’s presence in global equity markets comes with an improvement in the credit-equity integration through a reduction of informational frictions. Wed, 15 Jan 2020 21:09:06 +0000 julie.lapalme@mcgill.ca 75242 at /desautels Cross-Country Competitive Effects of Cross-Listings /desautels/channels/news/cross-country-competitive-effects-cross-listings-301519 Authors: <a href="/desautels/sergei-sarkissian">Sergei Sarkissian</a> and Yan Wang Publication: Review of Corporate Finance Studies, Forthcoming Abstract: Thu, 10 Oct 2019 14:35:29 +0000 angela.l.williams@mcgill.ca 74942 at /desautels Cross-Listings and the Dynamics between Credit and Equity Returns /desautels/channels/news/cross-listings-and-dynamics-between-credit-and-equity-returns-296400 Authors: <a href="/desautels/patrick-augustin">Patrick Augustin</a>, Feng Jiao, <a href="/desautels/sergei-sarkissian">Sergei Sarkissian</a>, and Michael J. Schill Publication: The Review of Financial Studies, Forthcoming Abstract: Tue, 23 Apr 2019 14:17:26 +0000 angela.l.williams@mcgill.ca 74240 at /desautels To Group or Not to Group? Evidence from Mutual Fund Databases /desautels/channels/news/group-or-not-group-evidence-mutual-fund-databases-263323 Authors: Saurin Patel and <a href="http://node/64993">Sergei Sarkissian </a> Publication: Journal of Financial and Quantitative Analysis, Vol. 52, No. 5, 2017, pp. 1989-2021. Abstract: Thu, 06 Oct 2016 18:12:20 +0000 thao.nguyen3@mail.mcgill.ca 66604 at /desautels Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization /desautels/channels/news/market-and-regional-segmentation-and-risk-premia-first-era-financial-globalization-279306 Authors: David Chambers, <a href="/desautels/sergei-sarkissian">Sergei Sarkissian</a> and Michael J. Schill Publication: Review of Financial Studies, Forthcoming Abstract: We study market segmentation effects using data on U.S. railroads that list their bonds in New York and London between 1873 and 1913. This sample provides a unique setting for such analysis because of the precision offered by bond yields in cost of capital estimation, the geography-specific nature of railroad assets, and ongoing substantial technological change. We document a significant reduction in market segmentation over time. Whilst New York bond yields exceeded those in London in the 1870s, this premium disappeared by the early 1900s. However, the segmentation premium persisted in the more remote regions of the United States. Read full article: <a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2179088" target="_blank">Review of Financial Studies</a> Wed, 18 Oct 2017 18:27:44 +0000 julie.lapalme@mcgill.ca 67999 at /desautels Sergei Sarkissian /desautels/sergei-sarkissian Mon, 05 Oct 2020 13:49:53 +0000 arifa.nitol@mail.mcgill.ca 64993 at /desautels Director's Message /desautels/programs/phd/academics/message <img alt="Sergei Sarkissian" title="Sergei Sarkissian" height="275" width="275" style="width: 275px; height: 275px; float: right; margin: 8px;" class="media-element file-large rt" src="/desautels/files/desautels/styles/wysiwyg_large/public/sergei-w.png?itok=_U4is8La" /> Welcome to the PhD program at ƻ��Ժ Desautels Faculty of Management. Our doctoral program was established in 1976, and since then it has developed into one of the leading places in Canada in generating well-known business researchers and educators. Wed, 16 Feb 2011 20:14:08 +0000 ryan.beaupre@mcgill.ca 3814 at /desautels