Jiri Svec

The University of Sydney - Discipline of Finance

Lecturer

P.O. Box H58

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 27,985

SSRN RANKINGS

Top 27,985

in Total Papers Downloads

2,345

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (15)

Better than Bitcoin? Can cryptocurrencies beat inflation?

Number of pages: 14 Posted: 24 Nov 2021
University of Technology Sydney, Macquarie University, University of Technology Sydney (UTS), UTS Business School and The University of Sydney - Discipline of Finance
Downloads 774 (41,456)

Abstract:

Loading...

Bitcoin, Ethereum, cryptocurrency, deflationary, gold, inflation

Better than Bitcoin? Can Cryptocurrencies Beat Inflation?

Number of pages: 15 Posted: 07 Dec 2021
University of Technology Sydney, Macquarie University, affiliation not provided to SSRN and The University of Sydney - Discipline of Finance
Downloads 84 (381,272)

Abstract:

Loading...

E31 G18 O31 O32 O33

2.

Decentralized Exchanges: The 'Wild West' of Cryptocurrency Trading

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 21 Dec 2020 Last Revised: 29 Jul 2021
University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, The University of Sydney - Discipline of Finance and The University of Sydney, Students
Downloads 342 (115,758)
Citation 1

Abstract:

Loading...

Decentralized Exchange, DEX, ICO, ERC-20 Tokens, DeFi, Cryptocurrency

3.

Capital Structure Arbitrage: An Analysis of the Australian CDS Market

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 44 Posted: 15 Dec 2010 Last Revised: 13 Feb 2011
Jiri Svec and Nick Reeves
The University of Sydney - Discipline of Finance and affiliation not provided to SSRN
Downloads 333 (118,079)

Abstract:

Loading...

Capital Structure Arbitrage, Credit Default Swaps, Model Evaluation

4.

When bigger is better: The impact of a tiny tick size on undercutting behavior

Number of pages: 37 Posted: 25 Jun 2018 Last Revised: 26 Jun 2020
Wilfrid Laurier University, Macquarie University and The University of Sydney - Discipline of Finance
Downloads 303 (130,613)
Citation 2

Abstract:

Loading...

market microstructure, tick size, trading behavior, bitcoin, cryptocurrency

What is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 14 Posted: 09 Oct 2021 Last Revised: 04 Jan 2022
Macquarie University, The University of Sydney, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 84 (381,272)

Abstract:

Loading...

Bitcoin, cryptocurrency, expected return, term structure, risk premium

What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 13 Posted: 05 Oct 2021
Macquarie University, affiliation not provided to SSRN, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 34 (582,377)

Abstract:

Loading...

Bitcoin, cryptocurrency, expected return, term structure, risk premium

6.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 98 (342,935)

Abstract:

Loading...

Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

7.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 97 (345,210)

Abstract:

Loading...

Sovereign credit risk, credit default swap, structural model

8.

Firms That Age Well: Life Cycles and Default Risk

Number of pages: 13 Posted: 18 Feb 2021 Last Revised: 14 Jan 2022
Cornell University - SC Johnson College of Business, The University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 59 (456,643)

Abstract:

Loading...

Credit default swap, Credit risk, Firm life cycle

9.

Market-Based Structural Determinants of Australian CDS Spreads

Number of pages: 43 Posted: 06 Oct 2011
Andrew Ainsworth and Jiri Svec
University of Wollongong - School of Accounting, Economics & Finance and The University of Sydney - Discipline of Finance
Downloads 59 (456,643)

Abstract:

Loading...

credit default swaps, structural models, asset value uncertainty, financial crisis

10.

The Game Changer: Regulatory Reform and Multiple Credit Ratings

Journal of Banking and Finance, Forthcoming
Number of pages: 35 Posted: 16 Aug 2021
He Huang, Jiri Svec and Eliza Wu
The University of Sydney, Discipline of Finance, The University of Sydney - Discipline of Finance and The University of Sydney - Business School
Downloads 45 (513,725)

Abstract:

Loading...

Financial regulation, Dodd-Frank, credit ratings, corporate bonds

11.

Can Bitcoin be Trusted? Quantifying the Economic Value of Blockchain Transactions

Number of pages: 28 Posted: 17 Jul 2020 Last Revised: 27 Sep 2021
Wilfrid Laurier University, Macquarie University, The University of Sydney - Discipline of Finance and Fordham University
Downloads 32 (579,261)

Abstract:

Loading...

Bitcoin, Blockchain, Distributed Ledger Technology, Wallet Addresses, Adoption

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Journal of Business Finance & Accounting, Vol. 43, Issue 9-10, pp. 1361-1384, 2016
Number of pages: 24 Posted: 10 Nov 2016
Independent, Macquarie University, University of Sydney - School of Business - Finance Discipline and The University of Sydney - Discipline of Finance
Downloads 1 (848,733)
Citation 2
  • Add to Cart

Abstract:

Loading...

conflicts of interest, dividend reinvestment plans, DRIP, underpricing, underwriter, rights issues, SEO

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Forthcoming: Journal Of Business Finance and Accounting, Issue 43 9-10
Posted: 11 Oct 2016
Macquarie University, University of Sydney - School of Business - Finance Discipline, Independent and The University of Sydney - Discipline of Finance

Abstract:

Loading...

Conflicts of interest, Dividend reinvestment plans, DRIP, Underpricing, Underwriter, Rights issues, SEO

13.

Australian Bond Excess Returns: An Asset Allocation Perspective

Australian Economic Papers, Vol. 56, Issue 2, pp. 163-173, 2017
Number of pages: 11 Posted: 07 Jun 2017
Rui Chen, Meng Wang and Jiri Svec
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and The University of Sydney - Discipline of Finance
Downloads 0 (829,320)
  • Add to Cart

Abstract:

Loading...

14.

Forecasting the Government Bond Term Structure in Australia

Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Number of pages: 13 Posted: 03 Jun 2016
Rui Chen, Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE), The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (829,320)
Citation 1
  • Add to Cart

Abstract:

Loading...

15.

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Abacus, Vol. 50, Issue 1, pp. 56-75, 2014
Number of pages: 20 Posted: 11 Mar 2014
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (829,320)
Citation 1
  • Add to Cart

Abstract:

Loading...

Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction