Research Projects
Published Papers
Mihai, M. M., & Mansur, I. (2022). Forecasting crash risk in US bank returns—The role of credit booms. Journal of Corporate Finance, 102273.
Mihai, M. M. (2022). The Commercial Bank Leverage Factor in US Asset Prices. The Quarterly Review of Economics and Finance.
Mihai, M. M. (2020). Do credit booms predict US recessions?. Journal of Forecasting, 39(6), 887-910.
Working Papers
Miguel Acosta-Henao, Mihai M.,News Shocks Across Countries (R&R at The Journal of International Economics)
Mihai M., Is Institutional Buying More Informative Than Selling? Evidence From Book-to-Market Ratios
Anne Hansen, Mihai M., Financial Market Inflation Perceptions
Mihai M., B. Odusami, I. Safdar, The relationship between aggregate accounting earnings and GDP: Is it real?
Mihai M., Asymmetries in the bank credit channel: Portfolio Anomalies and Monetary Policy (in progress)