Thank you for visiting my website!

I am a PhD candidate in Finance at the Swiss Finance Institute and USI Lugano.

My research interests are empirical asset pricing, institutional investors, and corporate bonds.

I am on the 2020/21 job market and available for virtual interviews.

E-mail: efe.coetelioglu@usi.ch
Curriculum Vitae

Job Market Paper: Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?
I document a positive and significant relationship between ETF ownership and liquidity commonality of investment-grade corporate bonds. In contrast, and unlike for equities, mutual fund ownership does not affect co-movement in liquidity of underlying bonds. Three channels explain the differential impact of ETFs and mutual funds: flow-driven trading, different investor clienteles, and ETF arbitrage mechanism.
Columns on the paper: Credit Liquidity Risk Is Rising Thanks to the Boom in Bond ETFs (Bloomberg)
Rapid Growth of Bond ETFs Could Fuel Credit Liquidity Risks (ETF Trends)
Bond ETF explosion fuels liquidity risks (ETF Stream)

Publication: What Constrains Liquidity Provision? Evidence From Institutional Trades
(with Francesco Franzoni and Alberto Plazzi), Review of Finance, Forthcoming

REFERENCES
Alberto Plazzi (Advisor)
Professor of Finance, USI Lugano
Faculty Member, Swiss Finance Institute
alberto.plazzi@usi.ch
+41 (58) 666 4677



Alberto G. Rossi

Provost’s Distinguished Associate Professor of Finance, McDonough School of Business, Georgetown University
agr60@georgetown.edu
+1 (240) 712 0327


Francesco Franzoni
Professor of Finance, USI Lugano
Senior Chair, Swiss Finance Institute
Research Fellow,
CEPR
francesco.franzoni@usi.ch
+41 (58) 666 4117


Turan G. Bali
Robert S. Parker Chair Professor of Business Administration, McDonough School of Business, Georgetown University,
tgb27@georgetown.edu
+1 (202) 687 5388