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RESEARCH

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Full texts of articles (pre-publication versions)

Interests

Financial Intermediation (all aspects, esp. Financial Stability), Financial Inclusion, Household Finance, Money Markets, Behavioral Finance (individual investors)

Publications in Refereed Journals

19) Vladimir Kotomin, Wyatt Frere, and Ruby Morr, 2024, Forgive me not? Racial and Institutional Disparities in the Paycheck Protection Program Loan Forgiveness, Small Business Economics, https://doi.org/10.1007/s11187-024-00952-w Full text: https://rdcu.be/dPRRh

18) Vladimir Kotomin and Artem Meshcheryakov, 2024, Deposit Flows and the January Effect in Deposit Rates, Journal of Financial Research, https://doi.org/10.1111/jfir.12430

17) Lucy Chernykh and Vladimir Kotomin, 2022, Risk-based Deposit Insurance, Deposit Rates and Bank Failures: Evidence from Russia, Journal of Banking and Finance 138, paper 106483, https://doi.org/10.1016/j.jbankfin.2022.106483.

16) Vladimir Kotomin and Abhishek Varma, 2022, Do Large Losses Loom Larger than Gains? Salience, Holding Periods, and the Disposition Effect, Financial Review 57:2, 397-427, https://doi.org/10.1111/fire.12288.

15) Vladimir Kotomin, 2021, The Clientele Effect around the Turn of the Year: Evidence from the Bond Markets, Journal of Economics and Finance 45:4, 637-653.

14) Thomas Howe, Vladimir Kotomin, Stella Liao, and Abhishek Varma, 2020, A Tale of Two SMIPs: Equity and Fixed Income, Managerial Finance 46:5, 636-646 (special issue on student-managed investment portfolios).

13) Yaman Ö. Erzurumlu and Vladimir Kotomin, 2016, Mutual Funds’ Soft Dollar Arrangements: Determinants, Impact on Shareholder Wealth, and Relation to Governance, Journal of Financial Services Research 50:1, 95-119.

12) David W. Blackwell, Vladimir Kotomin, and Drew B. Winters, 2015, Benefits of Lending Relationships in Public Debt Markets: Empirical Evidence from the Commercial Paper Market, Quarterly Journal of Finance & Accounting 53:3/4, 79-112.

11) Vladimir Kotomin, Stanley D. Smith, and Drew B. Winters,  2014, Interest-rate and Calendar-time Effects in Money Market Fund and Bank Deposit Cash Flows, Journal of Economics and Finance 38:1, 84-95.

10) Vladimir Kotomin, 2013, The Year-end Effect in Money Market Yields:  Beyond One Month and Beyond the Crisis, Journal of Financial Research 36:2, 233-251.

9) Ozzy Akay, Mark D. Griffiths, Vladimir Kotomin, and Drew B. Winters, 2013, A Look inside AMLF: What Traded and Who Benefited, Journal of Banking and Finance 37:5, 1643-1657.

8) Mark D. Griffiths, Vladimir Kotomin, and Drew B. Winters, 2012, A Crisis of Confidence: Understanding Money Markets during the Financial Crisis, Journal of Applied Finance 22:2, 39-59.

7) Mark D. Griffiths, Vladimir Kotomin, and Drew B. Winters, 2011, The Fed and the 2007-2009 Financial Crisis: Treating a Virus with Antibiotics? Evidence from the Commercial Paper Market, Financial Review 46:4, 541-567.

6) Vladimir Kotomin, 2011, A Test of the Expectations Hypothesis in Very Short-term International Rates in the Presence of Preferred Habitat for Liquidity, Quarterly Review of Economics and Finance 51:1, 49-55.

5) Yaman Ö. Erzurumlu and Vladimir Kotomin, 2010, Inventory Management Effects, Isolated: Evidence from the Federal Funds Market, Quarterly Review of Economics and Finance 50:1, 61-66.

4) Mark D. Griffiths, Vladimir Kotomin, and Drew B. Winters, 2009, Year-end and Quarter-end Effects in the Term Structure of Sterling Repo and Eurepo Rates, Journal of International Financial Markets, Institutions and Money 19:5, 803-817.

3) Vladimir Kotomin, Stanley D. Smith, and Drew B. Winters, 2008, Preferred Habitat for Liquidity in International Short-term Interest Rates, Journal of Banking and Finance 32:2, 240-250. (Reprinted in the Journal of Banking & Finance, 2011, Virtual Special Issue on Global Financial Stability: Resilience of Markets and Institutions, compiled by F. Moshirian, ed.  One of 33 papers selected from the papers published in the journal from 1997 to 2010.)

2) Vladimir Kotomin and Drew B. Winters, 2007, The Impact of the Return to Lagged Reserve Requirements on the Federal Funds Market, Journal of Economics and Business 59:2, 111-129.

1) Vladimir Kotomin and Drew B. Winters, 2006, Quarter-end Effects in Banks: Preferred Habitat or Window Dressing? Journal of Financial Services Research 29:1, 61-82.
 

Working Papers

Lucy Chernykh and Vladimir Kotomin, Loan Loss Reserve Coverage, Unwrapped: Enhancing Bank Risk Assessment and Market Discipline, presented (under a different title) as L. Chernykh’s keynote at the 11th ICEF-CInSt International Moscow Finance Conference, Oct 2022, https://cinst.hse.ru/en/banking.

Vladimir Kotomin and Artem Meshcheryakov, Are Uninsured Time Deposits the Canary in the Coal Mine? Evidence from Bank Failures in two Crises.

Vladimir Kotomin and Abhishek Varma, Debiasing Recency: Evidence from Individual Investor Stock Sales.

Books & Chapters

  • Finance Fundamentals & Career Choices, textbook for my course by the same title, accessible on TopHat.com, 2021.
  • Revised Ch. 7 Money Markets and Ch. 8 Bond Markets for Financial Institutions, Markets, and Money, 11e., Kidwell, Blackwell, Whidbee, and Sias, John Wiley and Sons, 2012.
  • Mark D. Griffiths, Vladimir Kotomin, and Drew B. Winters, Liquidity Issues in the Money Markets, Chapter 3 in Stock Market Liquidity, Greg N. Gregoriou and François-Serge L’Habitant (Eds.), John Wiley and Sons, 2008.

Conference Presentations

  • International Conference on Finance for the Common Good, University of Dayton, 2024
  • Southern Finance Association: 2005, 2006, 2007, 2015, 2017, 2020, 2022, 2024
  • Academy of Finance, 2024 (best paper award in the financial institutions track)
  • ICEF-CInSt International Moscow Finance Conference, 2022, coauthor’s keynote
  • Financial Management Association: 2005, 2006, 2010, 2013, 2016, 2018, 2019, 2022
  • Eastern Finance Association: 2011, 2012, 2013, 2015 
  • Midwest Finance Association: 2013, 2014, 2015
  • INFINITI Conference on International Finance: 2011, 2012
  • Southwestern Finance Association: 2010
  • Global Conference on Business & Economics: 2008

Research-related Professional Service

  • Program Committee: FMA (2014-18, 2020-23), FMA European (2016-19, 2022), Midwest Finance (2015), Eastern Finance (2012-16, 2020), Southern Finance (2013-15, 2017, 2019-24)
  • Paper Awards Committee Member: Eastern Finance (2012)
  • Ad Hoc Referee: J. of Banking and Finance; Fin. Review; J. of Economics and Finance; Fin. Svcs. Review; Intl. Rev. of Econ. & Finance; J. of Econ. Beh. & Organization
  • Discussant: Chicago Financial Institutions Conference (2018-19), FMA (2009, 2010, 2012-14, 2017-20, 2023), Eastern Finance (2003, 2011-13, 2015), Midwest Finance (2009, 2013-15), Southern Finance (2006, 2015, 2017, 2020, 2022), Southwestern Finance (2010)
  • Session chair: FMA (2012, 2014), Southern Finance (2017, 2020 virtual)

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