Gordon J. Alexander : Citation Profile


Are you Gordon J. Alexander?

University of Minnesota

14

H index

20

i10 index

869

Citations

RESEARCH PRODUCTION:

48

Articles

2

Papers

RESEARCH ACTIVITY:

   41 years (1976 - 2017). See details.
   Cites by year: 21
   Journals where Gordon J. Alexander has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 17 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal215
   Updated: 2019-10-15    RAS profile: 2018-08-17    
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Relations with other researchers


Works with:

Baptista, Alexandre (4)

Yan, Shu (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gordon J. Alexander.

Is cited by:

Schmukler, Sergio (23)

Levine, Ross (16)

Riccetti, Luca (11)

Gozzi, Juan Carlos (11)

Blau, Benjamin (11)

Palomba, Giulio (10)

Karolyi, G. (9)

Wong, Wing-Keung (8)

Martin, Philippe (8)

Rey, Helene (8)

Canestrelli, Elio (6)

Cites to:

Baptista, Alexandre (37)

merton, robert (13)

Kane, Edward (12)

Basak, Suleyman (10)

Artzner, Philippe (9)

Admati, Anat (8)

Markowitz, Harry (8)

Lee, Charles (7)

Rochet, Jean (7)

Levine, Ross (7)

Jagannathan, Ravi (6)

Main data


Where Gordon J. Alexander has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis8
Journal of Banking & Finance6
Journal of Finance5
Journal of Financial Intermediation4
Journal of Financial Markets3
Journal of Financial Economics2
Management Science2
Managerial and Decision Economics2
Journal of Economic Dynamics and Control2
The Quarterly Review of Economics and Finance2

Recent works citing Gordon J. Alexander (2018 and 2017)


YearTitle of citing document
2019Optimal FX Hedge Tenor with Liquidity Risk. (2019). Loeper, Gregoire ; Aarons, Mark ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1903.06346.

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2019Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

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2019Measuring corporate bond liquidity in emerging market economies: price- vs quantity-based measures. (2019). Packer, Frank ; Li, Ran ; Helwege, Jean ; Hameed, Allaudeen . In: BIS Papers chapters. RePEc:bis:bisbpc:102-07.

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2018A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125.

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2018Market timing as an explanation for the short‐lived premium on cross‐listing. (2018). Clarkson, Peter M ; Ragunathan, Vanitha ; Gray, Stephen F. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:131-157.

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2018CMBS Subordination, Ratings Inflation, and Regulatory†Capital Arbitrage. (2018). Stanton, Richard ; Wallace, Nancy. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:175-201.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2017The Value Added by Trading Based on Valuation Criteria. (2017). Andreu, Laura ; Sarto, Jose Luis ; Mateos, Lydia. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:327-352.

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2017ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING. (2017). Johnson, Hardy ; Roseman, Brian. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:249-281.

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2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2018Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

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2018Index tracking model, downside risk and non-parametric kernel estimation. (2018). Huang, Jinbo ; Yao, Haixiang ; Li, Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:103-128.

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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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2017Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131.

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2017Mean-VaR portfolio optimization: A nonparametric approach. (2017). Lwin, Khin T ; MacCarthy, Bart L ; Qu, Rong . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:2:p:751-766.

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2018Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity. (2018). Brandtner, Mario ; Rischau, Robert ; Kursten, Wolfgang. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:707-716.

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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2018Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function. (2018). Zhang, Yue-Jun ; Chen, Ming-Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:64-78.

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2019A bi-level programming approach for global investment strategies with financial intermediation. (2019). Benita, Francisco ; Nasini, Stefano ; Lopez-Ramos, Francisco . In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:375-390.

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2019Portfolio concentration and mutual fund performance. (2019). Riley, Timothy B ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:1-16.

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2019Why do institutions like corporate social responsibility investments? evidence from horizon heterogeneity. (2019). Yan, Xinyan ; Tang, Tian ; Fu, Xudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:44-63.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2017A new active portfolio risk management for an electricity retailer based on a drawdown risk preference. (2017). Charwand, Mansour ; Siano, Pierluigi ; Gitizadeh, Mohsen. In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:387-398.

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2017Controlling shareholders and market timing: Evidence from cross-listing events. (2017). Esqueda, Omar A. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:12-23.

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2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2018A simulation comparison of risk measures for portfolio optimization. (2018). Righi, Marcelo Brutti ; Borenstein, Denis. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:105-112.

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2017The relationship between equity and bond returns: An empirical investigation. (2017). Demirovic, Amer ; Tucker, Jon ; Guermat, Cherif. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:47-64.

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2019Short-term trading skill: An analysis of investor heterogeneity and execution quality. (2019). Sotiropoulos, Michael G ; Moallemi, Ciamac C ; Salam, Mehmet. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:1-28.

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2019Informed contrarian trades and stock returns. (2019). Chang, Sanders ; Wang, Albert F. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:75-93.

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2017Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (2017). Menoncin, Francesco ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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2019ADR valuation and listing of foreign firms in U.S. Equity markets. (2019). Zheng, Steven Xiaofan ; Song, Xiaoping ; Mittoo, Usha ; Li, Tianze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:284-298.

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2017Third-party consequences of short-selling threats: The case of auditor behavior. (2017). Hope, Ole-Kristian ; Zhao, Wuyang ; Hu, Danqi . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:479-498.

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2019Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

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2017Organizational structure, risk-based capital requirements, and the sales of downgraded bonds. (2017). Ma, Qingzhong ; Lu, Erin P ; Lai, Gene C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:51-68.

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2017Are all odd-lots the same? Odd-lot transactions by order submission and trader type. (2017). Johnson, Hardy ; van Ness, Robert A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:1-11.

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2018Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity. (2018). Brandtner, Mario. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:138-149.

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2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

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2018Round-number biases and informed trading in global markets. (2018). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:105-117.

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2017Uncovering expected returns: Information in analyst coverage proxies. (2017). Lee, Charles ; So, Eric C ; Charles, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348.

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2018Cash windfalls and acquisitions. (2018). von Beschwitz, Bastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:287-319.

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2019Institutional herding and its price impact: Evidence from the corporate bond market. (2019). Cai, Fang ; Li, YI ; Han, Song. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:139-167.

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2018Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41.

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2017The joint role of the bonding mechanisms and the reduction in market segmentation in valuation of firms cross-listed as Global Depositary Receipts (GDRs). (2017). Kim, Oksana. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:19-38.

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2018Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule. (2018). Shyu, Yih-Wen ; Liang, Hsin-Yu ; Chan, Kam C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:163-183.

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2019Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185.

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2019Financial distress, short sale constraints, and mispricing. (2019). Na, Haejung ; Lee, Inro ; Kim, Dongcheol. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:94-111.

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2018Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

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2018Odd-lot trading in U.S. equities. (2018). Roseman, Brian S ; van Ness, Robert A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:125-133.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2018The investment behavior of socially responsible individual investors. (2018). Lapanan, Nicha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:214-226.

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2018Exchange rate volatility and the stability of stock prices. (2018). Blau, Benjamin M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:299-311.

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2017Financial literacy in Tunisia: Its determinants and its implications on investment behavior. (2017). Mouna, Amari ; Anis, Jarboui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:568-577.

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2019Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets. (2019). Chiang, Thomas C. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:264-278.

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2018Do some financial product features negatively affect consumer decisions? a review of evidence. (2018). Howard, Noel ; McGowan, Feidhlim ; Lunn, Pete. In: Research Series. RePEc:esr:resser:rs78.

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2019Statistical Inference for the Beta Coefficient. (2019). Zabolotskyy, Taras ; Vitlinskyi, Valdemar ; Gupta, Arjun K ; Bodnar, Taras. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:56-:d:231435.

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2018A Coordinated Revenue-Sharing Model for a Sustainable Closed-Loop Supply Chain. (2018). Zou, Hao ; Dai, BO ; Yang, Peng ; Qin, Jin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3198-:d:168329.

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2019Comparison of Carbon Emission Reduction Modes: Impacts of Capital Constraint and Risk Aversion. (2019). Liu, LU ; Deng, Weisheng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1661-:d:215362.

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2017Mutual Fund Governance: Depositary Independence and Investor Protection. (2017). Dieu, Linh Tran. In: Post-Print. RePEc:hal:journl:hal-01698557.

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2019An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2019). Mazur, Stepan ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2019_003.

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2017“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index. (2017). Sosvilla-Rivero, Simon ; Adame-Garcia, Victor ; Fernandez-Rodriguez, Fernando. In: IREA Working Papers. RePEc:ira:wpaper:201702.

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2018On relative performance, remuneration and risk taking of asset managers. (2018). Barucci, Emilio ; Marazzina, Daniele ; Bua, Gaetano. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0324-5.

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2017How does the underlying affect the risk-return profiles of structured products?. (2017). Cao, JI. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0281-9.

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2018What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?. (2018). , Clarence. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:1:d:10.1007_s11408-018-0306-7.

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2018Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201. (2018). Davis, Ryan L ; Watson, Ethan D ; Roseman, Brian S ; Jurich, Stephen N. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-017-0272-7.

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2017A Relook into the Impact of Divestitures in the Presence of Agency Conflicts: Evidence from Property Subsidiary Sell-Offs in China. (2017). Ooi, Joseph ; Chow, Yuen Leng ; Xu, Ruoran . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9584-x.

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2017Management of flow risk in mutual funds. (2017). Rohleder, Martin ; Wilkens, Marco ; Schulte, Dominik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0541-1.

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2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. (2018). Verousis, Thanos ; Sermpinis, Georgios ; Perotti, Pietro. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2.

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2018Financial statements based bank risk aggregation. (2018). Li, Jianping ; Wu, Dengsheng ; Zhu, Xiaoqian ; Lee, Cheng-Few ; Wei, LU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0642-0.

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2018Odd lot trading and earnings announcements. (2018). Johnson, Hardy ; Zhang, Tianming ; Chua, Ansley . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0679-0.

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2019.

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2018Beta dispersion and portfolio returns. (2018). Lahtinen, Kyre Dane ; Hunsader, Kenneth J ; Lawrey, Chris M. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0071-6.

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2018Success and failure on the corporate bond fund market. (2018). Rohleder, Martin ; Wilkens, Marco ; Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0086-7.

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2017Do Individual Investors Ignore Transaction Costs?. (2017). Yildizhan, Celim ; Anginer, Deniz. In: MPRA Paper. RePEc:pra:mprapa:79358.

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2017Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations. (2017). Zakoian, Jean-Michel ; Monfort, Alain ; gourieroux, christian. In: MPRA Paper. RePEc:pra:mprapa:79623.

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2017Do Individual Investors Ignore Transaction Costs?. (2017). Anginer, Deniz ; Yildizhan, Celim. In: MPRA Paper. RePEc:pra:mprapa:89941.

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2018The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment. (2018). Meng, Jiayin ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:94838.

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2017Contracting with Feedback. (2017). Sun, Bo. In: 2017 Meeting Papers. RePEc:red:sed017:286.

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2018Estimating Beta (¦Â) Values of Stocks in the Creation of Diversified Portfolio - A Detailed Study. (2018). Faisal, Syed Mohammad ; al Aboud, Omar Abdullah ; Khan, Ahmad Khalid. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:3:p:89-99.

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2019Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency. (2019). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2019_003.

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2017How risky is the optimal portfolio which maximizes the Sharpe ratio?. (2017). Bodnar, Taras ; Zabolotskyy, Taras . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:1:d:10.1007_s10182-016-0270-3.

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2017Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review. (2017). Marsiglio, Simone ; Colapinto, Cinzia ; Jayaraman, Raja . In: Annals of Operations Research. RePEc:spr:annopr:v:251:y:2017:i:1:d:10.1007_s10479-015-1829-1.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2018Determination and estimation of risk aversion coefficients. (2018). Bodnar, Taras ; Zabolotskyy, Taras ; Vitlinskyy, Valdemar ; Okhrin, Yarema. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0317-x.

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2017Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors. (2017). Saji, T G ; Nair, Ratheesh K. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:44:y:2017:i:3:d:10.1007_s40622-017-0157-5.

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2017Liquidity, overpricing, and the tactics of informed traders. (2017). Borghesi, Richard. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9375-5.

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2017The Trifurcation of the Labor Markets in the Networked, Knowledge-Driven, Global Economy. (2017). Russ, Meir . In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:8:y:2017:i:2:d:10.1007_s13132-016-0434-0.

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2018Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective. (2018). Madhavan, Vinodh ; Ray, Partha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0076-5.

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2018An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. (2018). Kang, Zhilin ; Li, Zhongfei. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:2:d:10.1007_s00186-017-0614-0.

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2018Risk management with multiple VaR constraints. (2018). Chen, AN ; Stadje, Mitja ; Nguyen, Thai. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:2:d:10.1007_s00186-018-0637-1.

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2017Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model. (2017). Bosch-Badia, Maria-Teresa ; Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan. In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0205-0.

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2017Structural and longitudinal analysis of the knowledge base on spin-off research. (2017). Ferreira, Manuel ; Pinto, Claudia Frias ; Paula, Roberta M ; Reis, Nuno R. In: Scientometrics. RePEc:spr:scient:v:112:y:2017:i:1:d:10.1007_s11192-017-2391-1.

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2017Optimal portfolio selection with maximal risk adjusted return. (2017). Wang, Yue ; Qu, Xiaomei ; Qiu, Zhijian. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1035-1040.

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2018Internationalization and firm valuation: New evidence from first offshore bond issuances of US firms. (2018). Dimic, Nebosja ; Orlov, Vitaly. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:03.

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2018Unobserved Performance of Hedge Funds. (2018). Agarwal, Vikas ; Weigert, Florian ; Ruenzi, Stefan. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:25.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:1-2017.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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2017Ambiguous Market Making. (2017). He, Xuezhong ; Aliyev, Nihad . In: Research Paper Series. RePEc:uts:rpaper:383.

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More than 100 citations found, this list is not complete...

Works by Gordon J. Alexander:


YearTitleTypeCited
1979Market Timing Strategies in Convertible Debt Financing. In: Journal of Finance.
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article6
1984 Investigating the Valuation Effects of Announcements of Voluntary Corporate Selloffs. In: Journal of Finance.
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article39
1985 More on Estimation Risk and Simple Rules for Optimal Portfolio Selection. In: Journal of Finance.
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1987 Asset Pricing and Dual Listing on Foreign Capital Markets: A Note. In: Journal of Finance.
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article135
1993 Short Selling and Efficient Sets. In: Journal of Finance.
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article8
1976The Derivation of Efficient Sets In: Journal of Financial and Quantitative Analysis.
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article0
1977Mixed Security Testing of Alternative Portfolio Selection Models In: Journal of Financial and Quantitative Analysis.
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article2
1978A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks In: Journal of Financial and Quantitative Analysis.
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article2
1980On the Estimation and Stability of Beta In: Journal of Financial and Quantitative Analysis.
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article14
1980Applying the Market Model to Long-Term Corporate Bonds In: Journal of Financial and Quantitative Analysis.
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article4
1982More on Beta as a Random Coefficient In: Journal of Financial and Quantitative Analysis.
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article13
1982Timing Decisions and the Behavior of Mutual Fund Systematic Risk In: Journal of Financial and Quantitative Analysis.
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article13
1988International Listings and Stock Returns: Some Empirical Evidence In: Journal of Financial and Quantitative Analysis.
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article112
2004Margin regulation and market quality: a microstructure analysis In: Journal of Corporate Finance.
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article1
2004Margin regulation and market quality: a microstructure analysis.(2004) In: Post-Print.
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2002Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis In: Journal of Economic Dynamics and Control.
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article77
2008Active portfolio management with benchmarking: Adding a value-at-risk constraint In: Journal of Economic Dynamics and Control.
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article22
2017Portfolio selection with mental accounts and estimation risk In: Journal of Empirical Finance.
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article0
2008The effect of price tests on trader behavior and market quality: An analysis of Reg SHO In: Journal of Financial Markets.
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article28
2017Short selling and the pricing of closed-end funds In: Journal of Financial Markets.
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article0
2000The determinants of trading volume of high-yield corporate bonds In: Journal of Financial Markets.
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article38
1998Mutual fund shareholders: characteristics, investor knowledge, and sources of information In: Financial Services Review.
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article35
2006Portfolio selection with a drawdown constraint In: Journal of Banking & Finance.
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article21
2007Mean-variance portfolio selection with `at-risk constraints and discrete distributions In: Journal of Banking & Finance.
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article13
2010Active portfolio management with benchmarking: A frontier based on alpha In: Journal of Banking & Finance.
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article13
2011Portfolio selection with mental accounts and delegation In: Journal of Banking & Finance.
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article6
2012When more is less: Using multiple constraints to reduce tail risk In: Journal of Banking & Finance.
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article3
1985Using linear and goal programming to immunize bond portfolios In: Journal of Banking & Finance.
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article3
2013A comparison of the original and revised Basel market risk frameworks for regulating bank capital In: Journal of Economic Behavior & Organization.
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article1
1977An algorithmic approach to deriving the minimum-variance zero-beta portfolio In: Journal of Financial Economics.
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article1
2007An analysis of trade-size clustering and its relation to stealth trading In: Journal of Financial Economics.
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article52
2002Implications of a Reduction in Tick Size on Short-Sell Order Execution In: Journal of Financial Intermediation.
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article3
2009Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing In: Journal of Financial Intermediation.
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article1
2014The puzzling behavior of short sellers around earnings announcements In: Journal of Financial Intermediation.
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article0
1999Short Selling on the New York Stock Exchange and the Effects of the Uptick Rule In: Journal of Financial Intermediation.
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article8
2014Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books In: Journal of International Money and Finance.
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article1
2006Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach In: Journal of Monetary Economics.
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article11
2001Does mutual fund disclosure at banks matter? Evidence from a survey of investors1 In: The Quarterly Review of Economics and Finance.
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article2
2007Guest Editorial In: The Quarterly Review of Economics and Finance.
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article0
2000What Does Nasdaqs High Yield Bond Market Reveal about Bondholder-Shareholder Conflict? In: Financial Management.
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article16
1977An Algorithm for Deriving the Capital Market Line In: Management Science.
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article0
2004A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model In: Management Science.
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article71
2007Does Motivation Matter When Assessing Trade Performance? An Analysis of Mutual Funds In: Review of Financial Studies.
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article59
2009From Markowitz to modern risk management In: The European Journal of Finance.
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article9
2000On Back-Testing Zero-Investment Strategies. In: The Journal of Business.
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article6
1996A graphical note on European put thetas In: Journal of Futures Markets.
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article1
2017Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework In: Journal of Money, Credit and Banking.
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article0
1997Investor self-selection: evidence from a mutual fund survey In: Managerial and Decision Economics.
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article3
2009Reducing estimation risk in optimal portfolio selection when short sales are allowed In: Managerial and Decision Economics.
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article3
2012Bank regulation and stability: An examination of the Basel market risk framework In: Discussion Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team