4
H index
3
i10 index
214
Citations
Columbia University | 4 H index 3 i10 index 214 Citations RESEARCH PRODUCTION: 24 Articles RESEARCH ACTIVITY: 38 years (1967 - 2005). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/par569 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Enrique R. Arzac. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 6 |
Journal of Financial and Quantitative Analysis | 4 |
American Economic Review | 2 |
International Economic Review | 2 |
Year | Title of citing document |
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2024 | The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380. Full description at Econpapers || Download paper |
2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper |
2024 | Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x. Full description at Econpapers || Download paper |
2023 | Does systematic tail risk matter?. (2023). Pereverzin, Aleksandr ; Nguyen, Linh H ; Polanski, Arnold ; Stoja, Evarist. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001706. Full description at Econpapers || Download paper |
2023 | Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018. Full description at Econpapers || Download paper |
2023 | Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Shocks, cycles and adjustments: The case of Chinas Hog Market under external shocks. (2023). Yu, Xiaohua ; Wang, Xiaoyang. In: Agribusiness. RePEc:wly:agribz:v:39:y:2023:i:3:p:703-726. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
1981 | A Theory and Test of Credit Rationing: Some Further Results. In: American Economic Review. [Full Text][Citation analysis] | article | 1 |
1982 | A Theory and Test of Credit Rationing: Some Further Results: Errata. In: American Economic Review. [Citation analysis] | article | 0 |
1979 | AN ECONOMETRIC EVALUATION OF STABILIZATION POLICIES FOR THE U.S. GRAIN MARKET In: Western Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 2 |
2005 | A Reconsideration of Tax Shield Valuation In: European Financial Management. [Full Text][Citation analysis] | article | 45 |
1997 | PERCS, DECS, AND OTHER MANDATORY CONVERTIBLES In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 2 |
1975 | Structural Planning under Controllable Business Risk. In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1977 | Investments-Empirical Studies: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1981 | Flotation Cost Allowance in Rate of Return Regulation: A Note. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1983 | Flotation Cost Allowance in Rate of Return Regulation: A Reply. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1984 | Flotation Cost Allowance for the Regulated Firm: A Reply. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1984 | Erratum: Flotation Cost Adjustment in Rate of Return Regulation: A Reply. In: Journal of Finance. [Citation analysis] | article | 0 |
1977 | Utility Analysis of Chance-Constrained Portfolio Selection: A Correction In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
1983 | A Mechanism for the Allocation of Corporate Investment In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
1967 | The Dynamic Characteristics of Chows Model: A Simulation Study** In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
1974 | Utility Analysis of Chance-Constrained Portfolio Selection In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
1979 | Stabilization policies for united states feed grain and livestock markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
1991 | Class shares and economies of scope In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
1977 | Portfolio choice and equilibrium in capital markets with safety-first investors In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 91 |
1992 | On the Capital Structure of Leveraged Buyouts In: Financial Management. [Citation analysis] | article | 4 |
1976 | Profits and Safety in the Theory of the Firm under Price Uncertainty. In: International Economic Review. [Full Text][Citation analysis] | article | 3 |
1989 | Income Insurance with Uncertain Output. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
2002 | Phantom stock and investment decisions In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
1981 | The Leverage Structure of Interest Rates. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
1979 | A Quarterly Econometric Model of United States Livestock and Feed Grain Markets and Some of Its Policy Implications In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 60 |
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