22
H index
27
i10 index
1556
Citations
University of Warwick (90% share) | 22 H index 27 i10 index 1556 Citations RESEARCH PRODUCTION: 36 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Söhnke M. Bartram. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Discovering material information using hierarchical Reformer model on financial regulatory filings. (2022). Narsimhan, Makesh ; Mercier, Francois. In: Papers. RePEc:arx:papers:2204.05979. Full description at Econpapers || Download paper | |
2022 | Recurrence measures and transitions in stock market dynamics. (2022). Ambika, G ; Harikrishnan, K P ; Das, Krishna. In: Papers. RePEc:arx:papers:2208.03456. Full description at Econpapers || Download paper | |
2022 | Crises Do Not Cause Lower Short-Term Growth. (2022). Liu, Aster ; Zhang, Lulu ; Ouyang, Yang ; Hou, David. In: Papers. RePEc:arx:papers:2211.04558. Full description at Econpapers || Download paper | |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2022 | All you need is G(overnance): Sustainable Finance Following Ambrogio Lorenzettis Frescoes. (2022). Roncella, Andrea ; Ferri, Giovanni ; Consolandi, Costanza. In: SERIES. RePEc:bai:series:series_wp_01-2022. Full description at Econpapers || Download paper | |
2022 | Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565. Full description at Econpapers || Download paper | |
2021 | Is there a trade?off between environmental performance and financial resilience? International evidence from the subprime crisis. (2021). Ullah, Muhammad ; Pijourlet, Guillaume ; Marsat, Sylvain. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4061-4084. Full description at Econpapers || Download paper | |
2022 | The impact of air pollution on the cost of debt financing: Evidence from the bond market. (2022). Chen, Yining ; Chan, Kam C ; Tan, Jianhua. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:464-482. Full description at Econpapers || Download paper | |
2022 | Does investor protection affect corporate dividend policy? Evidence from Asian markets. (2022). Athari, Seyed Alireza. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:579-598. Full description at Econpapers || Download paper | |
2022 | Geographic proximity and price efficiency: Evidence from high?speed railway connections between firms and financial centers. (2022). Shen, Tao ; Qu, Yuanyu ; Gao, Hao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:117-141. Full description at Econpapers || Download paper | |
2022 | Industry tournament incentives and corporate hedging policies. (2022). Tuncez, Ahmet M ; Nart, Ahmet ; Lonare, Gunratan. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:399-453. Full description at Econpapers || Download paper | |
2021 | The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353. Full description at Econpapers || Download paper | |
2021 | Different ways of managing risk as reported in 10?Ks: A supervised learning approach. (2021). Seiler, Thomas ; Friberg, Richard. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:773-792. Full description at Econpapers || Download paper | |
2021 | Corporate irresponsibility and stock price crash risk. (2021). Mahmood, Haroon ; Bahadar, Stephen ; Zaman, Rashid. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:786-820. Full description at Econpapers || Download paper | |
2021 | Do firms hedge in order to avoid financial distress costs? New empirical evidence using bank data. (2021). Posch, Peter N ; Kochling, Gerrit ; Hahnenstein, Lutz . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:3-4:p:718-741. Full description at Econpapers || Download paper | |
2021 | State ownership and the risk?reducing effect of corporate derivative use: Evidence from China. (2021). Tian, Gary Gang ; Pan, Zheyao ; Guo, Huimin. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:1092-1133. Full description at Econpapers || Download paper | |
2022 | Antecedents of and outcomes after finance committee use. (2022). Lee, Eunju ; Basu, Sudipta. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:491-535. Full description at Econpapers || Download paper | |
2021 | Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry. (2021). Corsten, Daniel ; Markou, Panos. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4635-4655. Full description at Econpapers || Download paper | |
2021 | Supporting Operations with Financial Hedging: Cash Hedging Vs. Cost Hedging in an Automotive Industry. (2021). Turcic, Danko ; Kouvelis, Panos. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:3:p:738-749. Full description at Econpapers || Download paper | |
2021 | Managerial and financial barriers to the net-zero transition. (2021). De Haas, Ralph ; Schweiger, Helena ; Muuls, Mirabelle ; Martin, Ralf. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_006. Full description at Econpapers || Download paper | |
2022 | INEFFICIENT STOCK MARKETS AND THEIR IMPLICATIONS IN THE CONTEXT OF EXTREME FINANCIAL EVENTS: A THEORETICAL FRAMEWORK. (2022). Minea, Elena Loredana ; Spulbar, Cristi. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:38-41. Full description at Econpapers || Download paper | |
2021 | International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15746. Full description at Econpapers || Download paper | |
2022 | Carbon taxes and the geography of fossil lending. (2022). Popov, Alexander ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222762. Full description at Econpapers || Download paper | |
2021 | Exchange rate exposure and its determinants in China. (2021). Zhang, CE ; Liu, Junyi ; He, Qing. In: China Economic Review. RePEc:eee:chieco:v:65:y:2021:i:c:s1043951x20301760. Full description at Econpapers || Download paper | |
2021 | Financial hedging and corporate investment. (2021). Zeng, Yeqin ; Chen, Zhong ; Alexandridis, George. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000079. Full description at Econpapers || Download paper | |
2021 | Are bonds blind? Board-CEO social networks and firm risk. (2021). Boateng, Agyenim ; Fan, Yaoyao ; Jiang, Yuxiang ; Ly, Kim Cuong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000432. Full description at Econpapers || Download paper | |
2021 | Does an anti-corruption campaign increase analyst earnings forecast optimism?. (2021). Xu, Nianhang ; Li, Nian ; Lin, Xiaowei ; Chan, Kam C ; Dong, Rui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000523. Full description at Econpapers || Download paper | |
2021 | Mandatory governance reform and corporate risk management. (2021). Hege, Ulrich ; Laing, Elaine ; Hutson, Elaine. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000560. Full description at Econpapers || Download paper | |
2021 | Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614. Full description at Econpapers || Download paper | |
2021 | Tapping into financial synergies: Alleviating financial constraints through acquisitions. (2021). Yang, Jie ; Williamson, Rohan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000687. Full description at Econpapers || Download paper | |
2021 | Pension return assumptions and shareholder-employee risk-shifting. (2021). Yanase, Noriyoshi ; Goto, Shingo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001693. Full description at Econpapers || Download paper | |
2022 | Corporate hedging and the variance of stock returns. (2022). Brownlees, Christian ; Ippolito, Filippo ; Biguri, Kizkitza. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002698. Full description at Econpapers || Download paper | |
2022 | Credit default swaps and corporate performance smoothing. (2022). Chen, Chao-Jung ; Chang, Yuanchen ; Robert, ; Wu, Wei-Shao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000815. Full description at Econpapers || Download paper | |
2022 | Financial constraints, ownership dilution, and the method of payment in M&A transactions. (2022). Officer, Micah S ; Cousin, Jean-Gabriel ; de Bodt, Eric. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000931. Full description at Econpapers || Download paper | |
2021 | Is stock price informativeness shaped by our genes?. (2021). Petrescu, Daiana Florina ; Todea, Alexandru. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001851. Full description at Econpapers || Download paper | |
2021 | Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x. Full description at Econpapers || Download paper | |
2021 | Does R&D intensity matter in the executive risk incentives and firm risk relationship?. (2021). Liu, YU ; Abdoh, Hussein. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:13-24. Full description at Econpapers || Download paper | |
2021 | Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278. Full description at Econpapers || Download paper | |
2022 | Does climate change affect bank lending behavior?. (2022). Cepni, Oguzhan ; Bulut, Erdem ; Aslan, Caglayan ; Yilmaz, Muhammed Hasan. In: Economics Letters. RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003330. Full description at Econpapers || Download paper | |
2022 | Keyword portfolio optimization in paid search advertising. (2022). Symitsi, Efthymia ; Markellos, Raphael N ; Mantrala, Murali K. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:767-778. Full description at Econpapers || Download paper | |
2022 | Does share pledging affect firms use of derivatives? Evidence from China. (2022). Chan, Kam C ; Li, YA ; Ali, Y ; Ouyang, Caiyue ; Cheng, Xiaoke ; Shen, Haomin. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000492. Full description at Econpapers || Download paper | |
2022 | Exchange rate exposure for exporting and domestic firms in central and Eastern Europe. (2022). Frömmel, Michael ; Frommel, Michael ; Asif, Raheel. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716. Full description at Econpapers || Download paper | |
2022 | How does financial inclusion affect bank stability in emerging economies?. (2022). Luo, Hang ; Wang, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000844. Full description at Econpapers || Download paper | |
2022 | Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition. (2022). Conlon, Thomas ; Bessler, Wolfgang ; Adcock, Christopher . In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:24-50. Full description at Econpapers || Download paper | |
2022 | Corporate hedging fragility in the over-the-counter market. (2022). Dudley, Evan ; Calluzzo, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:253-270. Full description at Econpapers || Download paper | |
2023 | Trade policy uncertainty and financial investment: Evidence from Chinese energy firms. (2023). Zhan, Zhimin ; Lan, Fei ; Lin, Qianru ; He, Zhongshi. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005539. Full description at Econpapers || Download paper | |
2023 | The hidden benefit: Emission trading scheme and business performance of downstream enterprises. (2023). Jia, Zhijie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200617x. Full description at Econpapers || Download paper | |
2021 | Financial distress and commodity hedging: Evidence from Canadian oil firms. (2021). Griffiths, Sophie ; Suvankulov, Farrukh ; Mo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000670. Full description at Econpapers || Download paper | |
2021 | Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002085. Full description at Econpapers || Download paper | |
2021 | Corporate social responsibility and inside debt: The long game. (2021). Wang, Shuhui ; Cao, Cathy Xuying ; Buchanan, Bonnie G. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002295. Full description at Econpapers || Download paper | |
2021 | Does hedge disclosure influence cost of capital for European banks?. (2021). Acheampong, Albert ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002635. Full description at Econpapers || Download paper | |
2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
2022 | The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Pension de-risking choice and firm risk: Traditional versus innovative strategies. (2022). Kara, Alper ; Li, Zezeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000394. Full description at Econpapers || Download paper | |
2022 | Are conditional illiquidity risks priced in China? A cross-sectional test. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000497. Full description at Econpapers || Download paper | |
2022 | Internationalization, foreign exchange exposure and firm risk. (2022). Vithessonthi, Chaiporn ; Likitwongkajon, Napaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200285x. Full description at Econpapers || Download paper | |
2021 | Financial derivatives and firm value: What have we learned?. (2021). Mefteh-Wali, Salma ; Boubaker, Sabri ; Bachiller, Patricia. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320300945. Full description at Econpapers || Download paper | |
2021 | Do stocks outperform treasury bills in international markets?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Fang, Jiali. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319314916. Full description at Econpapers || Download paper | |
2021 | Global financial crisis and COVID-19: Industrial reactions. (2021). Yeh, Chia-Wei ; Chen, Hsuan-Chi. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000210. Full description at Econpapers || Download paper | |
2021 | Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic. (2021). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000817. Full description at Econpapers || Download paper | |
2022 | Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19. (2022). Demir, Ender ; Charif, Husni ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005183. Full description at Econpapers || Download paper | |
2022 | Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets. (2022). Hanauer, Matthias X ; Kononova, Marina ; Rapp, Marc Steffen. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001465. Full description at Econpapers || Download paper | |
2022 | Does commodity hedging with derivatives reduce stock price volatility?. (2022). Zhou, Qichong ; Wang, Ningli. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005001. Full description at Econpapers || Download paper | |
2022 | Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418. Full description at Econpapers || Download paper | |
2022 | Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194. Full description at Econpapers || Download paper | |
2021 | “How using derivative instruments and purposes affects performance of Islamic banks? Evidence from CAMELS approach”. (2021). Keffala, Mohamed Rochdi. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319301991. Full description at Econpapers || Download paper | |
2021 | Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis. (2021). Hoseinzade, Saeid ; Nejad, Ali Ebrahim ; Ebrahimnejad, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s104402832100065x. Full description at Econpapers || Download paper | |
2021 | Endogenous corporate leverage response to a safer macro environment: The case of foreign exchange reserve accumulation. (2021). Wei, Shang-Jin ; Tong, Hui. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000799. Full description at Econpapers || Download paper | |
2022 | Currency volatility and global technological innovation. (2022). HSU, Po-Hsuan ; Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393. Full description at Econpapers || Download paper | |
2021 | Does blockchain patent-development influence Bitcoin risk?. (2021). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Hu, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475. Full description at Econpapers || Download paper | |
2021 | The institutional determinants of peer effects on corporate cash holdings. (2021). Machokoto, Michael ; Ibeji, Ngozi ; Chipeta, Chimwemwe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000974. Full description at Econpapers || Download paper | |
2021 | Corporate social activities and stock price crash risk in the banking industry: International evidence. (2021). Wu, Yue ; Liu, Simeng ; Wang, Kun Tracy. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001311. Full description at Econpapers || Download paper | |
2021 | Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323. Full description at Econpapers || Download paper | |
2021 | Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100161x. Full description at Econpapers || Download paper | |
2021 | Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x. Full description at Econpapers || Download paper | |
2021 | Listing of classical options and the pricing of discount certificates. (2021). Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302727. Full description at Econpapers || Download paper | |
2021 | Corporate dollar debt and depreciations: All’s well that ends well?. (2021). Caballero, Julian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001448. Full description at Econpapers || Download paper | |
2022 | Dynamic comovement among banks, systemic risk, and the macroeconomy. (2022). Kishor, N ; Ma, Jun ; Kapinos, Pavel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426620301606. Full description at Econpapers || Download paper | |
2022 | Contagion and tail risk in complex financial networks. (2022). Abduraimova, Kumushoy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s037842662200156x. Full description at Econpapers || Download paper | |
2021 | Social insurance law and corporate financing decisions in China. (2021). Zhang, Chengsi ; Zhu, Yueteng ; Liu, Yuanyuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:816-837. Full description at Econpapers || Download paper | |
2021 | Business groups and the incorporation of firm-specific shocks into stock prices. (2021). Morck, Randall ; Yavuz, Deniz M ; Faccio, Mara. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:852-871. Full description at Econpapers || Download paper | |
2022 | International asset pricing with strategic business groups1. (2022). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:339-361. Full description at Econpapers || Download paper | |
2023 | The fundamental-to-market ratio and the value premium decline. (2023). Leonard, Gregory ; Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:382-405. Full description at Econpapers || Download paper | |
2021 | The real effects of exchange rate risk on corporate investment: International evidence. (2021). Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000838. Full description at Econpapers || Download paper | |
2022 | The world of anomalies: Smaller than we think?. (2022). Hollstein, Fabian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001449. Full description at Econpapers || Download paper | |
2023 | CEO risk preferences, hedging intensity, and firm value. (2023). Mandal, Sonik ; Doukas, John A ; Chowdhury, Rajib. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001541. Full description at Econpapers || Download paper | |
2021 | Is there a dark side of managerial ability? Evidence from the use of derivatives and firm risk in China. (2021). Cheung, Adrian ; Cheng, Lingsha. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:2:s1815566921000163. Full description at Econpapers || Download paper | |
2022 | How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051. Full description at Econpapers || Download paper | |
2022 | Interdependence structure of global commodity classes and African equity markets: A vector wavelet coherence analysis. (2022). Agyei, Samuel Kwaku ; Bossman, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004822. Full description at Econpapers || Download paper | |
2022 | Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Virk, Nader S ; Awartani, Basel ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517. Full description at Econpapers || Download paper | |
2022 | Understanding the pricing of currency risk in global equity markets. (2022). Wu, Ying ; Karolyi, Andrew G. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000505. Full description at Econpapers || Download paper | |
2021 | Reversal effect and corporate bond pricing in China. (2021). Wang, Guanying ; Zhang, Heming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001712. Full description at Econpapers || Download paper | |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773. Full description at Econpapers || Download paper | |
2021 | False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827. Full description at Econpapers || Download paper | |
2022 | Network dynamic and stability on European Union. (2022). Ferreira, Paulo ; Vivas, Jose Garcia ; Moreira, Davidson Martins ; de Area, Eder Johnson ; Do, Raphael Silva ; de Barros, Hernane Borges. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008050. Full description at Econpapers || Download paper | |
2021 | The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit. (2021). Mefteh-Wali, Salma ; Dropsy, Vincent ; Clark, Ephraim ; Belghitar, Yacine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:399-410. Full description at Econpapers || Download paper | |
2021 | Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy. (2021). Romaniuk, Katarzyna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:37-43. Full description at Econpapers || Download paper | |
2022 | Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102. Full description at Econpapers || Download paper | |
2021 | Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:592-619. Full description at Econpapers || Download paper | |
2022 | International evidence for the substitution effect of FX derivatives usage on bank capital buffer. (2022). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000757. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | International Evidence on Financial Derivatives Usage In: Financial Management. [Full Text][Citation analysis] | article | 137 |
2003 | International Evidence on Financial Derivatives Usage.(2003) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | paper | |
2012 | Why Are U.S. Stocks More Volatile? In: Journal of Finance. [Full Text][Citation analysis] | article | 82 |
2011 | Why Are U.S. Stocks More Volatile?.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2012 | Why are U.S. Stocks More Volatile?.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
2010 | CORPORATE HEDGING AND SHAREHOLDER VALUE In: Journal of Financial Research. [Citation analysis] | article | 54 |
2009 | Corporate Hedging and Shareholder Value.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2017 | Why Does Idiosyncratic Risk Increase with Market Risk? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Why Does Idiosyncratic Risk Increase with Market Risk?.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Why Does Idiosyncratic Risk Increase with Market Risk?.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Why does idiosyncratic risk increase with market risk?.(2016) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Global Market Inefficiencies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Global market inefficiencies.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2020 | Artificial Intelligence in Asset Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Artificial intelligence in asset management.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | Currency Anomalies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Credit default swaps around the world In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Credit Default Swaps around the World.(2022) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | The Effects of Derivatives on Firm Risk and Value In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 115 |
2008 | The Effects of Derivatives on Firm Risk and Value.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
2015 | How Important Is Financial Risk? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
2004 | The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures In: Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
2006 | The impact of the introduction of the Euro on foreign exchange rate risk exposures.(2006) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
2002 | The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures.(2002) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2009 | Why Do Foreign Firms Have Less Idiosyncratic Risk Than U.S. Firms? In: Working Paper Series. [Full Text][Citation analysis] | paper | 28 |
2009 | Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2018 | Why Has Idiosyncratic Risk Been Historically Low in Recent Years? In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2018 | Why has Idiosyncratic Risk been Historically Low in Recent Years?.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Real Effects of Climate Policy: Financial Constraints and Spillovers In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2022 | Real effects of climate policy: Financial constraints and spillovers.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2019 | Why is There a Secular Decline in Idiosyncratic Risk in the 2000s? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | How Important Are Foreign Ownership Linkages for International Stock Returns? In: Working Papers. [Full Text][Citation analysis] | paper | 49 |
2012 | How Important are Foreign Ownership Linkages for International Stock Returns?.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2015 | How Important Are Foreign Ownership Linkages for International Stock Returns?.(2015) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
2007 | Corporate cash flow and stock price exposures to foreign exchange rate risk In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 28 |
2007 | Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2018 | In good times and in bad: Defined-benefit pensions and corporate financial policy In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Corporate hedging and speculation with derivatives In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 24 |
2005 | Another look at the relationship between cross-market correlation and volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 25 |
2011 | Asymmetric loss functions and the rationality of expected stock returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2011 | Asymmetric loss functions and the rationality of expected stock returns.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2011 | Asymmetric Loss Functions and the Rationality of Expected Stock Returns.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2007 | Competition without fungibility: Evidence from alternative market structures for derivatives In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2007 | The Euro and European financial market dependence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 121 |
2008 | What lies beneath: Foreign exchange rate exposure, hedging and cash flows In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 48 |
2007 | What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2010 | Macroeconomic risks and characteristic-based factor models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 43 |
2010 | Macroeconomic Risks and Characteristic-Based Factor Models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2015 | European financial market dependence: An industry analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2018 | Agnostic fundamental analysis works In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
2007 | Estimating systemic risk in the international financial system In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 77 |
2005 | Estimating Systemic Risk in the International Financial System.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2010 | Resolving the exposure puzzle: The many facets of exchange rate exposure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 122 |
2009 | Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
2004 | Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 66 |
2002 | Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations.(2002) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2009 | No place to hide: The global crisis in equity markets in 2008/2009 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 84 |
2012 | Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 33 |
2008 | Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2008 | Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2005 | A primer on the exposure of non-financial corporations to foreign exchange rate risk In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 5 |
2007 | Why hedge? Rationales for corporate hedging and value implications In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 13 |
2007 | The exchange rate exposure puzzle In: Managerial Finance. [Full Text][Citation analysis] | article | 53 |
2000 | Corporate Risk Management as a Lever for Shareholder Value Creation. In: Southern California - School of Business Administration. [Citation analysis] | paper | 22 |
2001 | Corporate Risk Management as a Lever for Shareholder Value Creation.(2001) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2005 | The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 9 |
2004 | The Euro and European Financial Market Integration In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 8 |
2020 | Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Corporate Post-Retirement Benefit Plans and Leverage In: Review of Finance. [Full Text][Citation analysis] | article | 6 |
2002 | The Interest Rate Exposure of Nonfinancial Corporations In: Review of Finance. [Full Text][Citation analysis] | article | 31 |
2001 | The Interest Rate Exposure of Nonfinancial Corporations.(2001) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2008 | Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2013 | Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions.(2013) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Are Short-sellers Different? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2009 | Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE.(2009) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | No Place To Hide: The Global Crisis in Equity Markets in 2008/09 In: MPRA Paper. [Full Text][Citation analysis] | paper | 90 |
2007 | Agency Conflicts and Corporate Payout Policies: A Global Study In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2005 | The Exchange Rate Exposure Puzzle In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2004 | The Use of Options in Corporate Risk Management In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Navigating the factor zoo around the world: an institutional investor perspective In: Journal of Business Economics. [Full Text][Citation analysis] | article | 2 |
2008 | Does adverse selection affect bid–ask spreads for options? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2001 | International Portfolio Investment: Theory, Evidence, and Institutional Framework In: Finance. [Full Text][Citation analysis] | paper | 19 |
2003 | Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax In: Finance. [Full Text][Citation analysis] | paper | 0 |
2003 | Alternative Market Structures for Derivatives In: Finance. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team