Santiago Bazdresch : Citation Profile


Are you Santiago Bazdresch?

Banco de México

3

H index

2

i10 index

100

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 7
   Journals where Santiago Bazdresch has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba296
   Updated: 2020-10-17    RAS profile: 2017-09-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Santiago Bazdresch.

Is cited by:

Zhang, Lu (13)

Lin, Xiaoji (11)

Gourio, Francois (5)

Donangelo, Andres (4)

Renneboog, Luc (4)

Hou, Kewei (3)

Fiess, Norbert (3)

Shankar, Rashmi (3)

Damjanovic, Tatiana (2)

Damjanovic, Vladislav (2)

Navarro, Gaston (2)

Cites to:

Whited, Toni (5)

Haltiwanger, John (3)

Engel, Charles (3)

Hamilton, James (2)

Zhang, Lu (2)

Cooper, Russell (2)

Summers, Lawrence (2)

Eberly, Janice (2)

Kort, Peter (2)

Bayer, Christian (2)

Gomes, João (2)

Main data


Where Santiago Bazdresch has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Santiago Bazdresch (2020 and 2019)


YearTitle of citing document
2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2019Default, Bailouts and the Vertical Structure of Financial Intermediaries. (2019). Nolan, Charles ; Damjanovic, Tatiana. In: Working Papers. RePEc:dur:durham:2019_04.

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2020Mexican peso-USD exchange rate: A switching linear dynamical model application. (2020). Torres-Preciado, Victor H ; Velasco-Cruz, Ciro ; Saldaa-Zepeda, Dayna P. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:80-91.

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2019The CAPM strikes back? An equilibrium model with disasters. (2019). Zhang, Lu ; Rica, E ; Kung, Howard ; Hou, Kewei ; Bai, Hang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:269-298.

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2019The cross-section of labor leverage and equity returns. (2019). Gourio, Francois ; Kehrig, Matthias ; Donangelo, Andres ; Palacios, Miguel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:497-518.

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2019Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

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2019A tale of two volatilities: Sectoral uncertainty, growth, and asset prices. (2019). Segal, Gill . In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:110-140.

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2019Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x.

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2020Labor hiring and stock return: A model and new evidence from China. (2020). Zheng, Xinwei ; Li, Lifang ; Tian, Cunzhi ; Rong, Yuen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302422.

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2020How do job vacancy rates predict firm performance? A web crawling massive data perspective. (2020). Hsu, Yuan-Teng ; Gao, Xiang ; Koedijk, Kees G ; Lo, Huai-Chun . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300731.

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2019Modeling and Projection of the Mexican Exchange Rate (Peso/Dollar): a Bayesian Approach for Model Selection. (2019). Gonzalez, Gustavo Cabrera. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:203-219.

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2019Explaining Momentum and Value Simultaneously. (2019). Li, Jun. In: Management Science. RePEc:inm:ormnsc:v:64:y:2018:i:9:p:4239-4260.

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2020Lottery-Related Anomalies: The Role of Reference-Dependent Preferences. (2020). Yu, Jianfeng ; Wang, Jian. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:473-501.

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2020Are Online Job Postings Informative to Investors?. (2020). Shevlin, Terry ; Nekrasov, Alexander ; Lourie, Ben ; Gutierrez, Elizabeth. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:7:p:3133-3141.

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2019Decomposing Firm Value. (2019). Vitorino, Maria Ana ; Salomao, Juliana ; Gala, Vito ; Belo, Frederico. In: NBER Working Papers. RePEc:nbr:nberwo:26112.

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2019Rethinking Production Under Uncertainty. (2019). Cochrane, John. In: NBER Working Papers. RePEc:nbr:nberwo:26535.

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2019Q-factors and Investment CAPM. (2019). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:26538.

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2019Employment fluctuations in a dynamic model with long-term and short-term contracts. (2019). Matsue, Toyoki. In: MPRA Paper. RePEc:pra:mprapa:97545.

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2020Default, Bailouts and the Vertical Structure of Financial Intermediaries. (). Nolan, Charles ; Damjanovic, Tatiana. In: Review of Economic Dynamics. RePEc:red:issued:18-105.

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2019Public Debt and the Slope of the Term Structure. (2019). Nguyen, Thien. In: 2019 Meeting Papers. RePEc:red:sed019:957.

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2019Credit Reallocation, Deleveraging, and Financial Crises. (2019). Minetti, Raoul ; Hyun, Junghwan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:7:p:1889-1921.

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2020Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004.

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Works by Santiago Bazdresch:


YearTitleTypeCited
2012Labor Hiring, Investment, and Stock Return Predictability in the Cross Section In: Working Paper Series.
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paper84
2009Labor Hiring, Investment and Stock Return Predictability in the Cross Section.(2009) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 84
paper
2014Labor Hiring, Investment, and Stock Return Predictability in the Cross Section.(2014) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
article
2013The role of non-convex costs in firms investment and financial dynamics In: Journal of Economic Dynamics and Control.
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article3
2005Regime switching models for the Mexican peso In: Journal of International Economics.
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article11
2000La inflación moderada y la inestabilidad del proceso inflacionario In: El Trimestre Económico.
[Citation analysis]
article0
2011Product differentiation and systematic risk: theory and empirical evidence In: MPRA Paper.
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paper2
2011Empirical policy functions as benchmarks for evaluation of dynamic capital structure models In: MPRA Paper.
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paper0

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