Malcolm Baker : Citation Profile


Are you Malcolm Baker?

Harvard University

21

H index

25

i10 index

3576

Citations

RESEARCH PRODUCTION:

21

Articles

24

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 198
   Journals where Malcolm Baker has often published
   Relations with other researchers
   Recent citing documents: 511.    Total self citations: 18 (0.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba735
   Updated: 2020-11-21    RAS profile: 2016-08-07    
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Relations with other researchers


Works with:

Wurgler, Jeffrey (2)

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

Is cited by:

Stambaugh, Robert (33)

Hirshleifer, David (30)

GUPTA, RANGAN (27)

Renneboog, Luc (26)

Yuan, Yu (25)

Weisbach, Michael (22)

Malmendier, Ulrike (21)

Bekaert, Geert (20)

Stulz, René (18)

Stein, Jeremy (16)

Smales, Lee (16)

Cites to:

Shleifer, Andrei (54)

Stein, Jeremy (32)

Wurgler, Jeffrey (30)

French, Kenneth (27)

Fama, Eugene (22)

Vishny, Robert (21)

Summers, Lawrence (19)

Ritter, Jay (17)

Waldmann, Robert (16)

Thaler, Richard (14)

Harvey, Campbell (12)

Main data


Where Malcolm Baker has published?


Journals with more than one article published# docs
Journal of Financial Economics7
Journal of Finance4
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Malcolm Baker (2020 and 2019)


YearTitle of citing document
2019Contractual Managerial Incentives with Stock Price Feedback. (2019). Sun, BO ; Liu, QI ; Lin, Tse-Chun. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:7:p:2446-68.

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2020Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175.

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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:157.

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2019Acquisitions of Financially Constrained Targets. (2019). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1-10.

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2020LASSO-Driven Inference in Time and Space. (2019). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen ; Hardle, Wolfgang K. In: Papers. RePEc:arx:papers:1806.05081.

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2019Credit Cycles, Securitization, and Credit Default Swaps. (2019). Pena, Juan Ignacio . In: Papers. RePEc:arx:papers:1901.00177.

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2019Working Paper: Improved Stock Price Forecasting Algorithm based on Feature-weighed Support Vector Regression by using Grey Correlation Degree. (2019). Wang, Quanxi. In: Papers. RePEc:arx:papers:1902.08938.

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2019Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists. (2019). Baruník, Jozef ; Vecer, Jan ; Chen, Cathy Yi-Hsuan ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1906.00059.

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2019BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

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2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2020Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?. (2020). Wernli, Reto ; Dietrich, Andreas. In: Papers. RePEc:arx:papers:2003.11347.

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2020Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200.

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2020Economic Reality, Economic Media and Individuals Expectations. (2020). Persson, Kristoffer. In: Papers. RePEc:arx:papers:2007.13823.

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2020Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

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2020Using Machine Learning and Alternative Data to Predict Movements in Market Risk. (2020). Schoutens, Wim ; Davis, Jesse ; Dierckx, Thomas. In: Papers. RePEc:arx:papers:2009.07947.

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2020Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance. (2020). Zhong, Li-Xin ; He, Yun-Xin ; Chen, Rong-Da ; Qiu, Tian ; Ren, Fei ; Xu, Wen-Juan. In: Papers. RePEc:arx:papers:2010.08962.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116.

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2020Identifying Aggregate Shocks with Micro-level Heterogeneity: Financial Shocks and Investment Fluctuation. (2020). Guo, Xing. In: Staff Working Papers. RePEc:bca:bocawp:20-17.

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2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries. (2019). Gonzalez, Clara ; Dewachter, Hans ; Budnik, Katarzyna ; Affinito, Massimiliano ; Mousarri, Elena ; Pereira, Ana Regina ; ben Hadj, Saiffedine ; Martinho, Ricardo ; Venditti, Fabrizio ; Jimborean, Ramona ; Manninen, Otso ; Nicoletti, Giulio ; Jantunen, Lauri ; Barbic, Gaia ; Ozsahin, Selcuk ; Rivera-Rozo, Jairo ; Velasco, Sofia ; Hu, Jenny ; Ogrady, Michael ; Mencia, Javier ; Naruevicius, Laurynas ; Trikoupis, Constantinos ; Chretien, Edouard. In: Working Papers. RePEc:bde:wpaper:1923.

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THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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2020Sustainable Investing in Equilibrium. (2020). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: Working Papers. RePEc:bfi:wpaper:2020-24.

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2020Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella. In: Discussion Papers. RePEc:bir:birmec:20-21.

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2020Investors risk attitudes in the pandemic and the stock market: new evidence based on internet searches. (2020). Xia, Fan Dora ; Amstad, Marlene ; Gambacorta, Leonardo ; Cornelli, Giulio. In: BIS Bulletins. RePEc:bis:bisblt:25.

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2019Impact of financial regulations: insights from an online repository of studies. (2019). Claessens, Stijn ; Villegas, Alan ; Cantu, Carlos ; Boissay, Frederic. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903f.

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2020Competitive effects of IPOs: evidence from Chinese listing suspensions. (2020). Spiegel, Mark ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:888.

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2020The Effect of Fair Value Adjustments on Dividend Policy Under Mandatory International Financial Reporting Standards Adoption: Australian Evidence. (2020). Mithani, Safdar R ; Hellmann, Andreas ; Chen, Xiaomeng. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:3:p:436-453.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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2020Private Equity Characteristics, Corporate Governance and Firm Value: Empirical Evidence from Small and Medium‐sized Enterprises*. (2020). Gupta, Rakesh ; Haihong, LI ; Jiujin, LI ; Qiang, Shao. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:2:p:163-183.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

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2019Equity issues when in distress. (2019). Wu, Qingqing ; Walker, Mark D. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:489-519.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2019Initial Offer Precision and M&A Outcomes. (2019). Keloharju, Matti ; Hukkanen, Petri . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:291-310.

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2020Within‐syndicate conflicts, loan covenants, and syndicate formation. (2020). Wang, Qinghai ; Nanda, Vikram ; Dass, Nishant. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:547-583.

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2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

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2019Can Mutual Fund Investors Distinguish Good from Bad Managers?. (2019). Verbeek, Marno ; Dyakov, Teodor . In: International Review of Finance. RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540.

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2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

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2020POSTCRISIS M&As AND THE IMPACT OF FINANCIAL CONSTRAINTS. (2020). Hossain, Ashrafee ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:407-454.

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2020Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Celine ; Gagnon, Mariehelene. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591.

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2019A structural model of interbank network formation and contagion. (2019). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0833.

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2020Impact of IFRS 9 on the cost of funding of banks in Europe. (2020). Ouenniche, Jamal ; Bock, Robert ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0851.

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2020Could the Stock Market Adjust Itself? An Empirical Study Based on Mean Reversion Theory. (2020). Liming, Wang ; Xuefeng, HU ; Shuangjie, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:2:p:97-115:n:1.

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2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments. (2019). Ravazzolo, Francesco ; Concetto, Chiara Limongi. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps56.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2020Análisis de Sentimiento Basado en el Informe de Percepciones de Negocios del Banco Central de Chile. (2020). Avila, Bruno ; Peralta, Hugo ; del Pilar, Maria. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:862.

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2020Media Sentiment and International Asset Prices. (2018). PUY, Damien ; Lee, Do Q ; Ranciere, Romain ; Fraiberger, Samuel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13366.

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2019Credit Cycles, Expectations, and Corporate Investment. (2019). Rossi, Stefano ; Ion, Mihai ; Gulen, Huseyin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13679.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2019Sustainable Investing in Equilibrium. (2019). Taylor, Lucian ; Stambaugh, Robert F ; Pastor, Lubo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14171.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

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2019Holiday Effect on Large Stock Price Changes. (2019). Kudryavtsev, Andrey. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:kudryavtsev.

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2019The Trend in Short Selling and the Cross Section of Stock Returns. (2019). Duan, Xinrui ; Zhu, Zhaobo ; Tu, Jun. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:zhuduantu.

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2019Financing Low-Carbon Transitions through Carbon Pricing and Green Bonds. (2019). Radpour, Siavash ; Hayde, Erin ; Gevorkyan, Arkady ; Flaherty, Michael ; Braga, Joo Paulo ; Mazzucato, Mariana ; Semmler, Willi ; Heine, Dirk. In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. RePEc:diw:diwvjh:88-2-3.

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2020Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482.

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2019The Empirical Study of Investor Sentiment on Stock Return Prediction. (2019). En, Pei. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-02-15.

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2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

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2019Behavioural Asset Pricing: A Review. (2019). Weerakoon, Y K ; Nimal, P D ; Nanayakkara, N S. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-12.

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2019Impact of Consumer Sentiment on Defensive and Aggressive Stock Returns: Indian Evidence. (2019). Yelamanchili, Rama Krishna. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-13.

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2020Terrorist Activities, Investor Sentiment, and Stock Returns: Evidence from Pakistan. (2020). Baz, Khan ; Ali, Imad ; Khan, Muhammad Muddassar ; Menon, Zulfiqar Ali ; Jalal, Waqar ; Hussain, Manzoor ; Arif, Muhammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-18.

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2020Weekday seasonality of stock returns: The contrary case of China. (2020). Ülkü, Numan ; Ulku, Numan ; Ali, Fahad. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300452.

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2019Does social capital affect dividend policy?. (2019). Davaadorj, Zagdbazar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:116-128.

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2019The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis. (2019). Maitra, Debasish ; Dash, Saumya Ranjan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:135-150.

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2019Cross-border transactions, mergers and the inconsistency of international reference points. (2019). Spieler, Andrew C ; Coy, Jeffrey M ; Smith, Garrett C. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:14-21.

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2019How gender and emotions bias the credit decision-making in banking firms. (2019). AZOUZI, MOHAMED ALI ; Bacha, Sami. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:183-191.

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2019The use of technical analysis, source of information and emotion and its influence on investment decisions. (2019). Handayani, Siti Ragil ; Sisbintari, Ika ; Nuzula, Nila Firdausi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:51-56.

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2019Pure momentum is priced. (2019). Welch, Robert ; Wang, Yan ; Lazrak, Skander ; Chen, Lemeng. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:75-89.

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2019Investor sentiment and stock market liquidity: Evidence from an emerging economy. (2019). Kumari, Jyoti. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:23:y:2019:i:c:p:166-180.

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2019Herding and equity market liquidity in emerging market. Evidence from Vietnam. (2019). Vo, Xuan Vinh ; Anh, Dang Bao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s221463501830114x.

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2019The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States. (2019). Bouteska, Ahmed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300693.

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2020Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301534.

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2020Unraveling the relationship between social moods and the stock market: Evidence from the United Kingdom. (2020). Dey, Kushankur ; Saurabh, Samant. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019302163.

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2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

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2019Social connections, reference point and acquisition premium. (2019). Vagenas-Nanos, Evangelos ; Seeger, Nicolas Cisternas ; Li, XI ; Guo, Jie. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:46-71.

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2019The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484.

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2020Does equity market timing have a persistent impact on capital structure? Evidence from China. (2020). Yu, Min-Teh ; Lee, Cheng-Few ; Zhao, Yang. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s0890838919300642.

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2020Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

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2019Investor behavior, information disclosure strategy and counterparty credit risk contagion. (2019). Li, Shouwei ; Wang, Lei ; Chen, Tingqiang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:119:y:2019:i:c:p:37-49.

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2019Price inversion and post lock-up period returns on private investments in public equity in China: An interest transfer perspective. (2019). Liang, Yinhe ; Yang, Jun ; Lin, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:47-84.

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2019Corporate social responsibility and M&A uncertainty. (2019). AROURI, Mohamed ; Pukthuanthong, Kuntara ; Gomes, Mathieu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:176-198.

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2019The determinants of IPO withdrawal – Evidence from Europe. (2019). lucey, brian ; Vigne, Samuel A ; Helbing, Pia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:415-436.

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2019Testing the credit-market-timing hypothesis using counterfactual issuing dates. (2019). Nezafat, Mahdi ; Frank, Murray Z. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:187-207.

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2019What is the role of institutional investors in corporate capital structure decisions? A survey analysis. (2019). Brown, Stephen ; Veld-Merkoulova, Yulia ; Dutordoir, Marie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:270-286.

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2019The relationship insurance role of financial conglomerates: Evidence from earnings announcements. (2019). Song, Wei-Ling ; Sanger, Gary C ; Chen, Jiun-Lin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:505-527.

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2020Does short selling affect a firms financial constraints?. (2020). Meng, Qingbin ; Gao, Shenghao ; Chan, Kam C ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918304279.

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2020Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions. (2020). de Jonghe, Olivier ; Ongena, Steven ; Dewachter, Hans. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307521.

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2020Stock selling during takeovers. (2020). Thanassoulis, John ; Ordóñez Calafí, Guillem ; Ordoez-Calafi, Guillem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919309344.

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2020Do shareholders benefit from green bonds?. (2020). Zhang, Yupu ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301664.

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2020Does operating risk affect portfolio risk? Evidence from insurers securities holding. (2020). Yu, Tong ; Yao, Tong ; Sun, Zhenzhen ; Chen, Xuanjuan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300237.

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2020Worldwide short selling regulations and IPO underpricing. (2020). Zutter, Chad J ; Smart, Scott B ; Boulton, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300407.

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2019Shadow banking and financial regulation: A small-scale DSGE perspective. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:130-144.

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2019Momentum and reversal: The role of short selling. (2019). Duan, Xinrui ; Zhu, Zhaobo ; Tu, Jun ; Sun, Licheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:95-110.

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2020Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Szyszka, Adam ; Rzeszutek, Marcin ; Augier, Stanislas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330.

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2019Sentiment and bias in performance evaluation by impartial arbitrators. (2019). , Liam ; McKenzie, Jordi ; Crosby, Paul. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:128-134.

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2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

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2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

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

Works by Malcolm Baker:


YearTitleTypeCited
2015Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly In: American Economic Review.
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article41
2007Investor Sentiment in the Stock Market In: Journal of Economic Perspectives.
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article616
2007Investor Sentiment in the Stock Market.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 616
paper
2009Capital Market-Driven Corporate Finance In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article22
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article21
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2000The Equity Share in New Issues and Aggregate Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article251
2009The Equity Share in New Issues and Aggregate Stock Returns.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251
paper
2006Investor Sentiment and the Cross‐Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article986
2004Investor Sentiment and the Cross-Section of Stock Returns.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 986
paper
2006Predicting Returns with Managerial Decision Variables: Is There a Small‐Sample Bias? In: Journal of Finance.
[Full Text][Citation analysis]
article24
2009Catering through Nominal Share Prices In: Journal of Finance.
[Full Text][Citation analysis]
article43
2008Catering Through Nominal Share Prices.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2010Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article63
2004Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63
paper
2013Behavioral Corporate Finance: An Updated Survey In: Handbook of the Economics of Finance.
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chapter32
2011Behavioral Corporate Finance: An Updated Survey.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2004Market liquidity as a sentiment indicator In: Journal of Financial Markets.
[Full Text][Citation analysis]
article268
2002Market Liquidity as a Sentiment Indicator.(2002) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 268
paper
2002Market Liquidity as a Sentiment Indicator.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 268
paper
2012Global, local, and contagious investor sentiment In: Journal of Financial Economics.
[Full Text][Citation analysis]
article193
2009Global, local, and contagious investor sentiment.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 193
paper
2012The effect of reference point prices on mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article69
2016Under new management: Equity issues and the attribution of past returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article4
2002Limited arbitrage in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article54
2003The maturity of debt issues and predictable variation in bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article81
2004Appearing and disappearing dividends: The link to catering incentives In: Journal of Financial Economics.
[Full Text][Citation analysis]
article96
2003Appearing and Disappearing Dividends: The Link to Catering Incentives.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
2007Corporate financing decisions when investors take the path of least resistance In: Journal of Financial Economics.
[Full Text][Citation analysis]
article31
2004Corporate Financing Decisions When Investors Take the Path of Least Resistance.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2002When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
paper327
2002When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 327
paper
2003When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2003) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 327
article
2015New Perspectives on Corporate Capital Structure In: NBER Books.
[Citation analysis]
book0
2013Introduction, New Perspectives on Corporate Capital Structure In: NBER Chapters.
[Citation analysis]
chapter0
2004The Stock Market and Investment: Evidence from FDI Flows In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
2004Pseudo Market Timing and Predictive Regressions In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2004Behavioral Corporate Finance: A Survey In: NBER Working Papers.
[Full Text][Citation analysis]
paper53
2009A Reference Point Theory of Mergers and Acquisitions In: NBER Working Papers.
[Full Text][Citation analysis]
paper5
2012Dividends as Reference Points: A Behavioral Signaling Approach In: NBER Working Papers.
[Full Text][Citation analysis]
paper17
2016Dividends as Reference Points: A Behavioral Signaling Approach.(2016) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2013Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2016The Risk Anomaly Tradeoff of Leverage In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2018Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds In: NBER Working Papers.
[Full Text][Citation analysis]
paper19
2003A Catering Theory of Dividends In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2009Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment In: Review of Financial Studies.
[Full Text][Citation analysis]
article61
2003The Determinants of Board Structure at the Initial Public Offering In: Journal of Law and Economics.
[Full Text][Citation analysis]
article148
2001Market Timing and Capital Structure In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper16

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