Malcolm Baker : Citation Profile


Are you Malcolm Baker?

Harvard University

21

H index

26

i10 index

3823

Citations

RESEARCH PRODUCTION:

23

Articles

24

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 212
   Journals where Malcolm Baker has often published
   Relations with other researchers
   Recent citing documents: 799.    Total self citations: 20 (0.52 %)

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   Permalink: http://citec.repec.org/pba735
   Updated: 2019-11-16    RAS profile: 2016-08-07    
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Relations with other researchers


Works with:

Wurgler, Jeffrey (3)

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

Is cited by:

Hirshleifer, David (35)

Weisbach, Michael (29)

Yuan, Yu (26)

Stambaugh, Robert (26)

Renneboog, Luc (24)

Stulz, René (24)

Shleifer, Andrei (19)

Bekaert, Geert (19)

Subrahmanyam, Avanidhar (17)

Hanson, Samuel (16)

Stein, Jeremy (16)

Cites to:

Shleifer, Andrei (55)

Wurgler, Jeffrey (39)

Stein, Jeremy (35)

French, Kenneth (29)

Fama, Eugene (25)

Ritter, Jay (21)

Vishny, Robert (21)

Summers, Lawrence (19)

Waldmann, Robert (16)

Lamont, Owen (15)

Thaler, Richard (15)

Main data


Where Malcolm Baker has published?


Journals with more than one article published# docs
Journal of Financial Economics7
Journal of Finance6
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 (2018 and 2017)


YearTitle of citing document
2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment. (2017). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman. In: CREATES Research Papers. RePEc:aah:create:2017-23.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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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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2017Taxes and the Location of Targets. (2017). Liberini, Federica ; Devereux, Michael ; Arulampalam, Wiji. In: Economic Research Papers. RePEc:ags:uwarer:269311.

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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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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Acquisitions of Financially Constrained Targets. (2018). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:868-877.

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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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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017Financial Time Series Forecasting: Semantic Analysis Of Economic News. (2017). Dek, Anton ; Kononova, Kateryna. In: Papers. RePEc:arx:papers:1705.08545.

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2018Why Markets are Inefficient: A Gambling Theory of Financial Markets For Practitioners and Theorists. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.01948.

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2018Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Zhou, Zhongbao ; Jiang, Yong. In: Papers. RePEc:arx:papers:1803.02962.

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2019LASSO-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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2017Decomposing the Value Effects of Sustainable Investment: International Evidence. (2017). Yonder, Erkan ; Steiner, Eva ; Devine, Avis. In: ERES. RePEc:arz:wpaper:eres2017_346.

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2017Decomposing the Value Effects of Sustainable Investment: International Evidence. (2017). Yonder, Erkan ; Steiner, Eva ; Devine, Avis. In: ERES. RePEc:arz:wpaper:eres2017_517.

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2018The Capital Structure Choice: Evidence of Debt Maturity Substitution By GCC Firms. (2018). Obay, Lamia A. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1298-1312.

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2018Modelling the Effect of Stock Market Volatility and Exchange Rate Volatility on Foreign Direct Investment in Nigeria: A New Framework Approach. (2018). Adesete, Ahmed ; Omolola, Jokosenumi Saidat. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1482-1505.

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2018The redistributive effects of bank capital regulation. (2018). Petriconi, Silvio ; Marquez, Roberto ; Carletti, Elena. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp18102.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1888.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1889.

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

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2018Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations. (2018). Xing, Haipeng ; Chen, Ying. In: Review of Economics & Finance. RePEc:bap:journl:180101.

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2018Macroeconomic and Institutional Factors, Debt Composition and Capital Structure of Latin American Companies. (2018). Bernardo, Claudio Junior ; Securato, Jose Roberto ; Albanez, Tatiana . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:2:p152-174.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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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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Investment decisions by European firms and financing constraints. (2017). Silvestrini, Andrea ; Mäkinen, Taneli ; Mercatanti, Andrea ; Makinen, Taneli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1148_17.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2019THE 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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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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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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2017Corporate leverage in EMEs: did the global financial crisis change the determinants?. (2017). Herwadkar, Snehal S. In: BIS Working Papers. RePEc:bis:biswps:681.

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2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

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2017Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

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2017The Interrelationships between REIT Capital Structure and Investment. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:371-394.

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2018Optimistic Disclosure Tone and Conservative Debt Policy. (2018). Ataullah, Ali ; Xu, Bin ; Vivian, Andrew. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:445-484.

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2017Firm life cycle, corporate risk-taking and investor sentiment. (2017). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:465-497.

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2017Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns. (2017). Kirby, Chris ; Cordis, Adriana S. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1019-1042.

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2017Call it good, bad or no news? The valuation effect of debt issues. (2017). Zhu, Yushu. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1203-1229.

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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2017Leverage adjustment after mergers and acquisitions. (2017). Khoo, Joye ; Rath, Subhrendu ; Durand, Robert B. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:185-210.

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2017Determinants of Chinese equity financing behaviours: traditional model and the alternatives. (2017). Chen, Xiaoyan ; Ling, Xin . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:69-100.

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

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2018The effect of 52 week highs and lows on analyst stock recommendations. (2018). Lin, MeiChen . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:375-422.

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2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

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2018Grandstanding and New Stock Speculation: Evidence from Private Venture Capitals in China. (2018). Wu, Long ; Xu, Lei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:3:p:363-375.

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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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2017SENTIMENT BIAS AND ASSET PRICES: EVIDENCE FROM SPORTS BETTING MARKETS AND SOCIAL MEDIA. (2017). Soebbing, Brian ; Humphreys, Brad ; Feddersen, Arne. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1119-1129.

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2017The Economy-wide Impacts of a Rise in the Capital Adequacy Ratios of Australian Banks. (2017). Giesecke, James ; Dixon, Peter ; Rimmer, Maureen T ; Mavromaras, Kostas. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:16-37.

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2017Financial Hedging and Firm Performance: Evidence from Cross†border Mergers and Acquisitions. (2017). Chen, Zhong ; Zeng, Yeqin ; Han, BO. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:415-458.

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2017Determinants of Management Earnings Forecasts: The Case of Global Shipping IPOs. (2017). Drobetz, Wolfgang ; Merikas, Andreas ; Gounopoulos, Dimitrios. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:975-1015.

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2018Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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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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2018The Propensity to Split and CEO Compensation. (2018). Devos, Erik ; Warr, Richard S ; Elliott, William B. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:105-129.

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

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2018Leaning Against the Wind: Debt Financing in the Face of Adversity. (2018). Brennan, Michael J ; Kraft, Holger. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:485-518.

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2018Information Content of Offer Date Revelations: A Fresh Look at Seasoned Equity Offerings. (2018). Chan, Konan ; Yu, Wen ; Singh, Ajai K ; Nayar, Nandkumar . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:519-552.

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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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2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

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

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2017The Validity of Investor Sentiment Proxies. (2017). Smales, Lee ; Khuu, Joyce ; Durand, Robert B ; Chan, Felix. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:473-477.

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2018What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance. (2018). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:73:y:2018:i:3:p:1113-1137.

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2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

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2017INVESTMENT BANK EXPERTISE IN CROSS-BORDER MERGERS AND ACQUISITIONS. (2017). Arena, Matteo P ; Dewally, Michael. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:81-112.

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2017Crisis Sentiment in the U.S. Insurance Sector. (2017). Irresberger, Felix ; Konig, Fee Elisabeth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1295-1330.

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2017Foreshadowing as Impression Management: Illuminating the Path for Security Analysts. (2017). Busenbark, John R ; Certo, Trevis S ; Lange, Donald . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:12:p:2486-2507.

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2017When is cash good or bad for firm performance?. (2017). Deb, Palash ; O'Brien, Jonathan ; David, Parthiban. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:2:p:436-454.

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2017Board representation in international joint ventures. (2017). , Ilya ; Bensaou, Ben ; Reuer, Jeffrey J ; Ertug, Gokhan. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:4:p:920-938.

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2018Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1059-1082.

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2018BUSINESS SUSTAINABLE COMPETITIVENESS – A SYNERGISTIC, LONG-RUN APPROACH OF A COMPANY’S RESOURCES AND RESULTS. (2018). Mihaela, Herciu ; Claudia, Ogrean. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:26-44.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2018Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016.

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2017Dividends from Unrealized Earnings and Default Risk. (2017). Steinberg, Nadav ; Gavious, Ilanit ; Chen, Ester. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.05.

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2017A Study on the Volatility of the Bangladesh Stock Market — Based on GARCH Type Models. (2017). Bhowmik, Roni ; Kumar, Jewel Roy ; Shouyang, Wang ; Chao, WU. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:3:p:193-215: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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2017Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Working Papers in Economics. RePEc:cbt:econwp:17/13.

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2018Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:18/17.

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2017THE BORROWER CHARACTERISTICS IN HOT EQUITY MARKETS. (2017). Kaya, Halil Dincer . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:3:p:36-43.

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2017The Information Content of Dividends: Safer Profits, Not Higher Profits. (2017). Weber, Michael ; Rossi, Stefano ; Michaely, Roni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6751.

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2018Diversification Power of Real Estate Market Securities: The Role of Financial Crisis and Dividend Policy. (2018). Zhao, Yuan ; Gronwald, Marc ; Ilbasmis, Metin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7015.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2019RISK AVERSION AND ENTREPRENEURSHIP: FINANCING INNOVATION FOR SMES ACROSS EUROPE. EVIDENCE FROM MULTILEVEL MODELS. (2019). Bonanno, Graziella ; Aiello, Francesco ; Sonia, Stefania Patrizia. In: Working Papers. RePEc:clb:wpaper:201902.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: Documentos CEDE. RePEc:col:000089:015606.

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2018El estado del arte sobre la teoría de la estructura de capital de la empresa. (2018). Ramirez-Herrera, Luis-Miguel ; Palacin-Sanchez, Maria-Jose. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:016016.

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2018Nivel de apalancamiento y estabilidad financiera empresarial: el caso de firmas de Colombia y Argentina. (2018). Gil, Jose Mauricio ; Ocampo, Juan Diego ; Rosso, John William. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016927.

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2017Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?. (2017). Gehrig, Thomas ; Iannino, Maria Chiara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11920.

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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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article32
2007Investor Sentiment in the Stock Market In: Journal of Economic Perspectives.
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article499
2007Investor Sentiment in the Stock Market.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 499
paper
2009Capital Market-Driven Corporate Finance In: Annual Review of Financial Economics.
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article18
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
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article16
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2000The Equity Share in New Issues and Aggregate Stock Returns In: Journal of Finance.
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article221
2002Market Timing and Capital Structure In: Journal of Finance.
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article644
2004A Catering Theory of Dividends In: Journal of Finance.
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article226
2006Investor Sentiment and the Cross-Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article798
2004Investor Sentiment and the Cross-Section of Stock Returns.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 798
paper
2006Predicting Returns with Managerial Decision Variables: Is There a Small-Sample Bias? In: Journal of Finance.
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article21
2009Catering through Nominal Share Prices In: Journal of Finance.
[Full Text][Citation analysis]
article33
2008Catering Through Nominal Share Prices.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 33
paper
2010Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements In: Journal of Financial and Quantitative Analysis.
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article49
2004Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
2013Behavioral Corporate Finance: An Updated Survey In: Handbook of the Economics of Finance.
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chapter22
2011Behavioral Corporate Finance: An Updated Survey.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
2004Market liquidity as a sentiment indicator In: Journal of Financial Markets.
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article231
2002Market Liquidity as a Sentiment Indicator.(2002) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 231
paper
2002Market Liquidity as a Sentiment Indicator.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 231
paper
2012Global, local, and contagious investor sentiment In: Journal of Financial Economics.
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article151
2009Global, local, and contagious investor sentiment.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 151
paper
2012The effect of reference point prices on mergers and acquisitions In: Journal of Financial Economics.
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article45
2016Under new management: Equity issues and the attribution of past returns In: Journal of Financial Economics.
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article3
2002Limited arbitrage in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article47
2003The maturity of debt issues and predictable variation in bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article71
2004Appearing and disappearing dividends: The link to catering incentives In: Journal of Financial Economics.
[Full Text][Citation analysis]
article87
2003Appearing and Disappearing Dividends: The Link to Catering Incentives.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 87
paper
2007Corporate financing decisions when investors take the path of least resistance In: Journal of Financial Economics.
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article28
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: 28
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]
paper287
2003When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2003) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 287
article
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: 287
paper
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]
paper46
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]
paper10
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: 10
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]
paper12
2016The Risk Anomaly Tradeoff of Leverage In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2018Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
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]
article52
2003The Determinants of Board Structure at the Initial Public Offering In: Journal of Law and Economics.
[Full Text][Citation analysis]
article129
2009The Equity Share in New Issues and Aggregate Stock Returns In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper0
2001Market Timing and Capital Structure In: Yale School of Management Working Papers.
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paper16

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