Malcolm Baker : Citation Profile


Are you Malcolm Baker?

Harvard University

23

H index

25

i10 index

4639

Citations

RESEARCH PRODUCTION:

21

Articles

24

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 257
   Journals where Malcolm Baker has often published
   Relations with other researchers
   Recent citing documents: 880.    Total self citations: 19 (0.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba735
   Updated: 2022-05-21    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:

GUPTA, RANGAN (44)

Hirshleifer, David (34)

Stambaugh, Robert (33)

Renneboog, Luc (26)

Yuan, Yu (25)

Weisbach, Michael (22)

Bekaert, Geert (21)

Malmendier, Ulrike (21)

Stulz, René (19)

Smales, Lee (17)

Stein, Jeremy (17)

Cites to:

Shleifer, Andrei (54)

Wurgler, Jeffrey (34)

Stein, Jeremy (32)

French, Kenneth (27)

Fama, Eugene (23)

Vishny, Robert (21)

Summers, Lawrence (19)

Ritter, Jay (17)

Waldmann, Robert (16)

Thaler, Richard (14)

Stambaugh, Robert (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 (2021 and 2020)


YearTitle of citing document
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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2021Responsible Investment and Responsible Consumption. (2021). Schliephake, Eva ; Hakenes, Hendrik. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:134.

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2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

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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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2020Mixed Levy Subordinated Market Model and Implied Probability Weighting Function. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Hu, Yuan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1910.05902.

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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, Chen-Yang ; Xu, Wen-Juan ; He, Yun-Xin ; Chen, Rong-Da ; Qiu, Tian ; Ren, Fei. In: Papers. RePEc:arx:papers:2010.08962.

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2021Estimating real-world probabilities: A forward-looking behavioral framework. (2020). Crisóstomo, Ricardo. In: Papers. RePEc:arx:papers:2012.09041.

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2020If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951.

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2021Governmental incentives for green bonds investment. (2021). Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2101.00648.

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2021Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

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2021Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques. (2021). Hirsa, Ali ; Karatas, Tugce. In: Papers. RePEc:arx:papers:2110.09315.

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2021Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading. (2021). Li, Aihua. In: Papers. RePEc:arx:papers:2111.12564.

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2021EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2022Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2022The return of (I)DeFiX. (2022). Jimenez-Garces, Sonia ; Dumas, Guillaume ; Csoiman, Florentina. In: Papers. RePEc:arx:papers:2204.00251.

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2022Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943.

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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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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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2020Incorporating sustainability factors into asset management. (2020). Gimeno, Ricardo ; Sols, Fernando. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2020:i:autumn:n:7.

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2021Do analysts forecast differently in periods of uncertainty? An empirical analysis of target prices for Spanish banks. (2021). Pascual, Roberto. In: Working Papers. RePEc:bde:wpaper:2144.

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2021Everything you always wanted to know about green bonds (but were afraid to ask). (2021). Marinelli, Giuseppe ; Liberati, Danilo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_654_21.

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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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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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2021Firm-level R&D after periods of intense technological innovation: the role of investor sentiment. (2021). Carl, Matthew ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:916.

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2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media. (2021). Gambacorta, Leonardo ; Amstad, Marlene ; Xia, Dora ; He, Chao. In: BIS Working Papers. RePEc:bis:biswps:917.

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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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2020Does Investor Sentiment Affect the Value Relevance of Accounting Information?. (2020). Hong, Kihoon ; He, Wen ; Wu, Eliza. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:4:p:535-560.

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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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2021Asymmetric effects of voluntary disclosure on stock liquidity: evidence from 8?K filings. (2021). Kim, Robert ; Cho, Hyunkwon. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:803-846.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

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2021Leverage constraints and corporate financing decisions. (2021). Zhou, Qing ; Yang, Liu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5199-5230.

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2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

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2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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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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2022Is the value effect due to M&A deals? Evidence from the Italian stock market. (2022). Roma, Antonio. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12194.

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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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2020Why do stock repurchases change over time?. (2020). Huang, Chiawei ; Hsu, Yuanteng. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:938-957.

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2020Economies or diseconomies of scope in the EU banking industry?. (2020). Rossi, Ludovico ; Beccalli, Elena. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1261-1293.

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2021Sentiment?scaled CAPM and market mispricing. (2021). Han, Xiao ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:208-243.

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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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2020Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

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2020Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2021Twitter activity, investor attention, and the diffusion of information. (2021). Rakowski, David ; Stark, Jeffrey R ; Shirley, Sara E. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:3-46.

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2021Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454.

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2021A rundown of merger target run?ups. (2021). Verwijmeren, Patrick ; Vagenasnanos, Evangelos ; Dutordoir, Marie ; Wu, Betty. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:487-518.

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2021Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084.

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2020Institutional trading, investor sentiment, and lottery‐like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624.

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2020Institutional characteristics, investment sensitivity to cash flow and Tobins q: Evidence from the Middle East and North Africa region. (2020). Abdallah, Wissam ; Saad, Mohsen. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:324-339.

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2020Maxing Out in China: Optimism or Attention?. (2020). Nartea, Gilbert ; Man, Yimei ; Cheema, Muhammad A. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:4:p:961-971.

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2021Connectedness among stocks and tail risk: Evidence from China. (2021). Sun, Pingwen ; Hu, Zhijun. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1179-1202.

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2021Value of dividend signaling in uncertain times. (2021). Ho, Choy Yeing ; Chang, Millicent ; Baker, Hayley. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1419-1440.

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2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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2022Government economic policy uncertainty and corporate debt contracting. (2022). Phan, Hieu V. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:169-199.

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2020The First Modern Financial Crises: The South Sea and Mississippi Bubbles in Historical Perspective. (2020). Miller, Scott C ; Bruner, Robert F. In: Journal of Applied Corporate Finance. RePEc:bla:jacrfn:v:32:y:2020:i:4:p:17-33.

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2020Target price forecasts: The roles of the 52?week high price and recent investor sentiment. (2020). Simon, Andreas ; Nekrasov, Alexander ; Clarkson, Peter ; Tutticci, Irene. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:9-10:p:1365-1399.

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2021The information content of target price forecasts: Evidence from mergers and acquisitions. (2021). Xu, Fangming ; Brownentrinh, Ruby ; Ho, Tuan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:1134-1171.

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2021Undervaluation and non?financial information: Evidence from voluntary disclosure of CSR news. (2021). Zhao, Sujiao ; Ge, Jingwen ; Benlemlih, Mohammed. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:785-814.

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2021Irrevocable commitments and tender offer outcomes. (2021). Torstila, Sami ; Rantapuska, Elias ; Fyrqvist, Tomi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:7-8:p:1290-1331.

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2022Through the eyes of the founder: CEO characteristics and firms’ regulatory filings. (2022). Merkley, Kenneth ; Lang, Mark ; Hendricks, Bradley E. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:383-422.

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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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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2020Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2020The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672.

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2020Stock Market Returns and Consumption. (2020). Majlesi, Kaveh ; di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3175-3219.

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2021Monetary Policy and Reaching for Income. (2021). Xiao, Kairong ; Garlappi, Lorenzo ; Daniel, Kent. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1145-1193.

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2021Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2001-2033.

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2021Can the Market Multiply and Divide? Non?Proportional Thinking in Financial Markets. (2021). Townsend, Richard R ; Shue, Kelly. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2307-2357.

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2021Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market. (2021). Benetton, Matteo. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2997-3053.

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2022Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?. (2022). Lewis, Ryan ; Franks, Julian ; Demiroglu, Cem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1179-1218.

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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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2020DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES?. (2020). Shrestha, Keshab ; Lambe, Brendan John ; Wisniewski, Tomasz Piotr. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:4:p:737-765.

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2020Asymmetric Cost Behavior and Dividend Policy. (2020). Zuo, Luo ; Yang, Huan ; Tian, Xuan ; He, Jie. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:989-1021.

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2021Economic Downturns and the Informativeness of Management Earnings Forecasts. (2021). Shaikh, Sarah ; Serfling, Matthew ; Maslar, David A. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1481-1520.

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2021Acquirers’ Reception of Signals in M&A Markets: Effects of Acquirer Experiences on Target Selection. (2021). Reuer, Jeffrey J ; Wu, Chengwei. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:5:p:1237-1266.

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2021A Unified test for the Intercept of a Predictive Regression Model. (2021). Rao, Yao ; Liu, Yuzi ; Lu, Fucai. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:571-588.

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2022CEO Tenure and Recall Risk Management in the Consumer Products Industry. (2022). Mills, Alex ; Ball, George ; Mayo, Kevin. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:2:p:743-763.

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2022FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205.

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2021Risk management and corporate social responsibility. (2021). Kang, Hyounggoo ; Lee, Geul ; Kim, Sol. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:1:p:202-230.

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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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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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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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2021Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0938.

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2021Capital allocation, the leverage ratio requirement. (2021). Vo, Quynh-Anh ; Neamtu, Ioana. In: Bank of England working papers. RePEc:boe:boeewp:0956.

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2020How Does Climate Change Interact with the Financial System? A Survey. (2020). Shiraki, Noriyuki ; Ichiue, Hibiki ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e08.

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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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2021A Study of Multi-Scale Relationship Between Investor Sentiment and Stock Index Fluctuation Based on the Analysis of BEMD Spillover Index. (2021). Yi, Sun ; Shufen, Zhou ; Yin, Zhang ; Weiguo, Chen. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:4:p:399-420:n:1.

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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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article92
2007Investor Sentiment in the Stock Market In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article886
2007Investor Sentiment in the Stock Market.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 886
paper
2009Capital Market-Driven Corporate Finance In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article30
2007The Effect of Dividends on Consumption In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article28
2006The Effect of Dividends on Consumption.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2000The Equity Share in New Issues and Aggregate Stock Returns In: Journal of Finance.
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article287
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: 287
paper
2006Investor Sentiment and the Cross?Section of Stock Returns In: Journal of Finance.
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article1283
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: 1283
paper
2006Predicting Returns with Managerial Decision Variables: Is There a Small?Sample Bias? In: Journal of Finance.
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article25
2009Catering through Nominal Share Prices In: Journal of Finance.
[Full Text][Citation analysis]
article55
2008Catering Through Nominal Share Prices.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
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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article70
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: 70
paper
2013Behavioral Corporate Finance: An Updated Survey In: Handbook of the Economics of Finance.
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chapter70
2011Behavioral Corporate Finance: An Updated Survey.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 70
paper
2004Market liquidity as a sentiment indicator In: Journal of Financial Markets.
[Full Text][Citation analysis]
article340
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: 340
paper
2002Market Liquidity as a Sentiment Indicator.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 340
paper
2012Global, local, and contagious investor sentiment In: Journal of Financial Economics.
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article270
2009Global, local, and contagious investor sentiment.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 270
paper
2012The effect of reference point prices on mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article88
2016Under new management: Equity issues and the attribution of past returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article7
2002Limited arbitrage in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article60
2003The maturity of debt issues and predictable variation in bond returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article92
2004Appearing and disappearing dividends: The link to catering incentives In: Journal of Financial Economics.
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article118
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: 118
paper
2007Corporate financing decisions when investors take the path of least resistance In: Journal of Financial Economics.
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article32
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: 32
paper
2002When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms In: Harvard Institute of Economic Research Working Papers.
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paper382
2002When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 382
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: 382
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]
paper3
2004Behavioral Corporate Finance: A Survey In: NBER Working Papers.
[Full Text][Citation analysis]
paper55
2009A Reference Point Theory of Mergers and Acquisitions In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2012Dividends as Reference Points: A Behavioral Signaling Approach In: NBER Working Papers.
[Full Text][Citation analysis]
paper24
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: 24
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]
paper16
2016The Risk Anomaly Tradeoff of Leverage In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2018Financing the Response to Climate Change: The Pricing and Ownership of U.S. Green Bonds In: NBER Working Papers.
[Full Text][Citation analysis]
paper55
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]
article66
2003The Determinants of Board Structure at the Initial Public Offering In: Journal of Law and Economics.
[Full Text][Citation analysis]
article163
2001Market Timing and Capital Structure In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper16

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team