10
H index
11
i10 index
927
Citations
City University | 10 H index 11 i10 index 927 Citations RESEARCH PRODUCTION: 10 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandro Beber. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Review of Financial Studies | 3 |
Journal of Financial Economics | 2 |
Review of Finance | 2 |
Year | Title of citing document | |
---|---|---|
2021 | Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015. Full description at Econpapers || Download paper | |
2022 | Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116. Full description at Econpapers || Download paper | |
2021 | Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960. Full description at Econpapers || Download paper | |
2022 | Clustering Coefficients in Weighted Undirected Multilayer Networks. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2105.14325. Full description at Econpapers || Download paper | |
2021 | Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698. Full description at Econpapers || Download paper | |
2022 | Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires. (2022). Ouazad, Amine. In: Papers. RePEc:arx:papers:2208.06930. Full description at Econpapers || Download paper | |
2021 | A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21. Full description at Econpapers || Download paper | |
2021 | Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167. Full description at Econpapers || Download paper | |
2022 | Sudden Yield Reversals and Financial Intermediation in Emerging Markets. (2022). Sarmiento, Miguel. In: Borradores de Economia. RePEc:bdr:borrec:1210. Full description at Econpapers || Download paper | |
2021 | The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555. Full description at Econpapers || Download paper | |
2021 | Do supervisory enforcement actions affect board composition?. (2021). Gallo, Angela ; Cotugno, Matteo ; Stefanelli, Valeria ; D'Amato, Antonio . In: Corporate Governance: An International Review. RePEc:bla:corgov:v:29:y:2021:i:1:p:22-44. Full description at Econpapers || Download paper | |
2021 | CEO education and the ability to raise capital. (2021). Loukopoulos, Georgios ; Gounopoulos, Dimitrios. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:29:y:2021:i:1:p:67-99. Full description at Econpapers || Download paper | |
2021 | The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525. Full description at Econpapers || Download paper | |
2021 | How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3. Full description at Econpapers || Download paper | |
2021 | Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9150. Full description at Econpapers || Download paper | |
2021 | The Contrarian Put. (2021). guimaraes, bernardo ; Giovannetti, Bruno ; Chague, Fernando. In: Discussion Papers. RePEc:cfm:wpaper:2106. Full description at Econpapers || Download paper | |
2021 | The Macroeconomics of Financial Speculation. (2021). Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15733. Full description at Econpapers || Download paper | |
2022 | Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24. Full description at Econpapers || Download paper | |
2021 | Short sales restrictions and market quality: Evidence from Korea. (2021). Hahn, Jaehoon ; Eom, Yunsung ; Sohn, Wook. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000484. Full description at Econpapers || Download paper | |
2021 | Implication of stigmatization on investors financial risk tolerance: The case of gay men. (2021). Wellman, Joseph D ; Beer, Francisca M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000575. Full description at Econpapers || Download paper | |
2022 | Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361. Full description at Econpapers || Download paper | |
2022 | Counteracting large-scale asset purchase program: The Bank of Japan’s ETF purchases and securities lending. (2022). Takahashi, Koji ; Shino, Junnosuke ; Maeda, Kou. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:563-576. Full description at Econpapers || Download paper | |
2022 | Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420. Full description at Econpapers || Download paper | |
2021 | What determines volatility smile in China?. (2021). Lin, Yan ; Xian, Aichuan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:326-335. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and illiquidity return premium. (2021). Hsieh, Hui-Ching ; Thinh, Van Quoc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301820. Full description at Econpapers || Download paper | |
2021 | Stock returns and carry trades. (2021). Qian, Zongxin ; Gang, Jianhua ; Chen, Zilin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001261. Full description at Econpapers || Download paper | |
2022 | Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777. Full description at Econpapers || Download paper | |
2022 | Lessons from naïve diversification about the risk-reward trade-off. (2022). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001856. Full description at Econpapers || Download paper | |
2021 | Sieve estimation of option-implied state price density. (2021). Qu, Zhongjun ; Lu, Junwen. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:88-112. Full description at Econpapers || Download paper | |
2022 | Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220. Full description at Econpapers || Download paper | |
2021 | Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439. Full description at Econpapers || Download paper | |
2021 | The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349. Full description at Econpapers || Download paper | |
2021 | Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914. Full description at Econpapers || Download paper | |
2021 | From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053. Full description at Econpapers || Download paper | |
2021 | Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703. Full description at Econpapers || Download paper | |
2021 | The big picture: The industry effect of short interest. (2021). Wang, Kainan ; Liu, Chang ; Chung, Chune Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001010. Full description at Econpapers || Download paper | |
2022 | Why do firm fundamentals predict returns? Evidence from short selling activity. (2022). Wu, Yuliang ; Mazouz, Khelifa. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002908. Full description at Econpapers || Download paper | |
2022 | Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects. (2022). Rannou, Yves ; Boutabba, Mohamed Amine. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200045x. Full description at Econpapers || Download paper | |
2022 | Impacts of sovereign risk premium on bank profitability: Evidence from euro area. (2022). Junttila, Juha ; Sang, Vo Cao. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000783. Full description at Econpapers || Download paper | |
2022 | Trading restriction and the choice for derivatives. (2022). Liu, Xiaoquan ; Shi, Yining ; Ye, Wuyi ; Chen, Pengzhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000862. Full description at Econpapers || Download paper | |
2021 | The 2020 European short-selling ban and the effects on market quality. (2021). Vendrasco, Marco ; Bessler, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317001. Full description at Econpapers || Download paper | |
2021 | Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921. Full description at Econpapers || Download paper | |
2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239. Full description at Econpapers || Download paper | |
2022 | YOLO trading: Riding with the herd during the GameStop episode. (2022). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003603. Full description at Econpapers || Download paper | |
2021 | The dynamics of short sales constraints and market quality: An experimental approach. (2021). Gousgounis, Eleni ; Cabrera, Juan . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300185. Full description at Econpapers || Download paper | |
2021 | Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545. Full description at Econpapers || Download paper | |
2021 | Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162. Full description at Econpapers || Download paper | |
2021 | The marketing–finance interface: A new integrative review of metrics, methods, and findings and an agenda for future research. (2021). Hanssens, Dominique M ; Srinivasan, Shuba ; Edeling, Alexander. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:38:y:2021:i:4:p:857-876. Full description at Econpapers || Download paper | |
2021 | Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159. Full description at Econpapers || Download paper | |
2021 | Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536. Full description at Econpapers || Download paper | |
2022 | Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x. Full description at Econpapers || Download paper | |
2022 | Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not. (2022). Jimenez-Garces, Sonia ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000683. Full description at Econpapers || Download paper | |
2022 | Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers || Download paper | |
2022 | Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068. Full description at Econpapers || Download paper | |
2021 | Volatility forecasting in European government bond markets. (2021). Ozbekler, Ali Gencay ; Triantafyllou, Athanasios ; Kontonikas, Alexandros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1691-1709. Full description at Econpapers || Download paper | |
2022 | Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447. Full description at Econpapers || Download paper | |
2021 | Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393. Full description at Econpapers || Download paper | |
2021 | The price of populism: Financial market outcomes of populist electoral success. (2021). Stöckl, Sebastian ; Rode, Martin ; Stockl, Sebastian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:51-83. Full description at Econpapers || Download paper | |
2021 | Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233. Full description at Econpapers || Download paper | |
2021 | To own or not to own: Stock loans around dividend payments. (2021). Fox, Corbin A ; Dixon, Peter N ; Kelley, Eric K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:539-559. Full description at Econpapers || Download paper | |
2021 | Investment responses to tax policy under uncertainty. (2021). Albinowski, Maciej ; Guceri, Irem. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1147-1170. Full description at Econpapers || Download paper | |
2021 | Spectral factor models. (2021). Tamoni, Andrea ; Lo, Andrew W ; Chaudhuri, Shomesh E ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:214-238. Full description at Econpapers || Download paper | |
2021 | Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334. Full description at Econpapers || Download paper | |
2021 | Emotions in macroeconomic news and their impact on the European bond market. (2021). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001236. Full description at Econpapers || Download paper | |
2022 | Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960. Full description at Econpapers || Download paper | |
2022 | What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254. Full description at Econpapers || Download paper | |
2021 | Is there a dark side of managerial ability? Evidence from the use of derivatives and firm risk in China. (2021). Cheung, Adrian ; Cheng, Lingsha. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:2:s1815566921000163. Full description at Econpapers || Download paper | |
2022 | The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390. Full description at Econpapers || Download paper | |
2021 | Explaining the risk premiums of life settlements. (2021). Wang, Jennifer L ; Tsai, Chenghsien Jason ; Peng, Jin-Lung ; Hsieh, Ming-Hua ; Kung, Ko-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000810. Full description at Econpapers || Download paper | |
2022 | Muslim CEOs, risk-taking and firm performance. (2022). Hooy, Chee-Wooi ; Ooi, Chai-Aun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001135. Full description at Econpapers || Download paper | |
2021 | Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States. (2021). Paimanova, Viktoria ; Aliano, Mauro ; Galloppo, Giuseppe ; Previati, Daniele Angelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:144-158. Full description at Econpapers || Download paper | |
2021 | Housing price dynamics: The impact of stock market sentiment and the spillover effect. (2021). Osmer, Eric ; Zheng, Yao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:854-867. Full description at Econpapers || Download paper | |
2021 | Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:280-297. Full description at Econpapers || Download paper | |
2022 | Macroeconomic determinants of foreign exchange rate exposure. (2022). Fuchs, Fabian U. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:77-102. Full description at Econpapers || Download paper | |
2021 | The impact of global financial crisis on regulation S private debt market. (2021). Zhang, Zhou ; Yu, Xin ; Mittoo, Usha R ; Li, Yingqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:231-248. Full description at Econpapers || Download paper | |
2021 | Flight to quality and implicit guarantee: Evidence from Chinese trust products. (2021). Sohn, Sungbin ; Park, Heungju. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:399-419. Full description at Econpapers || Download paper | |
2021 | Policy uncertainty, the use of derivatives: Evidence from U.S. bank holdingcompanies (BHCs). (2021). Turunen-Red, Arja ; Altalafha, Sarah H ; Hassan, Kabir M ; Tran, Dung Viet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000684. Full description at Econpapers || Download paper | |
2022 | False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312. Full description at Econpapers || Download paper | |
2021 | Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137. Full description at Econpapers || Download paper | |
2021 | Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709. Full description at Econpapers || Download paper | |
2022 | CEO Education and Firm Performance: Evidence from Corporate Universities. (2022). Nguyen, Hai Long ; Fan, Pengda. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:4:p:145-:d:954425. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Trading Frictions and the Post-Earnings-Announcement Drift. (2021). Theissen, Erik ; Palan, Stefan ; Fink, Josef. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-01. Full description at Econpapers || Download paper | |
2021 | Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2021). Palan, Stefan ; Stckl, Thomas ; Merl, Robert. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-03. Full description at Econpapers || Download paper | |
2022 | Arbitrage constraints and behaviour of volatility components: Evidence from a natural experiment. (2022). Jacob, Joshy ; Srivastava, Pranjal. In: IIMA Working Papers. RePEc:iim:iimawp:14685. Full description at Econpapers || Download paper | |
2021 | The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778. Full description at Econpapers || Download paper | |
2021 | Informed Trading with a Short-Sale Prohibition. (2021). Lenkey, Stephen L. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1803-1824. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217. Full description at Econpapers || Download paper | |
2021 | Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model. (2021). Fiorelli, Cristiana ; Foglia, Matteo ; Cartone, Alfredo. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09483-5. Full description at Econpapers || Download paper | |
2022 | Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?. (2022). Lagoa, Sergio C ; Leo, Emanuel R ; Bhimjee, Diptes P. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09547-8. Full description at Econpapers || Download paper | |
2022 | Corporate bond yields and returns: a survey. (2022). Heck, Stephanie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00394-4. Full description at Econpapers || Download paper | |
2022 | The Green Bond Premium: A Comparative Analysis. (2022). , Lauraserlenga ; Intonti, Mariantonietta ; de Leonardis, Matteo ; Ferri, Giovanni ; Serlenga, Laura. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc40. Full description at Econpapers || Download paper | |
2021 | Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:28954. Full description at Econpapers || Download paper | |
2021 | External Balance Sheets and the COVID-19 Crisis. (2021). Juvenal, Luciana ; Hale, Galina. In: NBER Working Papers. RePEc:nbr:nberwo:29277. Full description at Econpapers || Download paper | |
2021 | Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?. (2021). Dixon, Peter N. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:1:p:122-168.. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Attention and Announcement Risk Premia. (2022). Sheng, Jinfei ; Martineau, Charles ; Fisher, Adlai . In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5057-5093.. Full description at Econpapers || Download paper | |
2021 | Trust Shocks, Financial Crises, and Money. (2021). Jia, Pengfei. In: MPRA Paper. RePEc:pra:mprapa:106343. Full description at Econpapers || Download paper | |
2021 | In-kind financing during a pandemic: Trade credit and COVID-19. (2021). Gopalakrishnan, Balagopal ; Srivastava, Jagriti. In: MPRA Paper. RePEc:pra:mprapa:111433. Full description at Econpapers || Download paper | |
2022 | Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data. (2022). Jha, Sumit Kumar ; Bhattacharya, Sharad Nath. In: Australian Journal of Management. RePEc:sae:ausman:v:47:y:2022:i:2:p:251-272. Full description at Econpapers || Download paper | |
2021 | The Arrival of Information and Price Adjustment Across Extreme Quantiles: Global Evidence. (2021). Tripathi, Abhinava. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:10:y:2021:i:1:p:7-19. Full description at Econpapers || Download paper | |
2022 | Long term optimal investment with regime switching: inflation, information and short sales. (2022). Zhang, Detao ; Si, Kehan ; Hakim, Akeb ; Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03692-8. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2013 | Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis In: Journal of Finance. [Full Text][Citation analysis] | article | 191 |
2009 | Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2011 | Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2011) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2010 | Short-Selling Bans around the World: Evidence from the 2007-09 Crisis.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
2014 | Switching Risk Off: FX Correlations and Risk Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Short-Selling Bans and Bank Stability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Short-Selling Bans and Bank Stability.(2017) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | Short-Selling Bans and Bank Stability.(2020) In: CSEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Short-selling bans and bank stability.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Pricing Liquidity Risk with Heterogeneous Investment Horizons In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2013 | Distilling the Macroeconomic News Flow In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2015 | Distilling the macroeconomic news flow.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2013 | Distilling the Macroeconomic News Flow.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2013 | Economic Cycles and Expected Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Who times the foreign exchange market? Corporate speculation and CEO characteristics In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 43 |
2010 | Differences in beliefs and currency risk premiums In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 54 |
2006 | The effect of macroeconomic news on beliefs and preferences: Evidence from the options market In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 54 |
2004 | The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market.(2004) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2003 | The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2005 | Order Submission Strategies and Information: Empirical Evidence from the NYSE In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 16 |
2006 | Resolving Macroeconomic Uncertainty in Stock and Bond Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
2009 | Resolving Macroeconomic Uncertainty in Stock and Bond Markets.(2009) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
2006 | Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market In: NBER Working Papers. [Full Text][Citation analysis] | paper | 403 |
2009 | Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 403 | article | |
2009 | Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 403 | article | |
2010 | What Does Equity Sector Orderflow Tell Us about the Economy? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 26 |
2011 | What Does Equity Sector Orderflow Tell Us About the Economy?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2010 | When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions In: Review of Finance. [Full Text][Citation analysis] | article | 39 |
2004 | Volatility and the Term Structure: Evidence from Interest Rate Derivatives In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 0 |
2001 | Determinants of the implied volatility function on the Italian Stock Market In: LEM Papers Series. [Full Text][Citation analysis] | paper | 9 |
2008 | Determinants of the implied volatility function on the Italian Stock Market..(2008) In: Alea Tech Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2008 | Introduzione allanalisi tecnica. In: Alea Tech Reports. [Full Text][Citation analysis] | paper | 4 |
2008 | Il dibattito su dignità ed efficacia dellanalisi tecnica nelleconomia finanziaria. In: Alea Tech Reports. [Full Text][Citation analysis] | paper | 8 |
2008 | Distribuzioni di probabilità implicite nei prezzi delle opzioni. In: Alea Tech Reports. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team